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DJSC.L vs. WDEP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJSC.L vs. WDEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO STOXX Small UCITS (DJSC.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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, DJSC.L achieves a 8.34% return, which is significantly higher than WDEP.L's 1.13% return.


DJSC.L

1D
-0.04%
1M
3.49%
YTD
8.34%
6M
11.01%
1Y
21.98%
3Y*
11.46%
5Y*
5.78%
10Y*
10.14%

WDEP.L

1D
1.35%
1M
-3.38%
YTD
1.13%
6M
4.34%
1Y
-0.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.L vs. WDEP.L - Yearly Performance Comparison


Correlation

The correlation between DJSC.L and WDEP.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

0.35

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Return for Risk

DJSC.L vs. WDEP.L — Risk / Return Rank

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

DJSC.L
DJSC.L Risk / Return Rank: 4444
Overall Rank
DJSC.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DJSC.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
DJSC.L Omega Ratio Rank: 4848
Omega Ratio Rank
DJSC.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
DJSC.L Martin Ratio Rank: 4343
Martin Ratio Rank

WDEP.L
WDEP.L Risk / Return Rank: 99
Overall Rank
WDEP.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WDEP.L Sortino Ratio Rank: 99
Sortino Ratio Rank
WDEP.L Omega Ratio Rank: 99
Omega Ratio Rank
WDEP.L Calmar Ratio Rank: 99
Calmar Ratio Rank
WDEP.L Martin Ratio Rank: 99
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.

DJSC.L vs. WDEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS (DJSC.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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.


DJSC.LWDEP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.30

1.02

+0.28

Calmar ratioReturn relative to maximum drawdown

1.85

-0.04

+1.88

Martin ratioReturn relative to average drawdown

6.90

-0.08

+6.98

DJSC.L vs. WDEP.L - Sharpe Ratio Comparison

The current DJSC.L Sharpe Ratio is 1.62, which is higher than the WDEP.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DJSC.L and WDEP.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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Sharpe Ratios by Period


DJSC.LWDEP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

-0.02

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.59

-0.12

Drawdowns

DJSC.L vs. WDEP.L - Drawdown Comparison

The maximum DJSC.L drawdown since its inception was -49.81%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for DJSC.L and WDEP.L.


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Drawdown Indicators


DJSC.LWDEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.81%

-19.56%

-30.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-19.56%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

Current Drawdown

Current decline from peak

-1.50%

-14.70%

+13.20%

Average Drawdown

Average peak-to-trough decline

-8.32%

-6.15%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

8.32%

-5.13%

Volatility

DJSC.L vs. WDEP.L - Volatility Comparison

The current volatility for iShares EURO STOXX Small UCITS (DJSC.L) is 4.08%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that DJSC.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJSC.LWDEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

10.28%

-6.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

22.06%

-10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

28.59%

-14.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

30.09%

-13.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

30.09%

-13.81%

DJSC.L vs. WDEP.L - Expense Ratio Comparison

DJSC.L has a 0.40% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.


Dividends

DJSC.L vs. WDEP.L - Dividend Comparison

DJSC.L's dividend yield for the trailing twelve months is around 2.78%, while WDEP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DJSC.L
iShares EURO STOXX Small UCITS
2.78%3.43%3.20%2.56%2.52%1.76%1.33%2.36%2.77%2.04%2.44%2.89%
WDEP.L
WisdomTree Europe Defence UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DJSC.L and WDEP.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJSC.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJSC.L is cheaper with a 0.40% expense ratio, compared with 0.45% for WDEP.L.

DJSC.L tracks MSCI EMU SMID NR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for DJSC.L and 0.45% for WDEP.L.

Portfolio Optimizer

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