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IDFN.L vs. DFNS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDFN.L vs. DFNS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Defence Innovation UCITS ETF Acc (IDFN.L) and VanEck Defense UCITS ETF (DFNS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDFN.L achieves a 37.08% return, which is significantly higher than DFNS.L's 4.76% return.


IDFN.L

1D
0.90%
1M
14.54%
YTD
37.08%
6M
47.19%
1Y
81.92%
3Y*
5Y*
10Y*

DFNS.L

1D
-2.00%
1M
-3.37%
YTD
4.76%
6M
11.80%
1Y
19.28%
3Y*
43.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
IDFN.L
Invesco Defence Innovation UCITS ETF Acc
37.08%55.93%6.12%
DFNS.L
VanEck Defense UCITS ETF
4.76%68.21%-2.34%

Correlation

The correlation between IDFN.L and DFNS.L is 0.81, 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

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.78

The correlation between IDFN.L and DFNS.L has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

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Return for Risk

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

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

IDFN.L
IDFN.L Risk / Return Rank: 8686
Overall Rank
IDFN.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDFN.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IDFN.L Omega Ratio Rank: 7979
Omega Ratio Rank
IDFN.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDFN.L Martin Ratio Rank: 8383
Martin Ratio Rank

DFNS.L
DFNS.L Risk / Return Rank: 2222
Overall Rank
DFNS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DFNS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
DFNS.L Omega Ratio Rank: 2222
Omega Ratio Rank
DFNS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
DFNS.L Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Defence Innovation UCITS ETF Acc (IDFN.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.


IDFN.LDFNS.LDifference

Sharpe ratio

Return per unit of total volatility

3.15

0.77

+2.38

Sortino ratio

Return per unit of downside risk

4.02

1.25

+2.78

Omega ratio

Gain probability vs. loss probability

1.48

1.14

+0.34

Calmar ratio

Return relative to maximum drawdown

5.92

0.94

+4.98

Martin ratio

Return relative to average drawdown

17.35

2.38

+14.98

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

The current IDFN.L Sharpe Ratio is 3.15, which is higher than the DFNS.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IDFN.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.


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Sharpe Ratios by Period


IDFN.LDFNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.15

0.77

+2.38

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

2.05

+0.47

Drawdowns

IDFN.L vs. DFNS.L - Drawdown Comparison

The maximum IDFN.L drawdown since its inception was -13.71%, smaller than the maximum DFNS.L drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for IDFN.L and DFNS.L.


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Drawdown Indicators


IDFN.LDFNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-18.72%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-18.72%

+5.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

Current Drawdown

Current decline from peak

-3.22%

-14.32%

+11.10%

Average Drawdown

Average peak-to-trough decline

-2.99%

-3.37%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

7.44%

-2.87%

Volatility

IDFN.L vs. DFNS.L - Volatility Comparison

Invesco Defence Innovation UCITS ETF Acc (IDFN.L) has a higher volatility of 9.94% compared to VanEck Defense UCITS ETF (DFNS.L) at 7.90%. This indicates that IDFN.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.


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Volatility by Period


IDFN.LDFNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

7.90%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.97%

19.53%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

25.86%

24.82%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

21.55%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.87%

21.55%

+5.32%

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

IDFN.L has a 0.35% expense ratio, which is lower than DFNS.L's 0.55% expense ratio.


Dividends

IDFN.L vs. DFNS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IDFN.L and DFNS.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDFN.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDFN.L is cheaper with a 0.35% expense ratio, compared with 0.55% for DFNS.L.

IDFN.L tracks S&P Kensho Global Future Defense Index, while DFNS.L tracks MarketVector™ Global Defense Industry Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.35% for IDFN.L and 0.55% for DFNS.L.

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