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DFND.AS vs. TI5A.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFND.AS vs. TI5A.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Aerospace & Defence UCITS ETF (DFND.AS) and iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFND.AS achieves a 62.00% return, which is significantly higher than TI5A.AS's 1.41% return.


DFND.AS

1D
-0.20%
1M
2.48%
YTD
62.00%
6M
62.00%
1Y
62.00%
3Y*
5Y*
10Y*

TI5A.AS

1D
-0.04%
1M
-0.31%
YTD
1.41%
6M
1.40%
1Y
3.59%
3Y*
5.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFND.AS vs. TI5A.AS - Yearly Performance Comparison


2026 (YTD)20252024
DFND.AS
iShares Global Aerospace & Defence UCITS ETF
62.00%-0.00%16.29%
TI5A.AS
iShares USD TIPS 0-5 UCITS ETF USD Accumulating
1.41%5.25%5.36%

Correlation

The correlation between DFND.AS and TI5A.AS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2024

0.02

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Return for Risk

DFND.AS vs. TI5A.AS — Risk / Return Rank

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

DFND.AS
DFND.AS Risk / Return Rank: 4747
Overall Rank
DFND.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DFND.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
DFND.AS Omega Ratio Rank: 9797
Omega Ratio Rank
DFND.AS Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFND.AS Martin Ratio Rank: 2727
Martin Ratio Rank

TI5A.AS
TI5A.AS Risk / Return Rank: 6868
Overall Rank
TI5A.AS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TI5A.AS Sortino Ratio Rank: 5555
Sortino Ratio Rank
TI5A.AS Omega Ratio Rank: 6464
Omega Ratio Rank
TI5A.AS Calmar Ratio Rank: 8383
Calmar Ratio Rank
TI5A.AS Martin Ratio Rank: 8383
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.

DFND.AS vs. TI5A.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Aerospace & Defence UCITS ETF (DFND.AS) and iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS). 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.


DFND.ASTI5A.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.93

1.33

+0.60

Calmar ratioReturn relative to maximum drawdown

1.79

3.89

-2.10

Martin ratioReturn relative to average drawdown

3.27

14.42

-11.14

DFND.AS vs. TI5A.AS - Sharpe Ratio Comparison

The current DFND.AS Sharpe Ratio is 0.65, which is lower than the TI5A.AS Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DFND.AS and TI5A.AS, 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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Drawdowns

DFND.AS vs. TI5A.AS - Drawdown Comparison

The maximum DFND.AS drawdown since its inception was -35.42%, which is greater than TI5A.AS's maximum drawdown of -4.17%. Use the drawdown chart below to compare losses from any high point for DFND.AS and TI5A.AS.


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Drawdown Indicators


DFND.ASTI5A.ASDifference

Max Drawdown

Largest peak-to-trough decline

-35.42%

-4.17%

-31.25%

Max Drawdown (1Y)

Largest decline over 1 year

-35.42%

-0.91%

-34.51%

Max Drawdown (3Y)

Largest decline over 3 years

-1.28%

Current Drawdown

Current decline from peak

-7.88%

-0.70%

-7.18%

Average Drawdown

Average peak-to-trough decline

-7.83%

-0.70%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.17%

0.25%

+18.92%

Volatility

DFND.AS vs. TI5A.AS - Volatility Comparison

iShares Global Aerospace & Defence UCITS ETF (DFND.AS) has a higher volatility of 6.41% compared to iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS) at 0.59%. This indicates that DFND.AS's price experiences larger fluctuations and is considered to be riskier than TI5A.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFND.ASTI5A.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

0.59%

+5.82%

Volatility (6M)

Calculated over the trailing 6-month period

54.51%

1.77%

+52.74%

Volatility (1Y)

Calculated over the trailing 1-year period

96.62%

2.24%

+94.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.20%

3.06%

+60.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.20%

3.06%

+60.14%

DFND.AS vs. TI5A.AS - Expense Ratio Comparison

DFND.AS has a 0.35% expense ratio, which is higher than TI5A.AS's 0.10% expense ratio.


Dividends

DFND.AS vs. TI5A.AS - Dividend Comparison

Neither DFND.AS nor TI5A.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFND.AS and TI5A.AS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TI5A.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TI5A.AS is cheaper with a 0.10% expense ratio, compared with 0.35% for DFND.AS.

DFND.AS is categorized as Industrials Equities, while TI5A.AS is Inflation-Protected Bonds. DFND.AS tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index NR, while TI5A.AS tracks ICE US Treasury Inflation-Linked Bond 0-5 Years. Their fees differ too: 0.35% for DFND.AS and 0.10% for TI5A.AS.

Portfolio Optimizer

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