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JEDI vs. IDEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEDI vs. IDEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) and iShares Defense Industrials Active ETF (IDEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEDI achieves a 52.32% return, which is significantly higher than IDEF's 4.74% return.


JEDI

1D
-8.76%
1M
33.56%
YTD
52.32%
6M
62.01%
1Y
3Y*
5Y*
10Y*

IDEF

1D
-2.54%
1M
-2.65%
YTD
4.74%
6M
9.45%
1Y
21.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEDI vs. IDEF - Yearly Performance Comparison


Correlation

The correlation between JEDI and IDEF is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 29, 2025

0.82

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Return for Risk

JEDI vs. IDEF — Risk / Return Rank

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

JEDI

IDEF
IDEF Risk / Return Rank: 2828
Overall Rank
IDEF Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IDEF Sortino Ratio Rank: 2828
Sortino Ratio Rank
IDEF Omega Ratio Rank: 2626
Omega Ratio Rank
IDEF Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDEF Martin Ratio Rank: 2727
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.

JEDI vs. IDEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) and iShares Defense Industrials Active ETF (IDEF). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEDI vs. IDEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEDIIDEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

1.33

+0.27

Drawdowns

JEDI vs. IDEF - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, which is greater than IDEF's maximum drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for JEDI and IDEF.


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Drawdown Indicators


JEDIIDEFDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-14.63%

-7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

Current Drawdown

Current decline from peak

-12.85%

-12.31%

-0.54%

Average Drawdown

Average peak-to-trough decline

-9.16%

-3.90%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

Volatility

JEDI vs. IDEF - Volatility Comparison


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Volatility by Period


JEDIIDEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

47.61%

21.15%

+26.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.61%

21.07%

+26.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.61%

21.07%

+26.54%

JEDI vs. IDEF - Expense Ratio Comparison

JEDI has a 0.69% expense ratio, which is higher than IDEF's 0.55% expense ratio.


Dividends

JEDI vs. IDEF - Dividend Comparison

JEDI has not paid dividends to shareholders, while IDEF's dividend yield for the trailing twelve months is around 0.16%.


Frequently Asked Questions


JEDI and IDEF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDEF is cheaper with a 0.55% expense ratio, compared with 0.69% for JEDI.

IDEF has the higher dividend yield at 0.16%, compared with 0.00% for JEDI.

Their fees differ too: 0.69% for JEDI and 0.55% for IDEF.

Portfolio Optimizer

Find the right allocation for JEDI and IDEF

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