PortfoliosLab logoPortfoliosLab logo
DFNC.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNC.DE vs. EUDF.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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFNC.DE achieves a 3.52% return, which is significantly higher than EUDF.DE's 2.51% return.


DFNC.DE

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

EUDF.DE

1D
1.22%
1M
-3.90%
YTD
2.51%
6M
5.21%
1Y
-3.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DFNC.DE and EUDF.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

The correlation between DFNC.DE and EUDF.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFNC.DE vs. EUDF.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

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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. EUDF.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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.01

1.00

0.00

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.17

+0.03

Martin ratioReturn relative to average drawdown

-0.31

-0.39

+0.07

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

The current DFNC.DE Sharpe Ratio is -0.10, which is comparable to the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of DFNC.DE and EUDF.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.


Loading charts...

Sharpe Ratios by Period


DFNC.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.12

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.55

-0.62

Drawdowns

DFNC.DE vs. EUDF.DE - Drawdown Comparison

The maximum DFNC.DE drawdown since its inception was -20.23%, roughly equal to the maximum EUDF.DE drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for DFNC.DE and EUDF.DE.


Loading charts...

Drawdown Indicators


DFNC.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-19.51%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-20.23%

-19.51%

-0.72%

Current Drawdown

Current decline from peak

-14.59%

-14.05%

-0.54%

Average Drawdown

Average peak-to-trough decline

-7.72%

-6.55%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.85%

8.29%

+0.56%

Volatility

DFNC.DE vs. EUDF.DE - Volatility Comparison

iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) have volatilities of 10.02% and 9.95%, 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.


Loading charts...

Volatility by Period


DFNC.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

9.95%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

23.33%

22.54%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

29.15%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

30.89%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.11%

30.89%

-0.78%

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

DFNC.DE has a 0.35% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.


Dividends

DFNC.DE vs. EUDF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, DFNC.DE and EUDF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DFNC.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFNC.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for EUDF.DE.

DFNC.DE tracks STOXX Europe Targeted Defence Index, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.35% for DFNC.DE and 0.40% for EUDF.DE.

Portfolio Optimizer

Find the right allocation for DFNC.DE and EUDF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer