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WDEF.L vs. EUDF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDEF.L vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

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WDEF.L vs. EUDF.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WDEF.L achieves a 7.03% return, which is significantly lower than EUDF.DE's 8.01% return.


WDEF.L

1D
2.46%
1M
-6.69%
YTD
7.03%
6M
-5.34%
1Y
24.01%
3Y*
11.83%
5Y*
8.24%
10Y*

EUDF.DE

1D
2.78%
1M
-6.73%
YTD
8.01%
6M
-4.86%
1Y
24.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDEF.L vs. EUDF.DE - Expense Ratio Comparison

Both WDEF.L and EUDF.DE have an expense ratio of 0.40%.


Return for Risk

WDEF.L vs. EUDF.DE — Risk / Return Rank

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

WDEF.L
WDEF.L Risk / Return Rank: 4242
Overall Rank
WDEF.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
WDEF.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
WDEF.L Omega Ratio Rank: 5252
Omega Ratio Rank
WDEF.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
WDEF.L Martin Ratio Rank: 4545
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 4343
Overall Rank
EUDF.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 3434
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.

WDEF.L vs. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.


WDEF.LEUDF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.82

-0.50

Sortino ratio

Return per unit of downside risk

1.07

1.25

-0.18

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.28

1.17

+0.11

Martin ratio

Return relative to average drawdown

4.05

3.02

+1.04

WDEF.L vs. EUDF.DE - Sharpe Ratio Comparison

The current WDEF.L Sharpe Ratio is 0.31, which is lower than the EUDF.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of WDEF.L and EUDF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDEF.LEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.82

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.88

-0.50

Correlation

The correlation between WDEF.L and EUDF.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WDEF.L vs. EUDF.DE - Dividend Comparison

Neither WDEF.L nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WDEF.L vs. EUDF.DE - Drawdown Comparison

The maximum WDEF.L drawdown since its inception was -35.48%, which is greater than EUDF.DE's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for WDEF.L and EUDF.DE.


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Drawdown Indicators


WDEF.LEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-18.51%

-16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-25.81%

-18.51%

-7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

Current Drawdown

Current decline from peak

-9.72%

-9.44%

-0.28%

Average Drawdown

Average peak-to-trough decline

-8.24%

-5.78%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

7.20%

+0.97%

Volatility

WDEF.L vs. EUDF.DE - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a higher volatility of 47.29% compared to WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) at 10.40%. This indicates that WDEF.L's price experiences larger fluctuations and is considered to be riskier than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDEF.LEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.29%

10.40%

+36.89%

Volatility (6M)

Calculated over the trailing 6-month period

68.75%

20.11%

+48.64%

Volatility (1Y)

Calculated over the trailing 1-year period

75.09%

29.96%

+45.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.69%

30.08%

+12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

30.08%

+11.77%