KDEF vs. MU
KDEF (PLUS Korea Defense Industry Index ETF) is Aerospace & Defense fund tracking the The Korea Defence Industry Index, while MU (Micron Technology, Inc.) is a stock. Over the past year, KDEF returned 4.05% vs 653.64% for MU. At a 0.18 correlation, their price movements are largely independent.
Performance
KDEF vs. MU - Performance Comparison
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Returns By Period
In the year-to-date period, KDEF achieves a -10.17% return, which is significantly lower than MU's 228.49% return.
KDEF
- 1D
- -3.93%
- 1M
- -18.34%
- 6M
- -27.68%
- YTD
- -10.17%
- 1Y
- 4.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MU
- 1D
- -4.32%
- 1M
- -4.53%
- 6M
- 171.07%
- YTD
- 228.49%
- 1Y
- 653.64%
- 3Y*
- 145.44%
- 5Y*
- 65.03%
- 10Y*
- 53.62%
KDEF vs. MU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | -10.17% | 116.28% |
MU Micron Technology, Inc. | 228.49% | 215.85% |
Correlation
The correlation between KDEF and MU is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025 | 0.19 |
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Return for Risk
KDEF vs. MU — Risk / Return Rank
KDEF
MU
KDEF vs. MU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PLUS Korea Defense Industry Index ETF (KDEF) and Micron Technology, Inc. (MU). 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.
| KDEF | MU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.61 | ||
| Sortino ratioReturn per unit of downside risk | -4.81 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.67 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 21.79 | -21.69 |
| Martin ratioReturn relative to average drawdown | 0.28 | 79.32 | -79.04 |
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Drawdowns
KDEF vs. MU - Drawdown Comparison
The maximum KDEF drawdown since its inception was -40.25%, smaller than the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for KDEF and MU.
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Drawdown Indicators
| KDEF | MU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.25% | -98.25% | +58.00% |
Max Drawdown (1Y)Largest decline over 1 year | -40.25% | -30.28% | -9.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -57.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.63% | — |
Current DrawdownCurrent decline from peak | -40.25% | -22.78% | -17.47% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -58.07% | +49.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 8.55% | +5.88% |
Volatility
KDEF vs. MU - Volatility Comparison
The current volatility for PLUS Korea Defense Industry Index ETF (KDEF) is 21.07%, while Micron Technology, Inc. (MU) has a volatility of 33.57%. This indicates that KDEF experiences smaller price fluctuations and is considered to be less risky than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDEF | MU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.07% | 33.57% | -12.50% |
Volatility (6M)Calculated over the trailing 6-month period | 40.49% | 62.25% | -21.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.21% | 76.01% | -27.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.57% | 54.80% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.57% | 50.67% | -2.10% |
Dividends
KDEF vs. MU - Dividend Comparison
KDEF's dividend yield for the trailing twelve months is around 7.65%, more than MU's 0.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
KDEF PLUS Korea Defense Industry Index ETF | 7.65% | 5.06% | 0.00% | 0.00% | 0.00% | 0.00% |
MU Micron Technology, Inc. | 0.06% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% |
Frequently Asked Questions
KDEF and MU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MU has higher volatility (33.57%) compared to KDEF (21.07%). In terms of maximum drawdown, KDEF dropped -40.25% vs MU's -98.25%.
MU currently has the higher Sharpe Ratio (8.70 vs 0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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