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

Performance

IUES.L vs. DFNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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

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

Returns By Period

In the year-to-date period, IUES.L achieves a 28.42% return, which is significantly higher than DFNG.L's 0.98% return.


IUES.L

1D
-0.66%
1M
1.42%
YTD
28.42%
6M
28.69%
1Y
37.46%
3Y*
15.16%
5Y*
19.69%
10Y*
9.22%

DFNG.L

1D
0.00%
1M
0.05%
YTD
0.98%
6M
2.42%
1Y
12.83%
3Y*
40.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IUES.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.42%9.91%3.87%4.06%
DFNG.L
VanEck Defense ETF A USD Acc GBP
0.98%68.35%43.76%1.98%

Correlation

The correlation between IUES.L and DFNG.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2023

0.21

The correlation between IUES.L and DFNG.L shifts across timeframes, from 0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IUES.L
IUES.L Risk / Return Rank: 5454
Overall Rank
IUES.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUES.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
IUES.L Omega Ratio Rank: 5353
Omega Ratio Rank
IUES.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
IUES.L Martin Ratio Rank: 5252
Martin Ratio Rank

DFNG.L
DFNG.L Risk / Return Rank: 2020
Overall Rank
DFNG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DFNG.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
DFNG.L Omega Ratio Rank: 2020
Omega Ratio Rank
DFNG.L Calmar Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.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.

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.


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

+1.20

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratioReturn relative to maximum drawdown

2.57

0.65

+1.92

Martin ratioReturn relative to average drawdown

7.76

1.61

+6.14

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

The current IUES.L Sharpe Ratio is 1.71, which is higher than the DFNG.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IUES.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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Drawdowns

IUES.L vs. DFNG.L - Drawdown Comparison

The maximum IUES.L drawdown since its inception was -66.79%, which is greater than DFNG.L's maximum drawdown of -22.14%. Use the drawdown chart below to compare losses from any high point for IUES.L and DFNG.L.


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Drawdown Indicators


IUES.LDFNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.79%

-22.14%

-44.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-19.94%

+5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-19.94%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-27.98%

Max Drawdown (10Y)

Largest decline over 10 years

-66.79%

Current Drawdown

Current decline from peak

-8.88%

-17.31%

+8.43%

Average Drawdown

Average peak-to-trough decline

-14.19%

-5.10%

-9.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

7.98%

-3.16%

Volatility

IUES.L vs. DFNG.L - Volatility Comparison

The current volatility for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) is 6.75%, while VanEck Defense ETF A USD Acc GBP (DFNG.L) has a volatility of 8.63%. This indicates that IUES.L experiences smaller price fluctuations and is considered to be less risky 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


IUES.LDFNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

8.63%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

20.09%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

25.35%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.73%

24.31%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.49%

24.31%

+4.18%

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

IUES.L has a 0.15% expense ratio, which is lower than DFNG.L's 0.55% expense ratio.


Dividends

IUES.L vs. DFNG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUES.L and DFNG.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUES.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUES.L is cheaper with a 0.15% expense ratio, compared with 0.55% for DFNG.L.

IUES.L is categorized as Energy Equities, while DFNG.L is Aerospace & Defense. IUES.L tracks MSCI World/Energy NR USD, while DFNG.L tracks MarketVector Global Defense Industry index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.15% for IUES.L and 0.55% for DFNG.L.

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