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EUDF.DE vs. DFEN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUDF.DE vs. DFEN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). The values are adjusted to include any dividend payments, if applicable.

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EUDF.DE vs. DFEN - Yearly Performance Comparison


Different Trading Currencies

EUDF.DE is traded in EUR, while DFEN is traded in USD. To make them comparable, the DFEN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDF.DE achieves a 8.01% return, which is significantly higher than DFEN's 0.40% return.


EUDF.DE

1D
2.78%
1M
-6.73%
YTD
8.01%
6M
-4.86%
1Y
24.58%
3Y*
5Y*
10Y*

DFEN

1D
10.22%
1M
-28.52%
YTD
0.40%
6M
2.71%
1Y
112.49%
3Y*
53.05%
5Y*
31.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDF.DE vs. DFEN - Expense Ratio Comparison

EUDF.DE has a 0.40% expense ratio, which is lower than DFEN's 0.99% expense ratio.


Return for Risk

EUDF.DE vs. DFEN — Risk / Return Rank

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

EUDF.DE
EUDF.DE Risk / Return Rank: 4343
Overall Rank
EUDF.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 3434
Martin Ratio Rank

DFEN
DFEN Risk / Return Rank: 8888
Overall Rank
DFEN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DFEN Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFEN Omega Ratio Rank: 8484
Omega Ratio Rank
DFEN Calmar Ratio Rank: 9191
Calmar Ratio Rank
DFEN Martin Ratio Rank: 8888
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.

EUDF.DE vs. DFEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN). 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.


EUDF.DEDFENDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.60

-0.79

Sortino ratio

Return per unit of downside risk

1.25

2.10

-0.85

Omega ratio

Gain probability vs. loss probability

1.15

1.30

-0.14

Calmar ratio

Return relative to maximum drawdown

1.17

2.77

-1.59

Martin ratio

Return relative to average drawdown

3.02

8.91

-5.90

EUDF.DE vs. DFEN - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is 0.82, which is lower than the DFEN Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EUDF.DE and DFEN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUDF.DEDFENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.60

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.20

+0.67

Correlation

The correlation between EUDF.DE and DFEN is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EUDF.DE vs. DFEN - Dividend Comparison

EUDF.DE has not paid dividends to shareholders, while DFEN's dividend yield for the trailing twelve months is around 9.03%.


TTM202520242023202220212020201920182017
EUDF.DE
WisdomTree Europe Defence UCITS ETF - EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
9.03%8.89%14.12%1.13%0.46%1.89%0.48%0.50%1.07%1.50%

Drawdowns

EUDF.DE vs. DFEN - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -18.51%, smaller than the maximum DFEN drawdown of -91.25%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and DFEN.


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Drawdown Indicators


EUDF.DEDFENDifference

Max Drawdown

Largest peak-to-trough decline

-18.51%

-91.36%

+72.85%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-41.75%

+23.24%

Max Drawdown (5Y)

Largest decline over 5 years

-56.23%

Current Drawdown

Current decline from peak

-9.44%

-35.23%

+25.79%

Average Drawdown

Average peak-to-trough decline

-5.78%

-45.54%

+39.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

12.18%

-4.98%

Volatility

EUDF.DE vs. DFEN - Volatility Comparison

The current volatility for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) is 10.40%, while Direxion Daily Aerospace & Defense Bull 3X Shares (DFEN) has a volatility of 22.78%. This indicates that EUDF.DE experiences smaller price fluctuations and is considered to be less risky than DFEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDF.DEDFENDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

22.78%

-12.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

48.07%

-27.96%

Volatility (1Y)

Calculated over the trailing 1-year period

29.96%

70.54%

-40.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

58.28%

-28.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.08%

70.87%

-40.79%