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DFEN.DE vs. ESIH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEN.DE vs. ESIH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Defense UCITS ETF A (DFEN.DE) and iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DFEN.DE is traded in EUR, while ESIH.L is traded in GBP. To make them comparable, the ESIH.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFEN.DE achieves a 3.04% return, which is significantly higher than ESIH.L's 0.10% return.


DFEN.DE

1D
0.60%
1M
0.90%
YTD
3.04%
6M
4.46%
1Y
11.89%
3Y*
37.43%
5Y*
10Y*

ESIH.L

1D
0.74%
1M
2.34%
YTD
0.10%
6M
1.71%
1Y
6.65%
3Y*
3.74%
5Y*
5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEN.DE vs. ESIH.L - Yearly Performance Comparison


2026 (YTD)202520242023
DFEN.DE
VanEck Defense UCITS ETF A
3.04%50.76%51.97%22.65%
ESIH.L
iShares MSCI Europe Health Care Sector UCITS ETF
0.10%6.89%4.25%3.91%

Correlation

The correlation between DFEN.DE and ESIH.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.21

The correlation between DFEN.DE and ESIH.L shifts across timeframes, from 0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFEN.DE vs. ESIH.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
Martin Ratio Rank

ESIH.L
ESIH.L Risk / Return Rank: 1616
Overall Rank
ESIH.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ESIH.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
ESIH.L Omega Ratio Rank: 1616
Omega Ratio Rank
ESIH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ESIH.L Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFEN.DE vs. ESIH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF A (DFEN.DE) and iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFEN.DEESIH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.74

0.42

+0.32

Martin ratioReturn relative to average drawdown

1.72

0.95

+0.77

DFEN.DE vs. ESIH.L - Sharpe Ratio Comparison

The current DFEN.DE Sharpe Ratio is 0.56, which is higher than the ESIH.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DFEN.DE and ESIH.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFEN.DE vs. ESIH.L - Drawdown Comparison

The maximum DFEN.DE drawdown since its inception was -18.88%, smaller than the maximum ESIH.L drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for DFEN.DE and ESIH.L.


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Drawdown Indicators


DFEN.DEESIH.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-25.57%

+6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-18.88%

-12.83%

-6.05%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-25.57%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.57%

Current Drawdown

Current decline from peak

-16.01%

-9.32%

-6.69%

Average Drawdown

Average peak-to-trough decline

-3.25%

-8.20%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

5.51%

+2.64%

Volatility

DFEN.DE vs. ESIH.L - Volatility Comparison

VanEck Defense UCITS ETF A (DFEN.DE) has a higher volatility of 7.34% compared to iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) at 5.06%. This indicates that DFEN.DE's price experiences larger fluctuations and is considered to be riskier than ESIH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEN.DEESIH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

5.06%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

11.96%

+7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

16.91%

+8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

17.75%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

18.00%

+3.22%

DFEN.DE vs. ESIH.L - Expense Ratio Comparison

DFEN.DE has a 0.55% expense ratio, which is higher than ESIH.L's 0.18% expense ratio.


Dividends

DFEN.DE vs. ESIH.L - Dividend Comparison

Neither DFEN.DE nor ESIH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFEN.DE and ESIH.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESIH.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESIH.L is cheaper with a 0.18% expense ratio, compared with 0.55% for DFEN.DE.

DFEN.DE is categorized as Aerospace & Defense, while ESIH.L is Health & Biotech Equities. DFEN.DE tracks MarketVector Global Defense Industry Index, while ESIH.L tracks MSCI World/Health Care NR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for DFEN.DE and 0.18% for ESIH.L.

Portfolio Optimizer

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