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V80D.DE vs. 4MMR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V80D.DE vs. 4MMR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V80D.DE achieves a 11.08% return, which is significantly higher than 4MMR.DE's -4.42% return.


V80D.DE

1D
0.13%
1M
0.54%
6M
9.39%
YTD
11.08%
1Y
20.29%
3Y*
14.97%
5Y*
8.94%
10Y*

4MMR.DE

1D
0.00%
1M
-1.97%
6M
-18.10%
YTD
-4.42%
1Y
2.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V80D.DE vs. 4MMR.DE - Yearly Performance Comparison


Correlation

The correlation between V80D.DE and 4MMR.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2024

0.41

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Return for Risk

V80D.DE vs. 4MMR.DE — Risk / Return Rank

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

V80D.DE
V80D.DE Risk / Return Rank: 8686
Overall Rank
V80D.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
V80D.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
V80D.DE Omega Ratio Rank: 8686
Omega Ratio Rank
V80D.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
V80D.DE Martin Ratio Rank: 8787
Martin Ratio Rank

4MMR.DE
4MMR.DE Risk / Return Rank: 1111
Overall Rank
4MMR.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
4MMR.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
4MMR.DE Omega Ratio Rank: 1111
Omega Ratio Rank
4MMR.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
4MMR.DE Martin Ratio Rank: 1010
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.

V80D.DE vs. 4MMR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) 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.

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.


V80D.DE4MMR.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.12

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.42

1.04

+0.39

Calmar ratioReturn relative to maximum drawdown

3.61

0.11

+3.51

Martin ratioReturn relative to average drawdown

14.46

0.25

+14.21

V80D.DE vs. 4MMR.DE - Sharpe Ratio Comparison

The current V80D.DE Sharpe Ratio is 2.23, which is higher than the 4MMR.DE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of V80D.DE 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.


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Drawdowns

V80D.DE vs. 4MMR.DE - Drawdown Comparison

The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum 4MMR.DE drawdown of -23.72%. Use the drawdown chart below to compare losses from any high point for V80D.DE and 4MMR.DE.


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Drawdown Indicators


V80D.DE4MMR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.62%

-23.72%

+7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-23.72%

+18.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.62%

Current Drawdown

Current decline from peak

-0.28%

-20.94%

+20.66%

Average Drawdown

Average peak-to-trough decline

-3.89%

-5.21%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

10.20%

-8.80%

Volatility

V80D.DE vs. 4MMR.DE - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.23%, while Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) has a volatility of 7.96%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky than 4MMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V80D.DE4MMR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

7.96%

-5.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

17.16%

-10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

23.10%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

24.77%

-13.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

24.77%

-14.01%

Dividends

V80D.DE vs. 4MMR.DE - Dividend Comparison

V80D.DE's dividend yield for the trailing twelve months is around 1.87%, while 4MMR.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
4MMR.DE
Global X Defence Tech UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
1.87%1.99%1.95%2.02%2.10%1.87%

Frequently Asked Questions


V80D.DE and 4MMR.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

V80D.DE is categorized as Global Allocation, while 4MMR.DE is Aerospace & Defense. They also come from different issuers: Vanguard and Global X.

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