IE00BFPM9N11.EUFUND vs. DFEN.DE
IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and DFEN.DE (VanEck Defense UCITS ETF A) are both funds - IE00BFPM9N11.EUFUND is a Global Equities fund managed by Vanguard, while DFEN.DE is a Aerospace & Defense fund tracking the MarketVector Global Defense Industry Index. Over the past year, IE00BFPM9N11.EUFUND returned 23.74% vs 12.18% for DFEN.DE. At a 0.38 correlation, their price movements are largely independent. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.55%/yr for DFEN.DE.
Performance
IE00BFPM9N11.EUFUND vs. DFEN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly higher than DFEN.DE's 4.02% return.
IE00BFPM9N11.EUFUND
- 1D
- -0.37%
- 1M
- 4.66%
- YTD
- 11.37%
- 6M
- 11.06%
- 1Y
- 23.74%
- 3Y*
- 17.53%
- 5Y*
- 12.74%
- 10Y*
- 12.73%
DFEN.DE
- 1D
- 0.30%
- 1M
- -2.84%
- YTD
- 4.02%
- 6M
- 8.12%
- 1Y
- 12.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IE00BFPM9N11.EUFUND vs. DFEN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 11.37% | 6.73% | 26.59% | 6.80% |
DFEN.DE VanEck Defense UCITS ETF A | 4.02% | 50.76% | 51.97% | 8.67% |
Correlation
The correlation between IE00BFPM9N11.EUFUND and DFEN.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2023 | 0.38 |
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Return for Risk
IE00BFPM9N11.EUFUND vs. DFEN.DE — Risk / Return Rank
IE00BFPM9N11.EUFUND
DFEN.DE
IE00BFPM9N11.EUFUND vs. DFEN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and VanEck Defense UCITS ETF A (DFEN.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.
| IE00BFPM9N11.EUFUND | DFEN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.11 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 0.75 | +2.76 |
| Martin ratioReturn relative to average drawdown | 14.67 | 1.81 | +12.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IE00BFPM9N11.EUFUND | DFEN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 0.56 | +1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 1.75 | -0.94 |
Drawdowns
IE00BFPM9N11.EUFUND vs. DFEN.DE - Drawdown Comparison
The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, which is greater than DFEN.DE's maximum drawdown of -18.60%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and DFEN.DE.
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Drawdown Indicators
| IE00BFPM9N11.EUFUND | DFEN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -18.60% | -15.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -18.60% | +12.01% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -15.21% | +14.84% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -3.27% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 7.72% | -6.15% |
Volatility
IE00BFPM9N11.EUFUND vs. DFEN.DE - Volatility Comparison
The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while VanEck Defense UCITS ETF A (DFEN.DE) has a volatility of 7.38%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IE00BFPM9N11.EUFUND | DFEN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 7.38% | -5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 19.16% | -11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 24.79% | -14.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 21.47% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 21.47% | -6.35% |
IE00BFPM9N11.EUFUND vs. DFEN.DE - Expense Ratio Comparison
IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is lower than DFEN.DE's 0.55% expense ratio.
Dividends
IE00BFPM9N11.EUFUND vs. DFEN.DE - Dividend Comparison
Neither IE00BFPM9N11.EUFUND nor DFEN.DE has paid dividends to shareholders.
Frequently Asked Questions
IE00BFPM9N11.EUFUND and DFEN.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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