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EUDF.DE vs. ED3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDF.DE vs. ED3F.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 Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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 higher than ED3F.DE's 0.44% return.


EUDF.DE

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

ED3F.DE

1D
-1.78%
1M
-6.98%
YTD
0.44%
6M
6.18%
1Y
-1.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDF.DE vs. ED3F.DE - Yearly Performance Comparison


Correlation

The correlation between EUDF.DE and ED3F.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.93

The correlation between EUDF.DE and ED3F.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

EUDF.DE vs. ED3F.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

ED3F.DE
ED3F.DE Risk / Return Rank: 88
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
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. ED3F.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 Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.DEED3F.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

0.99

1.01

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.08

-0.19

Martin ratioReturn relative to average drawdown

-0.61

-0.18

-0.42

EUDF.DE vs. ED3F.DE - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is -0.18, which is lower than the ED3F.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of EUDF.DE and ED3F.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.DEED3F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.06

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.17

+0.35

Drawdowns

EUDF.DE vs. ED3F.DE - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -19.51%, smaller than the maximum ED3F.DE drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and ED3F.DE.


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Drawdown Indicators


EUDF.DEED3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-23.91%

+4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-19.51%

-23.91%

+4.40%

Current Drawdown

Current decline from peak

-15.08%

-20.47%

+5.39%

Average Drawdown

Average peak-to-trough decline

-6.52%

-8.33%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

10.36%

-1.75%

Volatility

EUDF.DE vs. ED3F.DE - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) have volatilities of 10.29% and 10.61%, 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.DEED3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

10.61%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

22.51%

22.81%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

30.68%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.93%

30.47%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.93%

30.47%

+0.46%

EUDF.DE vs. ED3F.DE - Expense Ratio Comparison

Both EUDF.DE and ED3F.DE have an expense ratio of 0.40%.


Dividends

EUDF.DE vs. ED3F.DE - Dividend Comparison

Neither EUDF.DE nor ED3F.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, EUDF.DE and ED3F.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.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EUDF.DE and ED3F.DE have the same expense ratio: 0.40% per year.

EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. They also come from different issuers: WisdomTree and Global X.

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