WDEF.L vs. SXR8.DE
Compare and contrast key facts about WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
WDEF.L and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDEF.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Defence UCITS Index. It was launched on Mar 4, 2025. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both WDEF.L and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WDEF.L vs. SXR8.DE - Performance Comparison
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WDEF.L vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDEF.L WisdomTree Europe Defence UCITS ETF - EUR Acc EUR | 13.88% | 26.22% | -2.46% | 20.25% | -19.48% | 26.65% | 3.41% | 37.42% | -17.34% | 4.40% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -3.01% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 5.22% |
Returns By Period
In the year-to-date period, WDEF.L achieves a 13.88% return, which is significantly higher than SXR8.DE's -3.01% return.
WDEF.L
- 1D
- 6.40%
- 1M
- 24.64%
- YTD
- 13.88%
- 6M
- 1.45%
- 1Y
- 28.91%
- 3Y*
- 14.17%
- 5Y*
- 9.60%
- 10Y*
- —
SXR8.DE
- 1D
- 1.70%
- 1M
- -3.07%
- YTD
- -3.01%
- 6M
- 0.06%
- 1Y
- 10.20%
- 3Y*
- 16.07%
- 5Y*
- 12.10%
- 10Y*
- 13.67%
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WDEF.L vs. SXR8.DE - Expense Ratio Comparison
WDEF.L has a 0.40% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.
Return for Risk
WDEF.L vs. SXR8.DE — Risk / Return Rank
WDEF.L
SXR8.DE
WDEF.L vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.59 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.90 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.22 | +0.63 |
Martin ratioReturn relative to average drawdown | 5.83 | 4.41 | +1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDEF.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.79 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.74 | -0.32 |
Correlation
The correlation between WDEF.L and SXR8.DE is 0.32, 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. SXR8.DE - Dividend Comparison
Neither WDEF.L nor SXR8.DE has paid dividends to shareholders.
Drawdowns
WDEF.L vs. SXR8.DE - Drawdown Comparison
The maximum WDEF.L drawdown since its inception was -35.48%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for WDEF.L and SXR8.DE.
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Drawdown Indicators
| WDEF.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.48% | -33.78% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -25.81% | -13.42% | -12.39% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -23.32% | -6.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -3.95% | -5.21% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -5.22% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.18% | 2.32% | +5.86% |
Volatility
WDEF.L vs. SXR8.DE - Volatility Comparison
WisdomTree Europe Defence UCITS ETF - EUR Acc EUR (WDEF.L) has a higher volatility of 47.36% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.77%. This indicates that WDEF.L's price experiences larger fluctuations and is considered to be riskier than SXR8.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.L | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 47.36% | 3.77% | +43.59% |
Volatility (6M)Calculated over the trailing 6-month period | 69.01% | 8.64% | +60.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.34% | 17.20% | +58.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.79% | 15.19% | +27.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.94% | 16.14% | +25.80% |