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DFNG.L vs. EXH4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNG.L vs. EXH4.DE - 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 iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE). 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 EXH4.DE is traded in EUR. To make them comparable, the EXH4.DE 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 EXH4.DE's 7.04% return.


DFNG.L

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

EXH4.DE

1D
-0.97%
1M
3.77%
YTD
7.04%
6M
10.31%
1Y
18.09%
3Y*
17.69%
5Y*
11.26%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNG.L vs. EXH4.DE - Yearly Performance Comparison


2026 (YTD)202520242023
DFNG.L
VanEck Defense ETF A USD Acc GBP
3.11%56.54%46.20%22.89%
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
7.04%30.16%9.66%12.03%

Correlation

The correlation between DFNG.L and EXH4.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.50

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Return for Risk

DFNG.L vs. EXH4.DE — 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

EXH4.DE
EXH4.DE Risk / Return Rank: 2424
Overall Rank
EXH4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH4.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EXH4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
EXH4.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXH4.DE Martin Ratio Rank: 2828
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. EXH4.DE - 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 iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.


DFNG.LEXH4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratioReturn relative to maximum drawdown

0.90

1.28

-0.38

Martin ratioReturn relative to average drawdown

2.23

4.50

-2.27

DFNG.L vs. EXH4.DE - Sharpe Ratio Comparison

The current DFNG.L Sharpe Ratio is 0.68, which is comparable to the EXH4.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of DFNG.L and EXH4.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.


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Sharpe Ratios by Period


DFNG.LEXH4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.94

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

0.44

+1.53

Drawdowns

DFNG.L vs. EXH4.DE - Drawdown Comparison

The maximum DFNG.L drawdown since its inception was -18.38%, smaller than the maximum EXH4.DE drawdown of -51.92%. Use the drawdown chart below to compare losses from any high point for DFNG.L and EXH4.DE.


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Drawdown Indicators


DFNG.LEXH4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-51.92%

+33.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.38%

-14.10%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-17.68%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.37%

Current Drawdown

Current decline from peak

-15.77%

-3.28%

-12.49%

Average Drawdown

Average peak-to-trough decline

-3.11%

-8.13%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

4.01%

+3.39%

Volatility

DFNG.L vs. EXH4.DE - Volatility Comparison

VanEck Defense ETF A USD Acc GBP (DFNG.L) has a higher volatility of 7.86% compared to iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) at 6.91%. This indicates that DFNG.L's price experiences larger fluctuations and is considered to be riskier than EXH4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNG.LEXH4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

6.91%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

16.23%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

19.21%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

19.40%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

19.35%

+1.05%

DFNG.L vs. EXH4.DE - Expense Ratio Comparison

DFNG.L has a 0.55% expense ratio, which is higher than EXH4.DE's 0.46% expense ratio.


Dividends

DFNG.L vs. EXH4.DE - Dividend Comparison

DFNG.L has not paid dividends to shareholders, while EXH4.DE's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
1.19%1.31%1.51%1.72%1.68%1.08%0.85%1.69%1.67%2.38%2.10%2.79%

Frequently Asked Questions


DFNG.L and EXH4.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH4.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH4.DE is cheaper with a 0.46% expense ratio, compared with 0.55% for DFNG.L.

DFNG.L is categorized as Aerospace & Defense, while EXH4.DE is Industrials Equities. DFNG.L tracks MarketVector Global Defense Industry index, while EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for DFNG.L and 0.46% for EXH4.DE.

Portfolio Optimizer

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