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ISPY.L vs. DFNX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPY.L vs. DFNX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Cyber Security UCITS ETF (ISPY.L) and VanEck Defense UCITS ETF (DFNX.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, ISPY.L achieves a 47.11% return, which is significantly higher than DFNX.L's 19.54% return.


ISPY.L

1D
-2.96%
1M
11.14%
6M
50.18%
YTD
47.11%
1Y
44.59%
3Y*
28.79%
5Y*
13.16%
10Y*
17.12%

DFNX.L

1D
0.00%
1M
-7.32%
6M
1.12%
YTD
19.54%
1Y
38.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPY.L vs. DFNX.L - Yearly Performance Comparison


2026 (YTD)20252024
ISPY.L
L&G Cyber Security UCITS ETF
47.11%0.28%14.08%
DFNX.L
VanEck Defense UCITS ETF
19.54%45.07%8,360.21%

Correlation

The correlation between ISPY.L and DFNX.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.49

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Return for Risk

ISPY.L vs. DFNX.L — Risk / Return Rank

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

ISPY.L
ISPY.L Risk / Return Rank: 5353
Overall Rank
ISPY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 6060
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4141
Martin Ratio Rank

DFNX.L
DFNX.L Risk / Return Rank: 3232
Overall Rank
DFNX.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DFNX.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
DFNX.L Omega Ratio Rank: 5050
Omega Ratio Rank
DFNX.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
DFNX.L Martin Ratio Rank: 2424
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.

ISPY.L vs. DFNX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (ISPY.L) and VanEck Defense UCITS ETF (DFNX.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.


ISPY.LDFNX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.18

1.21

+0.97

Martin ratioReturn relative to average drawdown

5.43

2.48

+2.95

ISPY.L vs. DFNX.L - Sharpe Ratio Comparison

The current ISPY.L Sharpe Ratio is 1.59, which is higher than the DFNX.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ISPY.L and DFNX.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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Drawdowns

ISPY.L vs. DFNX.L - Drawdown Comparison

The maximum ISPY.L drawdown since its inception was -50.17%, which is greater than DFNX.L's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for ISPY.L and DFNX.L.


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Drawdown Indicators


ISPY.LDFNX.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-31.65%

-18.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-31.65%

+11.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.77%

Current Drawdown

Current decline from peak

-2.96%

-15.89%

+12.93%

Average Drawdown

Average peak-to-trough decline

-12.86%

-8.47%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

15.44%

-7.25%

Volatility

ISPY.L vs. DFNX.L - Volatility Comparison

L&G Cyber Security UCITS ETF (ISPY.L) has a higher volatility of 10.58% compared to VanEck Defense UCITS ETF (DFNX.L) at 7.59%. This indicates that ISPY.L's price experiences larger fluctuations and is considered to be riskier than DFNX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPY.LDFNX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

7.59%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

24.94%

20.08%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

50.06%

-22.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

5,900.75%

-5,873.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

5,900.75%

-5,876.28%

ISPY.L vs. DFNX.L - Expense Ratio Comparison

ISPY.L has a 0.69% expense ratio, which is higher than DFNX.L's 0.55% expense ratio.


Dividends

ISPY.L vs. DFNX.L - Dividend Comparison

Neither ISPY.L nor DFNX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISPY.L and DFNX.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFNX.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFNX.L is cheaper with a 0.55% expense ratio, compared with 0.69% for ISPY.L.

ISPY.L is categorized as Cybersecurity, while DFNX.L is Aerospace & Defense. ISPY.L tracks ISE Cyber Security UCITS Index, while DFNX.L tracks MarketVector Global Defense Industry Index. They also come from different issuers: L&G and VanEck. Their fees differ too: 0.69% for ISPY.L and 0.55% for DFNX.L.

Portfolio Optimizer

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