DFEN.DE vs. VGT
Compare and contrast key facts about VanEck Defense UCITS ETF A (DFEN.DE) and Vanguard Information Technology ETF (VGT).
DFEN.DE and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEN.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector Global Defense Industry. It was launched on Mar 31, 2023. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both DFEN.DE and VGT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEN.DE or VGT.
Key characteristics
| DFEN.DE | VGT | |
|---|---|---|
| YTD Return | 67.06% | 29.17% |
| 1Y Return | 67.06% | 40.51% |
| Sharpe Ratio | 3.98 | 2.10 |
| Sortino Ratio | 5.19 | 2.68 |
| Omega Ratio | 1.68 | 1.37 |
| Calmar Ratio | 8.74 | 2.90 |
| Martin Ratio | 38.03 | 10.47 |
| Ulcer Index | 1.71% | 4.22% |
| Daily Std Dev | 16.30% | 21.00% |
| Max Drawdown | -7.47% | -54.63% |
| Current Drawdown | 0.00% | -0.58% |
Correlation
The correlation between DFEN.DE and VGT is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DFEN.DE vs. VGT - Performance Comparison
In the year-to-date period, DFEN.DE achieves a 67.06% return, which is significantly higher than VGT's 29.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFEN.DE vs. VGT - Expense Ratio Comparison
DFEN.DE has a 0.55% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
DFEN.DE vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF A (DFEN.DE) and Vanguard Information Technology ETF (VGT). 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.
Dividends
DFEN.DE vs. VGT - Dividend Comparison
DFEN.DE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEN.DE VanEck Defense UCITS ETF A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
DFEN.DE vs. VGT - Drawdown Comparison
The maximum DFEN.DE drawdown since its inception was -7.47%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for DFEN.DE and VGT. For additional features, visit the drawdowns tool.
Volatility
DFEN.DE vs. VGT - Volatility Comparison
VanEck Defense UCITS ETF A (DFEN.DE) and Vanguard Information Technology ETF (VGT) have volatilities of 6.21% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.