DJSC.L vs. WDEP.L
DJSC.L (iShares EURO STOXX Small UCITS) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - DJSC.L tracks the MSCI EMU SMID NR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, DJSC.L returned 21.98% vs -0.69% for WDEP.L. At a 0.34 correlation, their price movements are largely independent. DJSC.L charges 0.40%/yr vs 0.45%/yr for WDEP.L.
Performance
DJSC.L vs. WDEP.L - Performance Comparison
Loading charts...
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*
- —
DJSC.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJSC.L iShares EURO STOXX Small UCITS | 8.34% | 19.36% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
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 |
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
DJSC.L vs. WDEP.L — Risk / Return Rank
DJSC.L
WDEP.L
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.L | WDEP.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DJSC.L | WDEP.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| DJSC.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.50% | -14.70% | +13.20% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -6.15% | -2.17% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| DJSC.L | WDEP.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for DJSC.L and WDEP.L
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