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WDGF vs. IDEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDGF vs. IDEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global Defense Fund (WDGF) and iShares Defense Industrials Active ETF (IDEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDGF achieves a 4.55% return, which is significantly lower than IDEF's 7.47% return.


WDGF

1D
-1.76%
1M
-2.27%
YTD
4.55%
6M
11.25%
1Y
3Y*
5Y*
10Y*

IDEF

1D
-0.75%
1M
-0.72%
YTD
7.47%
6M
13.45%
1Y
26.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDGF vs. IDEF - Yearly Performance Comparison


Correlation

The correlation between WDGF and IDEF is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.94

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Return for Risk

WDGF vs. IDEF — Risk / Return Rank

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

WDGF

IDEF
IDEF Risk / Return Rank: 3535
Overall Rank
IDEF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IDEF Sortino Ratio Rank: 3535
Sortino Ratio Rank
IDEF Omega Ratio Rank: 3333
Omega Ratio Rank
IDEF Calmar Ratio Rank: 3838
Calmar Ratio Rank
IDEF Martin Ratio Rank: 3333
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.

WDGF vs. IDEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Defense Fund (WDGF) and iShares Defense Industrials Active ETF (IDEF). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WDGF vs. IDEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WDGFIDEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.50

-1.23

Drawdowns

WDGF vs. IDEF - Drawdown Comparison

The maximum WDGF drawdown since its inception was -14.36%, roughly equal to the maximum IDEF drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for WDGF and IDEF.


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Drawdown Indicators


WDGFIDEFDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-14.63%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

Current Drawdown

Current decline from peak

-11.49%

-10.02%

-1.47%

Average Drawdown

Average peak-to-trough decline

-5.42%

-3.87%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

Volatility

WDGF vs. IDEF - Volatility Comparison


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Volatility by Period


WDGFIDEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

Volatility (6M)

Calculated over the trailing 6-month period

17.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

21.00%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.40%

20.94%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.40%

20.94%

+1.46%

WDGF vs. IDEF - Expense Ratio Comparison

WDGF has a 0.45% expense ratio, which is lower than IDEF's 0.55% expense ratio.


Dividends

WDGF vs. IDEF - Dividend Comparison

WDGF's dividend yield for the trailing twelve months is around 0.05%, less than IDEF's 0.16% yield.


Frequently Asked Questions


With a correlation of 0.94, WDGF and IDEF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WDGF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDGF is cheaper with a 0.45% expense ratio, compared with 0.55% for IDEF.

IDEF has the higher dividend yield at 0.16%, compared with 0.05% for WDGF.

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WDGF and 0.55% for IDEF.

Portfolio Optimizer

Find the right allocation for WDGF and IDEF

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