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DFNG.L vs. DFNX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNG.L vs. DFNX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Defense ETF A USD Acc GBP (DFNG.L) and VanEck Defense UCITS ETF (DFNX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DFNG.L is traded in GBP, while DFNX.L is traded in GBp. To make them comparable, the DFNX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFNG.L achieves a 3.11% return, which is significantly lower than DFNX.L's 34.91% return.


DFNG.L

1D
-1.51%
1M
-3.80%
YTD
3.11%
6M
7.91%
1Y
16.52%
3Y*
39.39%
5Y*
10Y*

DFNX.L

1D
-1.79%
1M
13.81%
YTD
34.91%
6M
42.66%
1Y
76.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNG.L vs. DFNX.L - Yearly Performance Comparison


2026 (YTD)20252024
DFNG.L
VanEck Defense ETF A USD Acc GBP
3.11%56.54%0.58%
DFNX.L
VanEck Defense UCITS ETF
34.91%45.07%9.49%

Correlation

The correlation between DFNG.L and DFNX.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2024

0.79

The correlation between DFNG.L and DFNX.L has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

DFNG.L vs. DFNX.L — Risk / Return Rank

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

DFNG.L
DFNG.L Risk / Return Rank: 2020
Overall Rank
DFNG.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFNG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFNG.L Omega Ratio Rank: 2020
Omega Ratio Rank
DFNG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFNG.L Martin Ratio Rank: 1919
Martin Ratio Rank

DFNX.L
DFNX.L Risk / Return Rank: 8787
Overall Rank
DFNX.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFNX.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFNX.L Omega Ratio Rank: 8181
Omega Ratio Rank
DFNX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFNX.L Martin Ratio Rank: 8282
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.

DFNG.L vs. DFNX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense ETF A USD Acc GBP (DFNG.L) and VanEck Defense UCITS ETF (DFNX.L). 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.


DFNG.LDFNX.LDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.13

1.48

-0.35

Calmar ratioReturn relative to maximum drawdown

0.90

6.33

-5.43

Martin ratioReturn relative to average drawdown

2.23

16.40

-14.17

DFNG.L vs. DFNX.L - Sharpe Ratio Comparison

The current DFNG.L Sharpe Ratio is 0.68, which is lower than the DFNX.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of DFNG.L and DFNX.L, 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


DFNG.LDFNX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

3.14

-2.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

2.53

-0.56

Drawdowns

DFNG.L vs. DFNX.L - Drawdown Comparison

The maximum DFNG.L drawdown since its inception was -18.38%, which is greater than DFNX.L's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for DFNG.L and DFNX.L.


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Drawdown Indicators


DFNG.LDFNX.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-15.39%

-2.99%

Max Drawdown (1Y)

Largest decline over 1 year

-18.38%

-12.10%

-6.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

Current Drawdown

Current decline from peak

-15.77%

-5.07%

-10.70%

Average Drawdown

Average peak-to-trough decline

-3.11%

-3.51%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

4.68%

+2.72%

Volatility

DFNG.L vs. DFNX.L - Volatility Comparison

The current volatility for VanEck Defense ETF A USD Acc GBP (DFNG.L) is 7.86%, while VanEck Defense UCITS ETF (DFNX.L) has a volatility of 9.16%. This indicates that DFNG.L experiences smaller price fluctuations and is considered to be less risky than DFNX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNG.LDFNX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

9.16%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

19.61%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

24.44%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

24.72%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

24.72%

-4.32%

DFNG.L vs. DFNX.L - Expense Ratio Comparison

Both DFNG.L and DFNX.L have an expense ratio of 0.55%.


Dividends

DFNG.L vs. DFNX.L - Dividend Comparison

Neither DFNG.L nor DFNX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNG.L and DFNX.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DFNG.L and DFNX.L have the same expense ratio: 0.55% per year.

DFNG.L tracks MarketVector Global Defense Industry index, while DFNX.L tracks MarketVector Global Defense Industry Index.

Portfolio Optimizer

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