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

Performance

WDEF.L vs. NATO - 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 Themes Transatlantic Defense ETF (NATO). The values are adjusted to include any dividend payments, if applicable.

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WDEF.L vs. NATO - Yearly Performance Comparison


2026 (YTD)20252024
WDEF.L
WisdomTree Europe Defence UCITS ETF - EUR Acc EUR
7.03%26.22%-4.11%
NATO
Themes Transatlantic Defense ETF
2.38%33.04%6.01%
Different Trading Currencies

WDEF.L is traded in EUR, while NATO is traded in USD. To make them comparable, the NATO 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 NATO's 2.38% 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*

NATO

1D
2.85%
1M
-9.24%
YTD
2.38%
6M
0.41%
1Y
25.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDEF.L vs. NATO - Expense Ratio Comparison

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


Return for Risk

WDEF.L vs. NATO — 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

NATO
NATO Risk / Return Rank: 8181
Overall Rank
NATO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NATO Sortino Ratio Rank: 8484
Sortino Ratio Rank
NATO Omega Ratio Rank: 8080
Omega Ratio Rank
NATO Calmar Ratio Rank: 8181
Calmar Ratio Rank
NATO Martin Ratio Rank: 7979
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. NATO - 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 Themes Transatlantic Defense ETF (NATO). 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.LNATODifference

Sharpe ratio

Return per unit of total volatility

0.31

1.12

-0.81

Sortino ratio

Return per unit of downside risk

1.07

1.64

-0.57

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.28

1.82

-0.53

Martin ratio

Return relative to average drawdown

4.05

5.76

-1.71

WDEF.L vs. NATO - Sharpe Ratio Comparison

The current WDEF.L Sharpe Ratio is 0.31, which is lower than the NATO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of WDEF.L and NATO, 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.LNATODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.12

-0.81

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

1.29

-0.91

Correlation

The correlation between WDEF.L and NATO is 0.38, 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. NATO - Dividend Comparison

WDEF.L has not paid dividends to shareholders, while NATO's dividend yield for the trailing twelve months is around 0.45%.


Drawdowns

WDEF.L vs. NATO - Drawdown Comparison

The maximum WDEF.L drawdown since its inception was -35.48%, which is greater than NATO's maximum drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for WDEF.L and NATO.


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Drawdown Indicators


WDEF.LNATODifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-15.99%

-19.49%

Max Drawdown (1Y)

Largest decline over 1 year

-25.81%

-15.99%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

Current Drawdown

Current decline from peak

-9.72%

-12.83%

+3.11%

Average Drawdown

Average peak-to-trough decline

-8.24%

-2.86%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

4.26%

+3.91%

Volatility

WDEF.L vs. NATO - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a higher volatility of 47.29% compared to Themes Transatlantic Defense ETF (NATO) at 7.60%. This indicates that WDEF.L's price experiences larger fluctuations and is considered to be riskier than NATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDEF.LNATODifference

Volatility (1M)

Calculated over the trailing 1-month period

47.29%

7.60%

+39.69%

Volatility (6M)

Calculated over the trailing 6-month period

68.75%

15.02%

+53.73%

Volatility (1Y)

Calculated over the trailing 1-year period

75.09%

23.12%

+51.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.69%

22.37%

+20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.85%

22.37%

+19.48%