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

Performance

DFNG.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
DFNG.L
VanEck Defense ETF A USD Acc GBP
14.50%56.54%46.20%22.89%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-3.06%9.36%27.33%15.91%

Returns By Period

In the year-to-date period, DFNG.L achieves a 14.50% return, which is significantly higher than VUAG.L's -3.06% return.


DFNG.L

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

VUAG.L

1D
1.60%
1M
-3.29%
YTD
-3.06%
6M
0.22%
1Y
14.86%
3Y*
15.78%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

DFNG.L has a 0.55% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.


Return for Risk

DFNG.L vs. VUAG.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

VUAG.L
VUAG.L Risk / Return Rank: 5959
Overall Rank
VUAG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6767
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. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.LVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

2.01

0.96

+1.05

Sortino ratio

Return per unit of downside risk

2.73

1.40

+1.33

Omega ratio

Gain probability vs. loss probability

1.34

1.20

+0.14

Calmar ratio

Return relative to maximum drawdown

3.89

2.05

+1.84

Martin ratio

Return relative to average drawdown

9.41

6.98

+2.43

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

The current DFNG.L Sharpe Ratio is 2.01, which is higher than the VUAG.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of DFNG.L and VUAG.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.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.96

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

2.37

0.84

+1.53

Correlation

The correlation between DFNG.L and VUAG.L is 0.53, 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. VUAG.L - Dividend Comparison

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


TTM202520242023202220212020
DFNG.L
VanEck Defense ETF A USD Acc GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

DFNG.L vs. VUAG.L - Drawdown Comparison

The maximum DFNG.L drawdown since its inception was -12.87%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for DFNG.L and VUAG.L.


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Drawdown Indicators


DFNG.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.87%

-25.61%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-10.53%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

Current Drawdown

Current decline from peak

-6.46%

-4.74%

-1.72%

Average Drawdown

Average peak-to-trough decline

-2.62%

-3.57%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

2.08%

+3.23%

Volatility

DFNG.L vs. VUAG.L - Volatility Comparison

VanEck Defense ETF A USD Acc GBP (DFNG.L) has a higher volatility of 9.02% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.83%. This indicates that DFNG.L's price experiences larger fluctuations and is considered to be riskier than VUAG.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.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

3.83%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.97%

8.28%

+10.69%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

15.40%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

14.39%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

36.50%

-16.34%