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HTWG.L vs. DFNG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTWG.L vs. DFNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Hydrogen Economy UCITS ETF (HTWG.L) and VanEck Defense ETF A USD Acc GBP (DFNG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HTWG.L is traded in GBp, while DFNG.L is traded in GBP. To make them comparable, the DFNG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, HTWG.L achieves a 57.21% return, which is significantly higher than DFNG.L's 3.11% return.


HTWG.L

1D
-1.54%
1M
8.95%
YTD
57.21%
6M
52.03%
1Y
116.48%
3Y*
21.12%
5Y*
2.77%
10Y*

DFNG.L

1D
-1.51%
1M
-3.80%
YTD
3.11%
6M
7.91%
1Y
16.52%
3Y*
39.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTWG.L vs. DFNG.L - Yearly Performance Comparison


2026 (YTD)202520242023
HTWG.L
L&G Hydrogen Economy UCITS ETF
57.21%30.68%-6.72%-6.87%
DFNG.L
VanEck Defense ETF A USD Acc GBP
3.11%56.54%46.20%22.89%

Correlation

The correlation between HTWG.L and DFNG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.35

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Return for Risk

HTWG.L vs. DFNG.L — Risk / Return Rank

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

HTWG.L
HTWG.L Risk / Return Rank: 9393
Overall Rank
HTWG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HTWG.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
HTWG.L Omega Ratio Rank: 9191
Omega Ratio Rank
HTWG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
HTWG.L Martin Ratio Rank: 9090
Martin Ratio Rank

DFNG.L
DFNG.L Risk / Return Rank: 2020
Overall Rank
DFNG.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFNG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFNG.L Omega Ratio Rank: 2020
Omega Ratio Rank
DFNG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFNG.L Martin Ratio Rank: 1919
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.

HTWG.L vs. DFNG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Hydrogen Economy UCITS ETF (HTWG.L) and VanEck Defense ETF A USD Acc GBP (DFNG.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.


HTWG.LDFNG.LDifference
Sharpe ratioReturn per unit of total volatility

+3.37

Sortino ratioReturn per unit of downside risk

+3.58

Omega ratioGain probability vs. loss probability

1.60

1.13

+0.47

Calmar ratioReturn relative to maximum drawdown

7.66

0.90

+6.76

Martin ratioReturn relative to average drawdown

20.53

2.23

+18.30

HTWG.L vs. DFNG.L - Sharpe Ratio Comparison

The current HTWG.L Sharpe Ratio is 4.05, which is higher than the DFNG.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of HTWG.L and DFNG.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.


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Sharpe Ratios by Period


HTWG.LDFNG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.05

0.68

+3.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

1.97

-2.04

Drawdowns

HTWG.L vs. DFNG.L - Drawdown Comparison

The maximum HTWG.L drawdown since its inception was -63.70%, which is greater than DFNG.L's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for HTWG.L and DFNG.L.


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Drawdown Indicators


HTWG.LDFNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.70%

-18.38%

-45.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-18.38%

+3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-32.33%

-18.38%

-13.95%

Max Drawdown (5Y)

Largest decline over 5 years

-56.98%

Current Drawdown

Current decline from peak

-9.89%

-15.77%

+5.88%

Average Drawdown

Average peak-to-trough decline

-42.92%

-3.11%

-39.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

7.40%

-1.75%

Volatility

HTWG.L vs. DFNG.L - Volatility Comparison

L&G Hydrogen Economy UCITS ETF (HTWG.L) has a higher volatility of 10.99% compared to VanEck Defense ETF A USD Acc GBP (DFNG.L) at 7.86%. This indicates that HTWG.L's price experiences larger fluctuations and is considered to be riskier than DFNG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTWG.LDFNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.99%

7.86%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

18.80%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.63%

24.20%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.12%

20.40%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.48%

20.40%

+6.08%

HTWG.L vs. DFNG.L - Expense Ratio Comparison

HTWG.L has a 0.49% expense ratio, which is lower than DFNG.L's 0.55% expense ratio.


Dividends

HTWG.L vs. DFNG.L - Dividend Comparison

Neither HTWG.L nor DFNG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HTWG.L and DFNG.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HTWG.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HTWG.L is cheaper with a 0.49% expense ratio, compared with 0.55% for DFNG.L.

HTWG.L is categorized as Alternative Energy Equities, while DFNG.L is Aerospace & Defense. HTWG.L tracks Solactive Hydrogen Economy Index NTR, while DFNG.L tracks MarketVector Global Defense Industry index. They also come from different issuers: L&G and VanEck. Their fees differ too: 0.49% for HTWG.L and 0.55% for DFNG.L.

Portfolio Optimizer

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