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DFNX.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNX.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Defense UCITS ETF (DFNX.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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, DFNX.L achieves a 16.35% return, which is significantly higher than IITU.L's 14.24% return.


DFNX.L

1D
0.00%
1M
-9.55%
6M
-5.03%
YTD
16.35%
1Y
31.95%
3Y*
5Y*
10Y*

IITU.L

1D
-1.24%
1M
-4.49%
6M
14.87%
YTD
14.24%
1Y
27.07%
3Y*
27.01%
5Y*
21.02%
10Y*
24.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNX.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)20252024
DFNX.L
VanEck Defense UCITS ETF
16.35%45.07%8,360.21%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
14.24%14.44%7.13%

Correlation

The correlation between DFNX.L and IITU.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.51

The correlation between DFNX.L and IITU.L has been stable across timeframes, ranging from 0.47 to 0.51 - a consistent structural relationship.

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Return for Risk

DFNX.L vs. IITU.L — 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: 3030
Overall Rank
DFNX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DFNX.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
DFNX.L Omega Ratio Rank: 4646
Omega Ratio Rank
DFNX.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
DFNX.L Martin Ratio Rank: 2323
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 3939
Overall Rank
IITU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4141
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3333
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. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNX.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.


DFNX.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.01

1.61

-0.60

Martin ratioReturn relative to average drawdown

2.06

3.87

-1.81

DFNX.L vs. IITU.L - Sharpe Ratio Comparison

The current DFNX.L Sharpe Ratio is 0.64, which is lower than the IITU.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DFNX.L and IITU.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

DFNX.L vs. IITU.L - Drawdown Comparison

The maximum DFNX.L drawdown since its inception was -31.65%, smaller than the maximum IITU.L drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for DFNX.L and IITU.L.


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Drawdown Indicators


DFNX.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-41.09%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-31.65%

-16.76%

-14.89%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-18.13%

-9.99%

-8.14%

Average Drawdown

Average peak-to-trough decline

-8.52%

-8.10%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.53%

6.99%

+8.54%

Volatility

DFNX.L vs. IITU.L - Volatility Comparison

VanEck Defense UCITS ETF (DFNX.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) have volatilities of 7.56% and 7.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNX.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

7.21%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.10%

16.49%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

50.09%

21.44%

+28.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,887.11%

26.39%

+5,860.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,887.11%

23.71%

+5,863.40%

DFNX.L vs. IITU.L - Expense Ratio Comparison

DFNX.L has a 0.55% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

DFNX.L vs. IITU.L - Dividend Comparison

Neither DFNX.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNX.L and IITU.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.55% for DFNX.L.

DFNX.L is categorized as Aerospace & Defense, while IITU.L is Technology Equities. DFNX.L tracks MarketVector Global Defense Industry Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.55% for DFNX.L and 0.15% for IITU.L.

Portfolio Optimizer

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