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

Performance

DFNG.L vs. WDEP.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 WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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 WDEP.L is traded in GBp. To make them comparable, the WDEP.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 higher than WDEP.L's -0.21% return.


DFNG.L

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

WDEP.L

1D
-1.09%
1M
-3.26%
YTD
-0.21%
6M
3.94%
1Y
-2.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between DFNG.L and WDEP.L is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

0.77

The correlation between DFNG.L and WDEP.L has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

DFNG.L vs. WDEP.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

WDEP.L
WDEP.L Risk / Return Rank: 88
Overall Rank
WDEP.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WDEP.L Sortino Ratio Rank: 88
Sortino Ratio Rank
WDEP.L Omega Ratio Rank: 88
Omega Ratio Rank
WDEP.L Calmar Ratio Rank: 88
Calmar Ratio Rank
WDEP.L Martin Ratio Rank: 77
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. WDEP.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 WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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.LWDEP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratioReturn relative to maximum drawdown

0.90

-0.14

+1.03

Martin ratioReturn relative to average drawdown

2.23

-0.32

+2.55

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

The current DFNG.L Sharpe Ratio is 0.68, which is higher than the WDEP.L Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of DFNG.L and WDEP.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.LWDEP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.09

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.97

0.55

+1.42

Drawdowns

DFNG.L vs. WDEP.L - Drawdown Comparison

The maximum DFNG.L drawdown since its inception was -18.38%, smaller than the maximum WDEP.L drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for DFNG.L and WDEP.L.


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Drawdown Indicators


DFNG.LWDEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-19.56%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-18.38%

-19.56%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

Current Drawdown

Current decline from peak

-15.77%

-15.83%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.11%

-6.13%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

8.37%

-0.97%

Volatility

DFNG.L vs. WDEP.L - Volatility Comparison

The current volatility for VanEck Defense ETF A USD Acc GBP (DFNG.L) is 7.86%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.30%. This indicates that DFNG.L experiences smaller price fluctuations and is considered to be less risky than WDEP.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.LWDEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

10.30%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

22.17%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

28.59%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

30.11%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

30.11%

-9.71%

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

DFNG.L has a 0.55% expense ratio, which is higher than WDEP.L's 0.45% expense ratio.


Dividends

DFNG.L vs. WDEP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DFNG.L and WDEP.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDEP.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEP.L is cheaper with a 0.45% expense ratio, compared with 0.55% for DFNG.L.

DFNG.L is categorized as Aerospace & Defense, while WDEP.L is Europe Equities. DFNG.L tracks MarketVector Global Defense Industry index, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.55% for DFNG.L and 0.45% for WDEP.L.

Portfolio Optimizer

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