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IDFN.L vs. JEDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDFN.L vs. JEDI.DE - 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 Space Innovators UCITS ETF (JEDI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDFN.L is traded in USD, while JEDI.DE is traded in EUR. To make them comparable, the JEDI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDFN.L achieves a 19.77% return, which is significantly lower than JEDI.DE's 33.62% return.


IDFN.L

1D
0.00%
1M
-11.59%
YTD
19.77%
6M
17.61%
1Y
49.94%
3Y*
5Y*
10Y*

JEDI.DE

1D
0.00%
1M
-34.19%
YTD
33.62%
6M
29.66%
1Y
97.92%
3Y*
55.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDFN.L vs. JEDI.DE - Yearly Performance Comparison


2026 (YTD)20252024
IDFN.L
Invesco Defence Innovation UCITS ETF Acc
19.77%55.93%6.12%
JEDI.DE
VanEck Space Innovators UCITS ETF
33.62%94.34%22.44%

Correlation

The correlation between IDFN.L and JEDI.DE is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2024

0.80

The correlation between IDFN.L and JEDI.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

IDFN.L vs. JEDI.DE — 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: 6262
Overall Rank
IDFN.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IDFN.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IDFN.L Omega Ratio Rank: 5353
Omega Ratio Rank
IDFN.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
IDFN.L Martin Ratio Rank: 5959
Martin Ratio Rank

JEDI.DE
JEDI.DE Risk / Return Rank: 7272
Overall Rank
JEDI.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 6565
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 6767
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. JEDI.DE - 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 Space Innovators UCITS ETF (JEDI.DE). 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.


IDFN.LJEDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

3.22

2.86

+0.36

Martin ratioReturn relative to average drawdown

9.31

9.84

-0.53

IDFN.L vs. JEDI.DE - Sharpe Ratio Comparison

The current IDFN.L Sharpe Ratio is 1.85, which is comparable to the JEDI.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of IDFN.L and JEDI.DE, 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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Drawdowns

IDFN.L vs. JEDI.DE - Drawdown Comparison

The maximum IDFN.L drawdown since its inception was -15.43%, smaller than the maximum JEDI.DE drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for IDFN.L and JEDI.DE.


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Drawdown Indicators


IDFN.LJEDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.43%

-34.38%

+18.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.43%

-34.38%

+18.95%

Max Drawdown (3Y)

Largest decline over 3 years

-34.38%

Current Drawdown

Current decline from peak

-15.43%

-34.38%

+18.95%

Average Drawdown

Average peak-to-trough decline

-3.27%

-7.58%

+4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

9.99%

-4.64%

Volatility

IDFN.L vs. JEDI.DE - Volatility Comparison

The current volatility for Invesco Defence Innovation UCITS ETF Acc (IDFN.L) is 9.25%, while VanEck Space Innovators UCITS ETF (JEDI.DE) has a volatility of 15.87%. This indicates that IDFN.L experiences smaller price fluctuations and is considered to be less risky than JEDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDFN.LJEDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

15.87%

-6.62%

Volatility (6M)

Calculated over the trailing 6-month period

21.41%

36.70%

-15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.81%

46.27%

-19.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

33.88%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

33.88%

-6.83%

IDFN.L vs. JEDI.DE - Expense Ratio Comparison

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


Dividends

IDFN.L vs. JEDI.DE - Dividend Comparison

Neither IDFN.L nor JEDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IDFN.L and JEDI.DE have a correlation of 0.83, 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 JEDI.DE.

IDFN.L is categorized as Aerospace & Defense, while JEDI.DE is Industrials Equities. IDFN.L tracks S&P Kensho Global Future Defense Index, while JEDI.DE tracks MVIS Global Space Industry ESG. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.35% for IDFN.L and 0.55% for JEDI.DE.

Portfolio Optimizer

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