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Inception Date
Apr 29, 2016
Leveraged
1x (No leverage)
Index Tracked
State Street SPDR MSCI World Financials UCITS ETF USD Acc
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

WFIN.L Performance Chart

State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) is up 8.9% since the beginning of the year. WFIN.L is currently trading at $103 per share. Investors who bought $1,000 worth of WFIN.L shares 5 years ago would now be looking at an investment worth $1,995.


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S&P 500 Index

Returns By Period

State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) has returned 8.91% so far this year and 21.36% over the past 12 months. Over the last ten years, WFIN.L has had an annualized return of 13.34%, just under the S&P 500 Index benchmark’s 13.36%.


State Street SPDR MSCI World Financials UCITS ETF USD Acc

1D
-0.27%
1M
5.66%
6M
9.60%
YTD
8.91%
1Y
21.36%
3Y*
24.93%
5Y*
14.81%
10Y*
13.34%

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, WFIN.L's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +22.9%, while the worst month was Oct 2008 at -25.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, WFIN.L closed higher 53% of trading days. The best single day was Sep 19, 2008 with a return of +12.1%, while the worst single day was Jan 20, 2009 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.61%-0.79%-7.06%8.40%0.76%3.40%5.24%8.91%
20256.89%0.64%-2.08%0.19%6.45%3.42%1.11%3.44%0.62%-1.95%2.70%4.91%29.17%
20241.68%3.12%5.09%-3.13%3.67%-0.50%5.94%2.45%1.57%1.27%7.93%-4.40%26.82%
20238.05%-1.20%-8.08%2.95%-4.44%6.87%5.51%-3.65%-1.71%-4.48%11.05%6.26%16.20%
20220.02%-1.88%1.69%-8.83%0.92%-10.19%5.06%-1.89%-7.32%7.85%7.05%-0.90%-9.85%
2021-0.47%9.68%4.54%5.10%5.01%-3.61%0.20%3.69%-0.85%5.80%-6.06%3.27%28.37%

Benchmark Metrics

State Street SPDR MSCI World Financials UCITS ETF USD Acc has an annualized alpha of 0.65%, beta of 0.78, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

  • This ETF participated in 112.82% of S&P 500 Index downside but only 104.60% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.46 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.65%
Beta
0.78
0.46
Upside Capture
104.60%
Downside Capture
112.82%

Expense Ratio

WFIN.L has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WFIN.L ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WFIN.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

1.98

2.35

-0.37

Martin ratioReturn relative to average drawdown

6.54

10.19

-3.65

Dividends

Dividend History


State Street SPDR MSCI World Financials UCITS ETF USD Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street SPDR MSCI World Financials UCITS ETF USD Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street SPDR MSCI World Financials UCITS ETF USD Acc was 72.88%, occurring on Mar 9, 2009. Recovery took 1911 trading sessions.

The current State Street SPDR MSCI World Financials UCITS ETF USD Acc drawdown is 0.27%.


Drawdown

Fall

Recovery

Underwater

Related event

-72.88%Mar 2009
1y 2mo7y 10mo
9y 25dJan 2008 - Jan 2017
Financial crisis2007–2009
-43.40%Mar 2020
2y 1mo10mo 26d
3y 18dJan 2018 - Feb 2021
COVID crash2020
-27.48%Oct 2022
9mo 1d1y 4mo
2y 1moJan 2022 - Feb 2024
Bear market2022
-15.69%Apr 2025
1mo 4d1mo 5d
2mo 9dMar 2025 - May 2025
2025 selloff2025
-11.06%Mar 2026
2mo 20d2mo 17d
5mo 7dJan 2026 - Jun 2026

Drawdown Indicators


WFIN.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-56.78%

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-9.10%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-18.90%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-25.43%

-2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-33.92%

-9.48%

Current Drawdown

Current decline from peak

-0.27%

-0.49%

+0.22%

Average Drawdown

Average peak-to-trough decline

-18.23%

-10.70%

-7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.09%

+1.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with WFIN.L

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