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DFNX.L vs. 4MMR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNX.L vs. 4MMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Defense UCITS ETF (DFNX.L) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DFNX.L is traded in GBp, while 4MMR.DE is traded in EUR. To make them comparable, the 4MMR.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFNX.L achieves a 34.91% return, which is significantly higher than 4MMR.DE's -1.97% return.


DFNX.L

1D
-1.79%
1M
13.81%
YTD
34.91%
6M
42.66%
1Y
76.97%
3Y*
5Y*
10Y*

4MMR.DE

1D
-0.73%
1M
-5.22%
YTD
-1.97%
6M
3.04%
1Y
12.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNX.L vs. 4MMR.DE - Yearly Performance Comparison


2026 (YTD)20252024
DFNX.L
VanEck Defense UCITS ETF
34.91%45.07%9.49%
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
-1.97%67.01%2.95%

Correlation

The correlation between DFNX.L and 4MMR.DE is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2024

0.70

The correlation between DFNX.L and 4MMR.DE has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.

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Return for Risk

DFNX.L vs. 4MMR.DE — Risk / Return Rank

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

DFNX.L
DFNX.L Risk / Return Rank: 8787
Overall Rank
DFNX.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DFNX.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFNX.L Omega Ratio Rank: 8181
Omega Ratio Rank
DFNX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFNX.L Martin Ratio Rank: 8282
Martin Ratio Rank

4MMR.DE
4MMR.DE Risk / Return Rank: 1515
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1515
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1515
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.

DFNX.L vs. 4MMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNX.L) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.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.


DFNX.L4MMR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.58

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.48

1.11

+0.38

Calmar ratioReturn relative to maximum drawdown

6.33

0.64

+5.69

Martin ratioReturn relative to average drawdown

16.40

1.65

+14.75

DFNX.L vs. 4MMR.DE - Sharpe Ratio Comparison

The current DFNX.L Sharpe Ratio is 3.14, which is higher than the 4MMR.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of DFNX.L and 4MMR.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


DFNX.L4MMR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.56

+2.58

Sharpe Ratio (All Time)

Calculated using the full available price history

2.53

1.73

+0.80

Drawdowns

DFNX.L vs. 4MMR.DE - Drawdown Comparison

The maximum DFNX.L drawdown since its inception was -15.39%, smaller than the maximum 4MMR.DE drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for DFNX.L and 4MMR.DE.


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Drawdown Indicators


DFNX.L4MMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-19.15%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-19.15%

+7.05%

Current Drawdown

Current decline from peak

-5.07%

-18.28%

+13.21%

Average Drawdown

Average peak-to-trough decline

-3.51%

-4.03%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

7.40%

-2.72%

Volatility

DFNX.L vs. 4MMR.DE - Volatility Comparison

VanEck Defense UCITS ETF (DFNX.L) has a higher volatility of 9.16% compared to Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) at 6.35%. This indicates that DFNX.L's price experiences larger fluctuations and is considered to be riskier than 4MMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNX.L4MMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

6.35%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

16.65%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

24.44%

21.91%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

24.09%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

24.09%

+0.63%

Dividends

DFNX.L vs. 4MMR.DE - Dividend Comparison

Neither DFNX.L nor 4MMR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNX.L and 4MMR.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: VanEck and Global X.

Portfolio Optimizer

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