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VWRP.L vs. DFND.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRP.L vs. DFND.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and iShares Global Aerospace & Defence UCITS ETF (DFND.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRP.L is traded in GBP, while DFND.AS is traded in USD. To make them comparable, the DFND.AS values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRP.L achieves a 12.16% return, which is significantly lower than DFND.AS's 65.33% return.


VWRP.L

1D
0.47%
1M
1.85%
YTD
12.16%
6M
12.48%
1Y
28.98%
3Y*
18.70%
5Y*
11.93%
10Y*

DFND.AS

1D
0.21%
1M
4.81%
YTD
65.33%
6M
65.74%
1Y
66.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. DFND.AS - Yearly Performance Comparison


2026 (YTD)20252024
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
12.16%13.94%14.88%
DFND.AS
iShares Global Aerospace & Defence UCITS ETF
65.33%-7.12%17.09%

Correlation

The correlation between VWRP.L and DFND.AS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.38

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Return for Risk

VWRP.L vs. DFND.AS — Risk / Return Rank

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

VWRP.L
VWRP.L Risk / Return Rank: 8888
Overall Rank
VWRP.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 9090
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8585
Martin Ratio Rank

DFND.AS
DFND.AS Risk / Return Rank: 4747
Overall Rank
DFND.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DFND.AS Sortino Ratio Rank: 5353
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: 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.

VWRP.L vs. DFND.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) 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.


VWRP.LDFND.ASDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.51

1.77

-0.26

Calmar ratioReturn relative to maximum drawdown

4.07

1.77

+2.29

Martin ratioReturn relative to average drawdown

16.12

3.46

+12.66

VWRP.L vs. DFND.AS - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.68, which is higher than the DFND.AS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VWRP.L 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

VWRP.L vs. DFND.AS - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum DFND.AS drawdown of -37.93%. Use the drawdown chart below to compare losses from any high point for VWRP.L and DFND.AS.


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Drawdown Indicators


VWRP.LDFND.ASDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-37.93%

+12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-37.93%

+30.83%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

Current Drawdown

Current decline from peak

-1.00%

-6.46%

+5.46%

Average Drawdown

Average peak-to-trough decline

-3.37%

-8.60%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

19.32%

-17.53%

Volatility

VWRP.L vs. DFND.AS - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.58%, while iShares Global Aerospace & Defence UCITS ETF (DFND.AS) has a volatility of 6.56%. This indicates that VWRP.L experiences smaller price fluctuations and is considered to be less risky 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


VWRP.LDFND.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

6.56%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

54.73%

-46.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.79%

97.20%

-86.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

63.72%

-50.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

63.72%

-48.77%

VWRP.L vs. DFND.AS - Expense Ratio Comparison

VWRP.L has a 0.22% expense ratio, which is lower than DFND.AS's 0.35% expense ratio.


Dividends

VWRP.L vs. DFND.AS - Dividend Comparison

Neither VWRP.L nor DFND.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWRP.L and DFND.AS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.35% for DFND.AS.

VWRP.L is categorized as Global Equities, while DFND.AS is Industrials Equities. VWRP.L tracks FTSE All-World Index, while DFND.AS tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index NR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRP.L and 0.35% for DFND.AS.

Portfolio Optimizer

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