EUAD vs. WMT
EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index, while WMT (Walmart Inc.) is a stock. Over the past year, EUAD returned 2.75% vs 28.71% for WMT. At a 0.08 correlation, their price movements are largely independent.
Performance
EUAD vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, EUAD achieves a -2.37% return, which is significantly lower than WMT's 9.07% return.
EUAD
- 1D
- -0.77%
- 1M
- 4.47%
- YTD
- -2.37%
- 6M
- -0.54%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
EUAD vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.37% | 74.51% | -6.86% |
WMT Walmart Inc. | 9.07% | 24.49% | 12.05% |
Correlation
The correlation between EUAD and WMT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.08 |
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Return for Risk
EUAD vs. WMT — Risk / Return Rank
EUAD
WMT
EUAD vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and Walmart Inc. (WMT). 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.
| EUAD | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.83 | -1.71 |
| Martin ratioReturn relative to average drawdown | 0.30 | 5.82 | -5.53 |
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Drawdowns
EUAD vs. WMT - Drawdown Comparison
The maximum EUAD drawdown since its inception was -22.04%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for EUAD and WMT.
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Drawdown Indicators
| EUAD | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.04% | -77.14% | +55.10% |
Max Drawdown (1Y)Largest decline over 1 year | -22.04% | -15.75% | -6.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -14.81% | -9.81% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -14.63% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.34% | 4.94% | +4.40% |
Volatility
EUAD vs. WMT - Volatility Comparison
Select STOXX Europe Aerospace & Defense ETF (EUAD) and Walmart Inc. (WMT) have volatilities of 9.65% and 9.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUAD | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 9.86% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 24.40% | 18.49% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.15% | 23.67% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.90% | 21.68% | +8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 21.73% | +8.17% |
Dividends
EUAD vs. WMT - Dividend Comparison
EUAD's dividend yield for the trailing twelve months is around 0.41%, less than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
EUAD and WMT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to EUAD (9.65%). In terms of maximum drawdown, EUAD dropped -22.04% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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