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

Performance

DFNS.L vs. SMH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Defense UCITS ETF (DFNS.L) and VanEck Semiconductor UCITS ETF (SMH.L). 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 -4.20% return, which is significantly lower than SMH.L's 88.92% return.


DFNS.L

1D
0.00%
1M
-7.03%
YTD
-4.20%
6M
-5.27%
1Y
6.69%
3Y*
38.07%
5Y*
10Y*

SMH.L

1D
-5.66%
1M
11.42%
YTD
88.92%
6M
90.14%
1Y
166.06%
3Y*
62.19%
5Y*
37.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNS.L vs. SMH.L - Yearly Performance Comparison


2026 (YTD)202520242023
DFNS.L
VanEck Defense UCITS ETF
-4.20%68.21%43.74%25.97%
SMH.L
VanEck Semiconductor UCITS ETF
88.92%49.20%24.11%35.21%

Correlation

The correlation between DFNS.L and SMH.L 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

0.39

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

0.40

The correlation between DFNS.L and SMH.L shifts across timeframes, from 0.28 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DFNS.L vs. SMH.L — 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: 1212
Overall Rank
DFNS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 1212
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 1212
Martin Ratio Rank

SMH.L
SMH.L Risk / Return Rank: 9797
Overall Rank
SMH.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SMH.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMH.L Omega Ratio Rank: 9494
Omega Ratio Rank
SMH.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
SMH.L Martin Ratio Rank: 9797
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. SMH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNS.L) and VanEck Semiconductor UCITS ETF (SMH.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.

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.LSMH.LDifference
Sharpe ratioReturn per unit of total volatility

-4.53

Sortino ratioReturn per unit of downside risk

-4.36

Omega ratioGain probability vs. loss probability

1.06

1.63

-0.57

Calmar ratioReturn relative to maximum drawdown

0.31

11.87

-11.56

Martin ratioReturn relative to average drawdown

0.78

41.71

-40.93

DFNS.L vs. SMH.L - Sharpe Ratio Comparison

The current DFNS.L Sharpe Ratio is 0.26, which is lower than the SMH.L Sharpe Ratio of 4.80. The chart below compares the historical Sharpe Ratios of DFNS.L and SMH.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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Drawdowns

DFNS.L vs. SMH.L - Drawdown Comparison

The maximum DFNS.L drawdown since its inception was -21.65%, smaller than the maximum SMH.L drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for DFNS.L and SMH.L.


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Drawdown Indicators


DFNS.LSMH.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.65%

-45.38%

+23.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.65%

-13.91%

-7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.65%

-36.25%

+14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

Current Drawdown

Current decline from peak

-21.65%

-5.66%

-15.99%

Average Drawdown

Average peak-to-trough decline

-3.62%

-11.17%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

3.96%

+4.65%

Volatility

DFNS.L vs. SMH.L - Volatility Comparison

The current volatility for VanEck Defense UCITS ETF (DFNS.L) is 8.80%, while VanEck Semiconductor UCITS ETF (SMH.L) has a volatility of 14.35%. This indicates that DFNS.L experiences smaller price fluctuations and is considered to be less risky than SMH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNS.LSMH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

14.35%

-5.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.00%

27.88%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

34.41%

-8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

32.99%

-11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

32.55%

-10.87%

DFNS.L vs. SMH.L - Expense Ratio Comparison

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


Dividends

DFNS.L vs. SMH.L - Dividend Comparison

Neither DFNS.L nor SMH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNS.L and SMH.L 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, SMH.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMH.L is cheaper with a 0.35% expense ratio, compared with 0.55% for DFNS.L.

DFNS.L is categorized as Aerospace & Defense, while SMH.L is Semiconductors. DFNS.L tracks MarketVector™ Global Defense Industry Index, while SMH.L tracks MarketVector US Listed Semiconductor 10% Capped Screened Index. Their fees differ too: 0.55% for DFNS.L and 0.35% for SMH.L.

Portfolio Optimizer

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