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WDGF vs. XDEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDGF vs. XDEF - Performance Comparison

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

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WDGF vs. XDEF - Yearly Performance Comparison


Returns By Period


WDGF

1D
3.33%
1M
-6.23%
YTD
7.15%
6M
1.79%
1Y
3Y*
5Y*
10Y*

XDEF

1D
5.06%
1M
-8.83%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDGF vs. XDEF - Expense Ratio Comparison

WDGF has a 0.45% expense ratio, which is higher than XDEF's 0.35% expense ratio.


Return for Risk

WDGF vs. XDEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Defense Fund (WDGF) and Xtrackers Europe Defense Technologies ETF (XDEF). 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. XDEF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WDGFXDEFDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.49

+1.10

Correlation

The correlation between WDGF and XDEF is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WDGF vs. XDEF - Dividend Comparison

WDGF's dividend yield for the trailing twelve months is around 0.05%, while XDEF has not paid dividends to shareholders.


Drawdowns

WDGF vs. XDEF - Drawdown Comparison

The maximum WDGF drawdown since its inception was -13.29%, smaller than the maximum XDEF drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for WDGF and XDEF.


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Drawdown Indicators


WDGFXDEFDifference

Max Drawdown

Largest peak-to-trough decline

-13.29%

-99.27%

+85.98%

Current Drawdown

Current decline from peak

-9.28%

-99.23%

+89.95%

Average Drawdown

Average peak-to-trough decline

-4.46%

-49.34%

+44.88%

Volatility

WDGF vs. XDEF - Volatility Comparison


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Volatility by Period


WDGFXDEFDifference

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

205.45%

-183.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

205.45%

-183.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

205.45%

-183.90%