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XDEF vs. WDGF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEF vs. WDGF - Performance Comparison

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

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XDEF vs. WDGF - Yearly Performance Comparison


Returns By Period


XDEF

1D
5.06%
1M
-8.83%
YTD
6M
1Y
3Y*
5Y*
10Y*

WDGF

1D
3.33%
1M
-6.23%
YTD
7.15%
6M
1.79%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEF vs. WDGF - Expense Ratio Comparison

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


Return for Risk

XDEF vs. WDGF - Risk-Adjusted Trends Comparison

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

XDEF vs. WDGF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDEFWDGFDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.49

0.61

-1.10

Correlation

The correlation between XDEF and WDGF 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

XDEF vs. WDGF - Dividend Comparison

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


Drawdowns

XDEF vs. WDGF - Drawdown Comparison

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


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Drawdown Indicators


XDEFWDGFDifference

Max Drawdown

Largest peak-to-trough decline

-99.27%

-13.29%

-85.98%

Current Drawdown

Current decline from peak

-99.23%

-9.28%

-89.95%

Average Drawdown

Average peak-to-trough decline

-49.34%

-4.46%

-44.88%

Volatility

XDEF vs. WDGF - Volatility Comparison


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Volatility by Period


XDEFWDGFDifference

Volatility (1Y)

Calculated over the trailing 1-year period

205.45%

21.55%

+183.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

205.45%

21.55%

+183.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

205.45%

21.55%

+183.90%