PortfoliosLab logoPortfoliosLab logo
KDEF vs. 4MMR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KDEF vs. 4MMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLUS Korea Defense Industry Index ETF (KDEF) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

KDEF is traded in USD, while 4MMR.DE is traded in EUR. To make them comparable, the 4MMR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KDEF achieves a 6.06% return, which is significantly higher than 4MMR.DE's -2.30% return.


KDEF

1D
-2.40%
1M
-26.87%
YTD
6.06%
6M
18.05%
1Y
40.06%
3Y*
5Y*
10Y*

4MMR.DE

1D
-1.00%
1M
-5.99%
YTD
-2.30%
6M
3.59%
1Y
11.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KDEF vs. 4MMR.DE - Yearly Performance Comparison


Correlation

The correlation between KDEF and 4MMR.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.36

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KDEF vs. 4MMR.DE — Risk / Return Rank

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

KDEF
KDEF Risk / Return Rank: 2626
Overall Rank
KDEF Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KDEF Sortino Ratio Rank: 2525
Sortino Ratio Rank
KDEF Omega Ratio Rank: 2525
Omega Ratio Rank
KDEF Calmar Ratio Rank: 2828
Calmar Ratio Rank
KDEF Martin Ratio Rank: 2929
Martin Ratio Rank

4MMR.DE
4MMR.DE Risk / Return Rank: 1515
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1515
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1515
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.

KDEF vs. 4MMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLUS Korea Defense Industry Index ETF (KDEF) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.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.


KDEF4MMR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.17

1.10

+0.07

Calmar ratioReturn relative to maximum drawdown

1.37

0.57

+0.79

Martin ratioReturn relative to average drawdown

4.15

1.54

+2.61

KDEF vs. 4MMR.DE - Sharpe Ratio Comparison

The current KDEF Sharpe Ratio is 0.90, which is higher than the 4MMR.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of KDEF and 4MMR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KDEF4MMR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.51

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

1.75

+0.16

Drawdowns

KDEF vs. 4MMR.DE - Drawdown Comparison

The maximum KDEF drawdown since its inception was -29.45%, which is greater than 4MMR.DE's maximum drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for KDEF and 4MMR.DE.


Loading charts...

Drawdown Indicators


KDEF4MMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.45%

-19.88%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-29.45%

-19.88%

-9.57%

Current Drawdown

Current decline from peak

-29.45%

-18.41%

-11.04%

Average Drawdown

Average peak-to-trough decline

-6.45%

-4.25%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.69%

7.42%

+2.27%

Volatility

KDEF vs. 4MMR.DE - Volatility Comparison

PLUS Korea Defense Industry Index ETF (KDEF) has a higher volatility of 15.76% compared to Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) at 6.31%. This indicates that KDEF's price experiences larger fluctuations and is considered to be riskier than 4MMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KDEF4MMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.76%

6.31%

+9.45%

Volatility (6M)

Calculated over the trailing 6-month period

36.50%

17.25%

+19.25%

Volatility (1Y)

Calculated over the trailing 1-year period

44.63%

22.39%

+22.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.54%

24.96%

+21.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.54%

24.96%

+21.58%

Dividends

KDEF vs. 4MMR.DE - Dividend Comparison

KDEF's dividend yield for the trailing twelve months is around 6.48%, while 4MMR.DE has not paid dividends to shareholders.


Frequently Asked Questions


KDEF and 4MMR.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: PLUS and Global X.

Portfolio Optimizer

Find the right allocation for KDEF and 4MMR.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer