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DFEU.L vs. VJPN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEU.L vs. VJPN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Europe Defence UCITS ETF EUR Accumulating (DFEU.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DFEU.L achieves a 3.58% return, which is significantly lower than VJPN.DE's 14.62% return.


DFEU.L

1D
0.00%
1M
4.74%
YTD
3.58%
6M
4.50%
1Y
3Y*
5Y*
10Y*

VJPN.DE

1D
2.22%
1M
0.61%
YTD
14.62%
6M
14.47%
1Y
33.31%
3Y*
14.42%
5Y*
9.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEU.L vs. VJPN.DE - Yearly Performance Comparison


Correlation

The correlation between DFEU.L and VJPN.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.19

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Return for Risk

DFEU.L vs. VJPN.DE — Risk / Return Rank

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

DFEU.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VJPN.DE
VJPN.DE Risk / Return Rank: 6363
Overall Rank
VJPN.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VJPN.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
VJPN.DE Omega Ratio Rank: 6060
Omega Ratio Rank
VJPN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
VJPN.DE Martin Ratio Rank: 6666
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.

DFEU.L vs. VJPN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Europe Defence UCITS ETF EUR Accumulating (DFEU.L) and Vanguard FTSE Japan UCITS ETF Distributing (VJPN.DE). 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.


DFEU.LVJPN.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.12

Martin ratioReturn relative to average drawdown

10.20

DFEU.L vs. VJPN.DE - Sharpe Ratio Comparison


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Drawdowns

DFEU.L vs. VJPN.DE - Drawdown Comparison

The maximum DFEU.L drawdown since its inception was -23.78%, roughly equal to the maximum VJPN.DE drawdown of -24.82%. Use the drawdown chart below to compare losses from any high point for DFEU.L and VJPN.DE.


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Drawdown Indicators


DFEU.LVJPN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-24.82%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

Current Drawdown

Current decline from peak

-14.72%

-1.07%

-13.65%

Average Drawdown

Average peak-to-trough decline

-11.47%

-5.53%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

Volatility

DFEU.L vs. VJPN.DE - Volatility Comparison


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Volatility by Period


DFEU.LVJPN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

Volatility (1Y)

Calculated over the trailing 1-year period

38.83%

18.11%

+20.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.83%

15.63%

+23.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.83%

16.41%

+22.42%

DFEU.L vs. VJPN.DE - Expense Ratio Comparison

DFEU.L has a 0.35% expense ratio, which is higher than VJPN.DE's 0.15% expense ratio.


Dividends

DFEU.L vs. VJPN.DE - Dividend Comparison

DFEU.L has not paid dividends to shareholders, while VJPN.DE's dividend yield for the trailing twelve months is around 1.67%.


PositionTTM202520242023202220212020201920182017
DFEU.L
iShares Europe Defence UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VJPN.DE
Vanguard FTSE Japan UCITS ETF Distributing
1.67%1.91%1.93%1.91%2.22%1.66%1.62%1.80%1.94%0.59%

Frequently Asked Questions


DFEU.L and VJPN.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VJPN.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VJPN.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for DFEU.L.

DFEU.L is categorized as Aerospace & Defense, while VJPN.DE is Japan Equities. DFEU.L tracks STOXX Europe Targeted Defence Index, while VJPN.DE tracks TOPIX TR JPY. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for DFEU.L and 0.15% for VJPN.DE.

Portfolio Optimizer

Find the right allocation for DFEU.L and VJPN.DE

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