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DRNZ vs. WAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRNZ vs. WAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Drone ETF (DRNZ) and U.S. Global Technology and Aerospace & Defense ETF (WAR). The values are adjusted to include any dividend payments, if applicable.

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DRNZ vs. WAR - Yearly Performance Comparison


2026 (YTD)2025
DRNZ
REX Drone ETF
12.44%-10.89%
WAR
U.S. Global Technology and Aerospace & Defense ETF
5.54%0.76%

Returns By Period

In the year-to-date period, DRNZ achieves a 12.44% return, which is significantly higher than WAR's 5.54% return.


DRNZ

1D
2.32%
1M
-8.96%
YTD
12.44%
6M
1Y
3Y*
5Y*
10Y*

WAR

1D
1.92%
1M
-3.34%
YTD
5.54%
6M
3.65%
1Y
39.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRNZ vs. WAR - Expense Ratio Comparison

DRNZ has a 0.65% expense ratio, which is higher than WAR's 0.60% expense ratio.


Return for Risk

DRNZ vs. WAR — Risk / Return Rank

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

DRNZ

WAR
WAR Risk / Return Rank: 7676
Overall Rank
WAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
WAR Omega Ratio Rank: 6969
Omega Ratio Rank
WAR Calmar Ratio Rank: 8484
Calmar Ratio Rank
WAR Martin Ratio Rank: 7878
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.

DRNZ vs. WAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Drone ETF (DRNZ) and U.S. Global Technology and Aerospace & Defense ETF (WAR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DRNZ vs. WAR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRNZWARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

1.12

-1.11

Correlation

The correlation between DRNZ and WAR is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DRNZ vs. WAR - Dividend Comparison

DRNZ has not paid dividends to shareholders, while WAR's dividend yield for the trailing twelve months is around 12.12%.


Drawdowns

DRNZ vs. WAR - Drawdown Comparison

The maximum DRNZ drawdown since its inception was -24.52%, which is greater than WAR's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for DRNZ and WAR.


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Drawdown Indicators


DRNZWARDifference

Max Drawdown

Largest peak-to-trough decline

-24.52%

-19.13%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

Current Drawdown

Current decline from peak

-15.49%

-6.88%

-8.61%

Average Drawdown

Average peak-to-trough decline

-10.94%

-4.08%

-6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

Volatility

DRNZ vs. WAR - Volatility Comparison


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Volatility by Period


DRNZWARDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.46%

Volatility (6M)

Calculated over the trailing 6-month period

20.78%

Volatility (1Y)

Calculated over the trailing 1-year period

51.22%

27.33%

+23.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.22%

26.52%

+24.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.22%

26.52%

+24.70%