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

Performance

DFNG.L vs. EQGB.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 Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
DFNG.L
VanEck Defense ETF A USD Acc GBP
14.50%56.54%46.20%22.89%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
-5.40%19.59%26.12%30.13%
Different Trading Currencies

DFNG.L is traded in GBP, while EQGB.L is traded in GBp. To make them comparable, the EQGB.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 14.50% return, which is significantly higher than EQGB.L's -5.40% return.


DFNG.L

1D
5.10%
1M
-3.35%
YTD
14.50%
6M
7.05%
1Y
50.30%
3Y*
5Y*
10Y*

EQGB.L

1D
3.41%
1M
-3.13%
YTD
-5.40%
6M
-2.55%
1Y
23.58%
3Y*
22.44%
5Y*
11.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DFNG.L has a 0.55% expense ratio, which is higher than EQGB.L's 0.35% expense ratio.


Return for Risk

DFNG.L vs. EQGB.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: 8888
Overall Rank
DFNG.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFNG.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFNG.L Omega Ratio Rank: 8484
Omega Ratio Rank
DFNG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
DFNG.L Martin Ratio Rank: 8181
Martin Ratio Rank

EQGB.L
EQGB.L Risk / Return Rank: 6767
Overall Rank
EQGB.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EQGB.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
EQGB.L Omega Ratio Rank: 6161
Omega Ratio Rank
EQGB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQGB.L Martin Ratio Rank: 6969
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. EQGB.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 Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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.LEQGB.LDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.16

+0.85

Sortino ratio

Return per unit of downside risk

2.73

1.75

+0.98

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

3.89

2.04

+1.85

Martin ratio

Return relative to average drawdown

9.41

7.34

+2.07

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

The current DFNG.L Sharpe Ratio is 2.01, which is higher than the EQGB.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of DFNG.L and EQGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFNG.LEQGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.16

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.37

0.78

+1.59

Correlation

The correlation between DFNG.L and EQGB.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DFNG.L vs. EQGB.L - Dividend Comparison

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


TTM2025202420232022202120202019
DFNG.L
VanEck Defense ETF A USD Acc GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%

Drawdowns

DFNG.L vs. EQGB.L - Drawdown Comparison

The maximum DFNG.L drawdown since its inception was -12.87%, smaller than the maximum EQGB.L drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for DFNG.L and EQGB.L.


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Drawdown Indicators


DFNG.LEQGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.87%

-36.77%

+23.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-12.60%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-36.77%

Current Drawdown

Current decline from peak

-6.46%

-7.87%

+1.41%

Average Drawdown

Average peak-to-trough decline

-2.62%

-7.64%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

3.14%

+2.17%

Volatility

DFNG.L vs. EQGB.L - Volatility Comparison

VanEck Defense ETF A USD Acc GBP (DFNG.L) has a higher volatility of 9.02% compared to Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) at 6.14%. This indicates that DFNG.L's price experiences larger fluctuations and is considered to be riskier than EQGB.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.LEQGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

6.14%

+2.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.97%

12.05%

+6.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

20.37%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

20.95%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

21.30%

-1.14%