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WDEF.L vs. INTL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDEF.L vs. INTL.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 WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
WDEF.L
WisdomTree Europe Defence UCITS ETF - EUR Acc EUR
7.03%26.22%-2.46%20.25%-19.48%26.65%3.41%28.91%
INTL.L
WisdomTree Artificial Intelligence UCITS ETF - USD Acc
-4.01%8.53%19.06%51.86%-38.47%24.99%59.80%37.67%
Different Trading Currencies

WDEF.L is traded in EUR, while INTL.L is traded in GBp. To make them comparable, the INTL.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 7.03% return, which is significantly higher than INTL.L's -4.01% 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*

INTL.L

1D
0.34%
1M
-6.66%
YTD
-4.01%
6M
-0.70%
1Y
33.61%
3Y*
14.89%
5Y*
6.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

WDEF.L vs. INTL.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: 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

INTL.L
INTL.L Risk / Return Rank: 7676
Overall Rank
INTL.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
INTL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
INTL.L Omega Ratio Rank: 7171
Omega Ratio Rank
INTL.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
INTL.L Martin Ratio Rank: 6969
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. INTL.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 WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.LINTL.LDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.20

-0.88

Sortino ratio

Return per unit of downside risk

1.07

1.68

-0.61

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.28

1.97

-0.69

Martin ratio

Return relative to average drawdown

4.05

5.57

-1.51

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

The current WDEF.L Sharpe Ratio is 0.31, which is lower than the INTL.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of WDEF.L and INTL.L, 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.LINTL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.20

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.25

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.67

-0.29

Correlation

The correlation between WDEF.L and INTL.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDEF.L vs. INTL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WDEF.L vs. INTL.L - Drawdown Comparison

The maximum WDEF.L drawdown since its inception was -35.48%, smaller than the maximum INTL.L drawdown of -40.10%. Use the drawdown chart below to compare losses from any high point for WDEF.L and INTL.L.


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Drawdown Indicators


WDEF.LINTL.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-37.71%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-25.81%

-15.10%

-10.71%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

-36.92%

+6.68%

Current Drawdown

Current decline from peak

-9.72%

-11.65%

+1.93%

Average Drawdown

Average peak-to-trough decline

-8.24%

-11.22%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

5.31%

+2.86%

Volatility

WDEF.L vs. INTL.L - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a higher volatility of 47.29% compared to WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) at 7.50%. This indicates that WDEF.L's price experiences larger fluctuations and is considered to be riskier than INTL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDEF.LINTL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

47.29%

7.50%

+39.79%

Volatility (6M)

Calculated over the trailing 6-month period

68.75%

19.01%

+49.74%

Volatility (1Y)

Calculated over the trailing 1-year period

75.09%

28.05%

+47.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.69%

26.03%

+16.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

26.99%

+14.86%