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

Performance

DFNX.L vs. ISPY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Defense UCITS ETF (DFNX.L) and L&G Cyber Security UCITS ETF (ISPY.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 lower than ISPY.L's 43.67% return.


DFNX.L

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

ISPY.L

1D
-1.05%
1M
9.88%
6M
45.94%
YTD
43.67%
1Y
40.14%
3Y*
26.90%
5Y*
12.62%
10Y*
16.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
DFNX.L
VanEck Defense UCITS ETF
16.35%45.07%8,360.21%
ISPY.L
L&G Cyber Security UCITS ETF
43.67%0.28%14.08%

Correlation

The correlation between DFNX.L and ISPY.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.49

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Return for Risk

DFNX.L vs. ISPY.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

ISPY.L
ISPY.L Risk / Return Rank: 5151
Overall Rank
ISPY.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 5858
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4040
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. ISPY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNX.L) and L&G Cyber Security UCITS ETF (ISPY.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.LISPY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.01

1.97

-0.96

Martin ratioReturn relative to average drawdown

2.06

4.88

-2.82

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

The current DFNX.L Sharpe Ratio is 0.64, which is lower than the ISPY.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DFNX.L and ISPY.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. ISPY.L - Drawdown Comparison

The maximum DFNX.L drawdown since its inception was -31.65%, smaller than the maximum ISPY.L drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for DFNX.L and ISPY.L.


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Drawdown Indicators


DFNX.LISPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-50.17%

+18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-31.65%

-20.33%

-11.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.77%

Current Drawdown

Current decline from peak

-18.13%

-5.22%

-12.91%

Average Drawdown

Average peak-to-trough decline

-8.52%

-12.85%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.53%

8.20%

+7.33%

Volatility

DFNX.L vs. ISPY.L - Volatility Comparison

The current volatility for VanEck Defense UCITS ETF (DFNX.L) is 7.56%, while L&G Cyber Security UCITS ETF (ISPY.L) has a volatility of 10.69%. This indicates that DFNX.L experiences smaller price fluctuations and is considered to be less risky than ISPY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNX.LISPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

10.69%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

20.10%

24.97%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

50.09%

27.87%

+22.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,887.11%

27.58%

+5,859.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,887.11%

24.47%

+5,862.64%

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

DFNX.L has a 0.55% expense ratio, which is lower than ISPY.L's 0.69% expense ratio.


Dividends

DFNX.L vs. ISPY.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


DFNX.L and ISPY.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFNX.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFNX.L is cheaper with a 0.55% expense ratio, compared with 0.69% for ISPY.L.

DFNX.L is categorized as Aerospace & Defense, while ISPY.L is Cybersecurity. DFNX.L tracks MarketVector Global Defense Industry Index, while ISPY.L tracks ISE Cyber Security UCITS Index. They also come from different issuers: VanEck and L&G. Their fees differ too: 0.55% for DFNX.L and 0.69% for ISPY.L.

Portfolio Optimizer

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