PortfoliosLab logoPortfoliosLab logo
WDEF.L vs. IDFN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDEF.L vs. IDFN.L - 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 Invesco Defence Innovation UCITS ETF Acc (IDFN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WDEF.L is traded in EUR, while IDFN.L is traded in USD. To make them comparable, the IDFN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDEF.L achieves a 0.87% return, which is significantly lower than IDFN.L's 36.15% return.


WDEF.L

1D
-1.17%
1M
-3.03%
YTD
0.87%
6M
5.27%
1Y
-5.08%
3Y*
9.89%
5Y*
5.18%
10Y*

IDFN.L

1D
-1.64%
1M
13.51%
YTD
36.15%
6M
44.24%
1Y
72.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDEF.L vs. IDFN.L - Yearly Performance Comparison


2026 (YTD)20252024
WDEF.L
WisdomTree Europe Defence UCITS ETF - EUR Acc EUR
0.87%26.22%-3.82%
IDFN.L
Invesco Defence Innovation UCITS ETF Acc
36.15%37.42%10.87%

Correlation

The correlation between WDEF.L and IDFN.L is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.48

The correlation between WDEF.L and IDFN.L has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WDEF.L vs. IDFN.L — 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: 99
Overall Rank
WDEF.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
WDEF.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
WDEF.L Omega Ratio Rank: 1414
Omega Ratio Rank
WDEF.L Calmar Ratio Rank: 77
Calmar Ratio Rank
WDEF.L Martin Ratio Rank: 66
Martin Ratio Rank

IDFN.L
IDFN.L Risk / Return Rank: 8585
Overall Rank
IDFN.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDFN.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDFN.L Omega Ratio Rank: 7676
Omega Ratio Rank
IDFN.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDFN.L Martin Ratio Rank: 8383
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. IDFN.L - 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 Invesco Defence Innovation UCITS ETF Acc (IDFN.L). 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.LIDFN.LDifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

1.08

1.43

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.19

5.58

-5.77

Martin ratioReturn relative to average drawdown

-0.53

14.69

-15.22

WDEF.L vs. IDFN.L - Sharpe Ratio Comparison

The current WDEF.L Sharpe Ratio is -0.07, which is lower than the IDFN.L Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of WDEF.L and IDFN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WDEF.LIDFN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

2.78

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

2.13

-1.80

Drawdowns

WDEF.L vs. IDFN.L - Drawdown Comparison

The maximum WDEF.L drawdown since its inception was -35.48%, which is greater than IDFN.L's maximum drawdown of -16.28%. Use the drawdown chart below to compare losses from any high point for WDEF.L and IDFN.L.


Loading charts...

Drawdown Indicators


WDEF.LIDFN.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-16.28%

-19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-25.81%

-12.92%

-12.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

Current Drawdown

Current decline from peak

-14.92%

-4.95%

-9.97%

Average Drawdown

Average peak-to-trough decline

-8.34%

-3.59%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.11%

4.92%

+4.19%

Volatility

WDEF.L vs. IDFN.L - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a higher volatility of 10.75% compared to Invesco Defence Innovation UCITS ETF Acc (IDFN.L) at 10.01%. This indicates that WDEF.L's price experiences larger fluctuations and is considered to be riskier than IDFN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WDEF.LIDFN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

10.01%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

64.30%

20.78%

+43.52%

Volatility (1Y)

Calculated over the trailing 1-year period

73.62%

25.97%

+47.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.70%

27.36%

+15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.66%

27.36%

+14.30%

WDEF.L vs. IDFN.L - Expense Ratio Comparison

WDEF.L has a 0.40% expense ratio, which is higher than IDFN.L's 0.35% expense ratio.


Dividends

WDEF.L vs. IDFN.L - Dividend Comparison

Neither WDEF.L nor IDFN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDEF.L and IDFN.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDFN.L is cheaper with a 0.35% expense ratio, compared with 0.40% for WDEF.L.

WDEF.L tracks WisdomTree Europe Defence UCITS Index, while IDFN.L tracks S&P Kensho Global Future Defense Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.40% for WDEF.L and 0.35% for IDFN.L.

Portfolio Optimizer

Find the right allocation for WDEF.L and IDFN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer