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STOR.AS vs. DFND.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STOR.AS vs. DFND.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and iShares Global Aerospace & Defence UCITS ETF (DFND.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STOR.AS achieves a 75.53% return, which is significantly higher than DFND.AS's 61.94% return.


STOR.AS

1D
-3.37%
1M
-5.75%
YTD
75.53%
6M
73.71%
1Y
143.90%
3Y*
5Y*
10Y*

DFND.AS

1D
0.10%
1M
0.45%
YTD
61.94%
6M
61.94%
1Y
61.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STOR.AS vs. DFND.AS - Yearly Performance Comparison


Correlation

The correlation between STOR.AS and DFND.AS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2025

0.19

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Return for Risk

STOR.AS vs. DFND.AS — Risk / Return Rank

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

STOR.AS
STOR.AS Risk / Return Rank: 9797
Overall Rank
STOR.AS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STOR.AS Sortino Ratio Rank: 9696
Sortino Ratio Rank
STOR.AS Omega Ratio Rank: 9595
Omega Ratio Rank
STOR.AS Calmar Ratio Rank: 9898
Calmar Ratio Rank
STOR.AS Martin Ratio Rank: 9696
Martin Ratio Rank

DFND.AS
DFND.AS Risk / Return Rank: 4747
Overall Rank
DFND.AS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DFND.AS Sortino Ratio Rank: 5454
Sortino Ratio Rank
DFND.AS Omega Ratio Rank: 9797
Omega Ratio Rank
DFND.AS Calmar Ratio Rank: 3939
Calmar Ratio Rank
DFND.AS Martin Ratio Rank: 2626
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.

STOR.AS vs. DFND.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) and iShares Global Aerospace & Defence UCITS ETF (DFND.AS). 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.


STOR.ASDFND.ASDifference
Sharpe ratioReturn per unit of total volatility

+3.81

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.66

1.93

-0.27

Calmar ratioReturn relative to maximum drawdown

10.25

1.78

+8.47

Martin ratioReturn relative to average drawdown

29.02

3.27

+25.76

STOR.AS vs. DFND.AS - Sharpe Ratio Comparison

The current STOR.AS Sharpe Ratio is 4.47, which is higher than the DFND.AS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of STOR.AS and DFND.AS, 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

STOR.AS vs. DFND.AS - Drawdown Comparison

The maximum STOR.AS drawdown since its inception was -20.12%, smaller than the maximum DFND.AS drawdown of -35.42%. Use the drawdown chart below to compare losses from any high point for STOR.AS and DFND.AS.


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Drawdown Indicators


STOR.ASDFND.ASDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-35.42%

+15.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-35.42%

+21.63%

Current Drawdown

Current decline from peak

-11.14%

-7.92%

-3.22%

Average Drawdown

Average peak-to-trough decline

-4.18%

-7.83%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

19.18%

-14.28%

Volatility

STOR.AS vs. DFND.AS - Volatility Comparison

iShares Energy Storage & Hydrogen UCITS ETF USD (Acc) (STOR.AS) has a higher volatility of 13.61% compared to iShares Global Aerospace & Defence UCITS ETF (DFND.AS) at 6.16%. This indicates that STOR.AS's price experiences larger fluctuations and is considered to be riskier than DFND.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STOR.ASDFND.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.61%

6.16%

+7.45%

Volatility (6M)

Calculated over the trailing 6-month period

25.68%

54.51%

-28.83%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

96.62%

-64.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.57%

63.09%

-30.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.57%

63.09%

-30.52%

STOR.AS vs. DFND.AS - Expense Ratio Comparison

STOR.AS has a 0.50% expense ratio, which is higher than DFND.AS's 0.35% expense ratio.


Dividends

STOR.AS vs. DFND.AS - Dividend Comparison

Neither STOR.AS nor DFND.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


STOR.AS and DFND.AS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFND.AS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFND.AS is cheaper with a 0.35% expense ratio, compared with 0.50% for STOR.AS.

STOR.AS is categorized as Alternative Energy Equities, while DFND.AS is Industrials Equities. STOR.AS tracks STOXX Global Energy Storage and Hydrogen Index, while DFND.AS tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index NR. Their fees differ too: 0.50% for STOR.AS and 0.35% for DFND.AS.

Portfolio Optimizer

Find the right allocation for STOR.AS and DFND.AS

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