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DFNC.DE vs. ESIF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNC.DE vs. ESIF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFNC.DE achieves a 3.52% return, which is significantly lower than ESIF.DE's 3.87% return.


DFNC.DE

1D
0.58%
1M
-4.97%
YTD
3.52%
6M
7.52%
1Y
-2.92%
3Y*
5Y*
10Y*

ESIF.DE

1D
0.61%
1M
3.50%
YTD
3.87%
6M
10.14%
1Y
22.51%
3Y*
28.94%
5Y*
19.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNC.DE vs. ESIF.DE - Yearly Performance Comparison


Correlation

The correlation between DFNC.DE and ESIF.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.33

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Return for Risk

DFNC.DE vs. ESIF.DE — Risk / Return Rank

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

DFNC.DE
DFNC.DE Risk / Return Rank: 88
Overall Rank
DFNC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFNC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DFNC.DE Omega Ratio Rank: 88
Omega Ratio Rank
DFNC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DFNC.DE Martin Ratio Rank: 88
Martin Ratio Rank

ESIF.DE
ESIF.DE Risk / Return Rank: 3636
Overall Rank
ESIF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 3939
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.

DFNC.DE vs. ESIF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.


DFNC.DEESIF.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.01

1.22

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.14

1.81

-1.95

Martin ratioReturn relative to average drawdown

-0.31

6.04

-6.35

DFNC.DE vs. ESIF.DE - Sharpe Ratio Comparison

The current DFNC.DE Sharpe Ratio is -0.10, which is lower than the ESIF.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of DFNC.DE and ESIF.DE, 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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Sharpe Ratios by Period


DFNC.DEESIF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

1.25

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

1.16

-1.23

Drawdowns

DFNC.DE vs. ESIF.DE - Drawdown Comparison

The maximum DFNC.DE drawdown since its inception was -20.23%, smaller than the maximum ESIF.DE drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for DFNC.DE and ESIF.DE.


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Drawdown Indicators


DFNC.DEESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-22.93%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-20.23%

-12.38%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Current Drawdown

Current decline from peak

-14.59%

-2.65%

-11.94%

Average Drawdown

Average peak-to-trough decline

-7.72%

-4.14%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.85%

3.72%

+5.13%

Volatility

DFNC.DE vs. ESIF.DE - Volatility Comparison

iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) has a higher volatility of 10.02% compared to iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) at 5.37%. This indicates that DFNC.DE's price experiences larger fluctuations and is considered to be riskier than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNC.DEESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

5.37%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.33%

14.59%

+8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

17.99%

+12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

18.96%

+11.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.11%

18.84%

+11.27%

DFNC.DE vs. ESIF.DE - Expense Ratio Comparison

DFNC.DE has a 0.35% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.


Dividends

DFNC.DE vs. ESIF.DE - Dividend Comparison

Neither DFNC.DE nor ESIF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNC.DE and ESIF.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for DFNC.DE.

DFNC.DE is categorized as Aerospace & Defense, while ESIF.DE is Financials Equities. DFNC.DE tracks STOXX Europe Targeted Defence Index, while ESIF.DE tracks MSCI World/Financials NR USD. Their fees differ too: 0.35% for DFNC.DE and 0.18% for ESIF.DE.

Portfolio Optimizer

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