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

Performance

EUDF.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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EUDF.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)2025
EUDF.DE
WisdomTree Europe Defence UCITS ETF - EUR Acc
8.01%18.55%
VOO
Vanguard S&P 500 ETF
-2.90%15.33%
Different Trading Currencies

EUDF.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO 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 VOO's -5.00% return.


EUDF.DE

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

VOO

1D
0.00%
1M
-4.97%
YTD
-5.00%
6M
-2.54%
1Y
7.71%
3Y*
14.92%
5Y*
11.68%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDF.DE vs. VOO - Expense Ratio Comparison

EUDF.DE has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

EUDF.DE vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.DEVOODifference

Sharpe ratio

Return per unit of total volatility

0.82

0.38

+0.44

Sortino ratio

Return per unit of downside risk

1.25

0.66

+0.59

Omega ratio

Gain probability vs. loss probability

1.15

1.10

+0.05

Calmar ratio

Return relative to maximum drawdown

1.17

0.60

+0.58

Martin ratio

Return relative to average drawdown

3.02

2.52

+0.49

EUDF.DE vs. VOO - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is 0.82, which is higher than the VOO Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of EUDF.DE and VOO, 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.DEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.38

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.83

+0.04

Correlation

The correlation between EUDF.DE and VOO is 0.13, 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. VOO - Dividend Comparison

EUDF.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

EUDF.DE vs. VOO - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -18.51%, smaller than the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and VOO.


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Drawdown Indicators


EUDF.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-18.51%

-33.99%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-11.98%

-6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-9.44%

-6.29%

-3.15%

Average Drawdown

Average peak-to-trough decline

-5.78%

-3.72%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

2.52%

+4.68%

Volatility

EUDF.DE vs. VOO - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a higher volatility of 10.40% compared to Vanguard S&P 500 ETF (VOO) at 3.65%. This indicates that EUDF.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDF.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

3.65%

+6.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

9.63%

+10.48%

Volatility (1Y)

Calculated over the trailing 1-year period

29.96%

20.40%

+9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

16.69%

+13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.08%

18.56%

+11.52%