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

Performance

IWDG.L vs. DFNG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.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

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

Returns By Period

In the year-to-date period, IWDG.L achieves a 8.77% return, which is significantly higher than DFNG.L's 1.28% return.


IWDG.L

1D
2.00%
1M
0.25%
YTD
8.77%
6M
10.04%
1Y
24.75%
3Y*
19.32%
5Y*
11.81%
10Y*

DFNG.L

1D
0.00%
1M
-0.58%
YTD
1.28%
6M
2.03%
1Y
12.40%
3Y*
37.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IWDG.L
iShares Core MSCI World UCITS ETF
8.77%18.71%21.37%16.02%
DFNG.L
VanEck Defense ETF A USD Acc GBP
1.28%56.54%46.20%-1.18%

Correlation

The correlation between IWDG.L and DFNG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.47

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

0.48

The correlation between IWDG.L and DFNG.L shifts across timeframes, from 0.37 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IWDG.L
IWDG.L Risk / Return Rank: 7373
Overall Rank
IWDG.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 7171
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 7878
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.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.


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

+1.45

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.37

1.12

+0.25

Calmar ratioReturn relative to maximum drawdown

3.14

0.74

+2.40

Martin ratioReturn relative to average drawdown

13.33

1.83

+11.50

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

The current IWDG.L Sharpe Ratio is 2.04, which is higher than the DFNG.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IWDG.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

IWDG.L vs. DFNG.L - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than DFNG.L's maximum drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for IWDG.L and DFNG.L.


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Drawdown Indicators


IWDG.LDFNG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-22.59%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-19.68%

+12.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-19.68%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

Current Drawdown

Current decline from peak

-1.49%

-17.26%

+15.77%

Average Drawdown

Average peak-to-trough decline

-4.61%

-4.98%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

7.94%

-6.14%

Volatility

IWDG.L vs. DFNG.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF (IWDG.L) is 3.70%, while VanEck Defense ETF A USD Acc GBP (DFNG.L) has a volatility of 8.19%. This indicates that IWDG.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


IWDG.LDFNG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

8.19%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

19.02%

-9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

24.56%

-12.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

23.38%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

23.38%

-7.44%

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

IWDG.L has a 0.30% expense ratio, which is lower than DFNG.L's 0.55% expense ratio.


Dividends

IWDG.L vs. DFNG.L - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.04%, while DFNG.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DFNG.L
VanEck Defense ETF A USD Acc GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWDG.L
iShares Core MSCI World UCITS ETF
1.04%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%

Frequently Asked Questions


IWDG.L and DFNG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDG.L is cheaper with a 0.30% expense ratio, compared with 0.55% for DFNG.L.

IWDG.L is categorized as Global Equities, while DFNG.L is Aerospace & Defense. IWDG.L tracks MSCI World Index, while DFNG.L tracks MarketVector Global Defense Industry index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.30% for IWDG.L and 0.55% for DFNG.L.

Portfolio Optimizer

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