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EUDF.DE vs. WDEF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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EUDF.DE vs. WDEF.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EUDF.DE achieves a 8.01% return, which is significantly higher than WDEF.L's 7.03% return.


EUDF.DE

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

WDEF.L

1D
2.46%
1M
-6.69%
YTD
7.03%
6M
-5.34%
1Y
24.01%
3Y*
11.83%
5Y*
8.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDF.DE vs. WDEF.L - Expense Ratio Comparison

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


Return for Risk

EUDF.DE vs. WDEF.L — 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

WDEF.L
WDEF.L Risk / Return Rank: 4242
Overall Rank
WDEF.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WDEF.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
WDEF.L Omega Ratio Rank: 5252
Omega Ratio Rank
WDEF.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
WDEF.L Martin Ratio Rank: 4545
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. WDEF.L - 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 WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L). 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.DEWDEF.LDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.31

+0.50

Sortino ratio

Return per unit of downside risk

1.25

1.07

+0.18

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.17

1.28

-0.11

Martin ratio

Return relative to average drawdown

3.02

4.05

-1.04

EUDF.DE vs. WDEF.L - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is 0.82, which is higher than the WDEF.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EUDF.DE and WDEF.L, 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.DEWDEF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.31

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.38

+0.50

Correlation

The correlation between EUDF.DE and WDEF.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EUDF.DE vs. WDEF.L - Dividend Comparison

Neither EUDF.DE nor WDEF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUDF.DE vs. WDEF.L - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -18.51%, smaller than the maximum WDEF.L drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and WDEF.L.


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Drawdown Indicators


EUDF.DEWDEF.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.51%

-35.48%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-25.81%

+7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

Current Drawdown

Current decline from peak

-9.44%

-9.72%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.78%

-8.24%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

8.17%

-0.97%

Volatility

EUDF.DE vs. WDEF.L - Volatility Comparison

The current volatility for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) is 10.40%, while WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a volatility of 47.29%. This indicates that EUDF.DE experiences smaller price fluctuations and is considered to be less risky than WDEF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDF.DEWDEF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

47.29%

-36.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

68.75%

-48.64%

Volatility (1Y)

Calculated over the trailing 1-year period

29.96%

75.09%

-45.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.08%

42.69%

-12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.08%

41.85%

-11.77%