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DFNC.DE vs. IS3N.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFNC.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). The values are adjusted to include any dividend payments, if applicable.

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DFNC.DE vs. IS3N.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DFNC.DE achieves a 16.46% return, which is significantly higher than IS3N.DE's 5.98% return.


DFNC.DE

1D
6.50%
1M
-1.09%
YTD
16.46%
6M
2.16%
1Y
3Y*
5Y*
10Y*

IS3N.DE

1D
3.44%
1M
-5.31%
YTD
5.98%
6M
9.26%
1Y
24.80%
3Y*
13.99%
5Y*
5.05%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFNC.DE vs. IS3N.DE - Expense Ratio Comparison

DFNC.DE has a 0.35% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.


Return for Risk

DFNC.DE vs. IS3N.DE — Risk / Return Rank

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

DFNC.DE

IS3N.DE
IS3N.DE Risk / Return Rank: 7474
Overall Rank
IS3N.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 6969
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 7575
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. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.


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

DFNC.DE vs. IS3N.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DFNC.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.36

+0.05

Correlation

The correlation between DFNC.DE and IS3N.DE is 0.26, 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.


Dividends

DFNC.DE vs. IS3N.DE - Dividend Comparison

Neither DFNC.DE nor IS3N.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DFNC.DE vs. IS3N.DE - Drawdown Comparison

The maximum DFNC.DE drawdown since its inception was -20.23%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for DFNC.DE and IS3N.DE.


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Drawdown Indicators


DFNC.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.23%

-35.06%

+14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-3.91%

-7.44%

+3.53%

Average Drawdown

Average peak-to-trough decline

-7.01%

-9.41%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

Volatility

DFNC.DE vs. IS3N.DE - Volatility Comparison


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Volatility by Period


DFNC.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

29.54%

18.00%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.54%

15.71%

+13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.54%

17.88%

+11.66%