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DFNS.L vs. IEUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNS.L vs. IEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Defense UCITS ETF (DFNS.L) and iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFNS.L achieves a 0.90% return, which is significantly lower than IEUR's 7.65% return.


DFNS.L

1D
0.00%
1M
-1.09%
YTD
0.90%
6M
2.54%
1Y
10.82%
3Y*
40.45%
5Y*
10Y*

IEUR

1D
0.14%
1M
2.40%
YTD
7.65%
6M
9.78%
1Y
19.09%
3Y*
16.42%
5Y*
8.26%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNS.L vs. IEUR - Yearly Performance Comparison


2026 (YTD)202520242023
DFNS.L
VanEck Defense UCITS ETF
0.90%68.21%43.74%25.97%
IEUR
iShares Core MSCI Europe ETF
7.65%35.67%1.40%8.93%

Correlation

The correlation between DFNS.L and IEUR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2023

0.34

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Return for Risk

DFNS.L vs. IEUR — Risk / Return Rank

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

DFNS.L
DFNS.L Risk / Return Rank: 1818
Overall Rank
DFNS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 1818
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 1818
Martin Ratio Rank

IEUR
IEUR Risk / Return Rank: 3535
Overall Rank
IEUR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3535
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3333
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3939
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.

DFNS.L vs. IEUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNS.L) and iShares Core MSCI Europe ETF (IEUR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFNS.LIEURDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.09

Calmar ratioReturn relative to maximum drawdown

0.66

1.44

-0.79

Martin ratioReturn relative to average drawdown

1.61

5.40

-3.79

DFNS.L vs. IEUR - Sharpe Ratio Comparison

The current DFNS.L Sharpe Ratio is 0.52, which is lower than the IEUR Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DFNS.L and IEUR, 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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Drawdowns

DFNS.L vs. IEUR - Drawdown Comparison

The maximum DFNS.L drawdown since its inception was -19.66%, smaller than the maximum IEUR drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for DFNS.L and IEUR.


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Drawdown Indicators


DFNS.LIEURDifference

Max Drawdown

Largest peak-to-trough decline

-19.66%

-36.96%

+17.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.66%

-12.04%

-7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.66%

-14.25%

-5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-32.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.96%

Current Drawdown

Current decline from peak

-17.48%

-0.44%

-17.04%

Average Drawdown

Average peak-to-trough decline

-3.49%

-8.21%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.00%

3.22%

+4.78%

Volatility

DFNS.L vs. IEUR - Volatility Comparison

VanEck Defense UCITS ETF (DFNS.L) has a higher volatility of 8.29% compared to iShares Core MSCI Europe ETF (IEUR) at 5.70%. This indicates that DFNS.L's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNS.LIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

5.70%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

19.56%

13.31%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

15.83%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

17.81%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

18.68%

+2.90%

DFNS.L vs. IEUR - Expense Ratio Comparison

DFNS.L has a 0.55% expense ratio, which is higher than IEUR's 0.09% expense ratio.


Dividends

DFNS.L vs. IEUR - Dividend Comparison

DFNS.L has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
DFNS.L
VanEck Defense UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEUR
iShares Core MSCI Europe ETF
2.76%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%

Frequently Asked Questions


DFNS.L and IEUR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEUR is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEUR is cheaper with a 0.09% expense ratio, compared with 0.55% for DFNS.L.

DFNS.L is categorized as Aerospace & Defense, while IEUR is Europe Equities. DFNS.L tracks MarketVector™ Global Defense Industry Index, while IEUR tracks MSCI Europe Investable Market Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for DFNS.L and 0.09% for IEUR.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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