PortfoliosLab logoPortfoliosLab logo
DFNX.L vs. JEDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFNX.L vs. JEDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Defense UCITS ETF (DFNX.L) and VanEck Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DFNX.L is traded in GBp, while JEDI.DE is traded in EUR. To make them comparable, the JEDI.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 25.15% return, which is significantly lower than JEDI.DE's 42.44% return.


DFNX.L

1D
0.00%
1M
-3.33%
YTD
25.15%
6M
23.29%
1Y
57.61%
3Y*
5Y*
10Y*

JEDI.DE

1D
0.00%
1M
-22.99%
YTD
42.44%
6M
38.72%
1Y
116.57%
3Y*
56.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFNX.L vs. JEDI.DE - Yearly Performance Comparison


2026 (YTD)20252024
DFNX.L
VanEck Defense UCITS ETF
25.15%45.07%8,360.21%
JEDI.DE
VanEck Space Innovators UCITS ETF
42.44%81.10%26.52%

Correlation

The correlation between DFNX.L and JEDI.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.77

The correlation between DFNX.L and JEDI.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFNX.L vs. JEDI.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: 4242
Overall Rank
DFNX.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DFNX.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
DFNX.L Omega Ratio Rank: 6666
Omega Ratio Rank
DFNX.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFNX.L Martin Ratio Rank: 2929
Martin Ratio Rank

JEDI.DE
JEDI.DE Risk / Return Rank: 7373
Overall Rank
JEDI.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 7070
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. JEDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Defense UCITS ETF (DFNX.L) and VanEck Space Innovators UCITS ETF (JEDI.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.

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.LJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

1.82

3.89

-2.07

Martin ratioReturn relative to average drawdown

3.82

12.88

-9.06

DFNX.L vs. JEDI.DE - Sharpe Ratio Comparison

The current DFNX.L Sharpe Ratio is 1.16, which is lower than the JEDI.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of DFNX.L and JEDI.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.


Loading charts...

Drawdowns

DFNX.L vs. JEDI.DE - Drawdown Comparison

The maximum DFNX.L drawdown since its inception was -31.65%, roughly equal to the maximum JEDI.DE drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for DFNX.L and JEDI.DE.


Loading charts...

Drawdown Indicators


DFNX.LJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-30.17%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-31.65%

-30.17%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-30.17%

Current Drawdown

Current decline from peak

-11.94%

-30.17%

+18.23%

Average Drawdown

Average peak-to-trough decline

-8.29%

-7.83%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.07%

9.08%

+5.99%

Volatility

DFNX.L vs. JEDI.DE - Volatility Comparison

The current volatility for VanEck Defense UCITS ETF (DFNX.L) is 10.66%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 17.21%. This indicates that DFNX.L experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DFNX.LJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

17.21%

-6.55%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

35.34%

-15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

49.71%

45.14%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6,013.40%

32.52%

+5,980.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6,013.40%

32.52%

+5,980.88%

DFNX.L vs. JEDI.DE - Expense Ratio Comparison

Both DFNX.L and JEDI.DE have an expense ratio of 0.55%.


Dividends

DFNX.L vs. JEDI.DE - Dividend Comparison

Neither DFNX.L nor JEDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DFNX.L and JEDI.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DFNX.L and JEDI.DE have the same expense ratio: 0.55% per year.

DFNX.L is categorized as Aerospace & Defense, while JEDI.DE is Industrials Equities. DFNX.L tracks MarketVector Global Defense Industry Index, while JEDI.DE tracks MVIS Global Space Industry ESG.

Portfolio Optimizer

Find the right allocation for DFNX.L and JEDI.DE

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

Open Portfolio Optimizer