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

Performance

EUDF.DE vs. DFNC.DE - 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 iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUDF.DE achieves a 1.28% return, which is significantly lower than DFNC.DE's 2.92% return.


EUDF.DE

1D
-1.17%
1M
-3.08%
YTD
1.28%
6M
5.13%
1Y
-5.22%
3Y*
5Y*
10Y*

DFNC.DE

1D
-1.34%
1M
-4.02%
YTD
2.92%
6M
8.44%
1Y
-4.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDF.DE vs. DFNC.DE - Yearly Performance Comparison


Correlation

The correlation between EUDF.DE and DFNC.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (All Time)
Calculated using the full available price history since May 29, 2025

0.98

The correlation between EUDF.DE and DFNC.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

EUDF.DE vs. DFNC.DE — 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: 77
Overall Rank
EUDF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 66
Martin Ratio Rank

DFNC.DE
DFNC.DE Risk / Return Rank: 77
Overall Rank
DFNC.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DFNC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DFNC.DE Omega Ratio Rank: 88
Omega Ratio Rank
DFNC.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DFNC.DE Martin Ratio Rank: 77
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. DFNC.DE - 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 iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE). 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.DEDFNC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

0.99

1.00

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.21

-0.06

Martin ratioReturn relative to average drawdown

-0.61

-0.45

-0.15

EUDF.DE vs. DFNC.DE - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is -0.18, which is comparable to the DFNC.DE Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of EUDF.DE and DFNC.DE, 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


EUDF.DEDFNC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.14

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

-0.08

+0.60

Drawdowns

EUDF.DE vs. DFNC.DE - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -19.51%, roughly equal to the maximum DFNC.DE drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and DFNC.DE.


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Drawdown Indicators


EUDF.DEDFNC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-20.23%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-19.51%

-20.23%

+0.72%

Current Drawdown

Current decline from peak

-15.08%

-15.08%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.52%

-7.69%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

9.25%

-0.64%

Volatility

EUDF.DE vs. DFNC.DE - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and iShares Europe Defence UCITS ETF EUR Acc (DFNC.DE) have volatilities of 10.29% and 10.38%, 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


EUDF.DEDFNC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

10.38%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

22.51%

23.32%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

30.32%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.93%

30.16%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.93%

30.16%

+0.77%

EUDF.DE vs. DFNC.DE - Expense Ratio Comparison

EUDF.DE has a 0.40% expense ratio, which is higher than DFNC.DE's 0.35% expense ratio.


Dividends

EUDF.DE vs. DFNC.DE - Dividend Comparison

Neither EUDF.DE nor DFNC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, EUDF.DE and DFNC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DFNC.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFNC.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for EUDF.DE.

EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while DFNC.DE tracks STOXX Europe Targeted Defence Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for EUDF.DE and 0.35% for DFNC.DE.

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