PortfoliosLab logoPortfoliosLab logo
GDXJ.L vs. DFNS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXJ.L vs. DFNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Junior Gold Miners UCITS ETF (GDXJ.L) and VanEck Defense UCITS ETF (DFNS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GDXJ.L achieves a -15.83% return, which is significantly lower than DFNS.L's -5.22% return.


GDXJ.L

1D
0.06%
1M
-15.26%
6M
-24.53%
YTD
-15.83%
1Y
45.92%
3Y*
38.40%
5Y*
17.93%
10Y*
8.54%

DFNS.L

1D
0.00%
1M
-5.79%
6M
-20.35%
YTD
-5.22%
1Y
2.66%
3Y*
35.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDXJ.L vs. DFNS.L - Yearly Performance Comparison


2026 (YTD)202520242023
GDXJ.L
VanEck Junior Gold Miners UCITS ETF
-15.83%175.70%13.26%-2.62%
DFNS.L
VanEck Defense UCITS ETF
-5.22%68.21%43.74%25.97%

Correlation

The correlation between GDXJ.L and DFNS.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2023

0.31

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GDXJ.L vs. DFNS.L — Risk / Return Rank

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

GDXJ.L
GDXJ.L Risk / Return Rank: 2828
Overall Rank
GDXJ.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GDXJ.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
GDXJ.L Omega Ratio Rank: 2828
Omega Ratio Rank
GDXJ.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
GDXJ.L Martin Ratio Rank: 2525
Martin Ratio Rank

DFNS.L
DFNS.L Risk / Return Rank: 1111
Overall Rank
DFNS.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 1111
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 1111
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.

GDXJ.L vs. DFNS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Junior Gold Miners UCITS ETF (GDXJ.L) and VanEck Defense UCITS ETF (DFNS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GDXJ.LDFNS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.16

1.04

+0.13

Calmar ratioReturn relative to maximum drawdown

1.13

0.11

+1.02

Martin ratioReturn relative to average drawdown

2.57

0.26

+2.31

GDXJ.L vs. DFNS.L - Sharpe Ratio Comparison

The current GDXJ.L Sharpe Ratio is 0.83, which is higher than the DFNS.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of GDXJ.L and DFNS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GDXJ.L vs. DFNS.L - Drawdown Comparison

The maximum GDXJ.L drawdown since its inception was -58.17%, which is greater than DFNS.L's maximum drawdown of -25.29%. Use the drawdown chart below to compare losses from any high point for GDXJ.L and DFNS.L.


Loading charts...

Drawdown Indicators


GDXJ.LDFNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.17%

-25.29%

-32.88%

Max Drawdown (1Y)

Largest decline over 1 year

-39.08%

-25.29%

-13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-39.08%

-25.29%

-13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-47.48%

Max Drawdown (10Y)

Largest decline over 10 years

-58.17%

Current Drawdown

Current decline from peak

-37.70%

-22.48%

-15.22%

Average Drawdown

Average peak-to-trough decline

-27.07%

-3.97%

-23.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.17%

10.18%

+6.99%

Volatility

GDXJ.L vs. DFNS.L - Volatility Comparison

VanEck Junior Gold Miners UCITS ETF (GDXJ.L) has a higher volatility of 16.88% compared to VanEck Defense UCITS ETF (DFNS.L) at 8.92%. This indicates that GDXJ.L's price experiences larger fluctuations and is considered to be riskier than DFNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GDXJ.LDFNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.88%

8.92%

+7.96%

Volatility (6M)

Calculated over the trailing 6-month period

43.73%

19.77%

+23.96%

Volatility (1Y)

Calculated over the trailing 1-year period

53.13%

25.92%

+27.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.00%

21.86%

+19.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.67%

21.86%

+18.81%

GDXJ.L vs. DFNS.L - Expense Ratio Comparison

Both GDXJ.L and DFNS.L have an expense ratio of 0.55%.


Dividends

GDXJ.L vs. DFNS.L - Dividend Comparison

Neither GDXJ.L nor DFNS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GDXJ.L and DFNS.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GDXJ.L and DFNS.L have the same expense ratio: 0.55% per year.

GDXJ.L is categorized as Commodity Producers Equities, while DFNS.L is Aerospace & Defense. GDXJ.L tracks VanEck Junior Gold Miners UCITS ETF, while DFNS.L tracks MarketVector™ Global Defense Industry Index.

Portfolio Optimizer

Find the right allocation for GDXJ.L and DFNS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer