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BNKU.L vs. WDFE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNKU.L vs. WDFE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor S&P 500 Banks UCITS ETF - Acc (BNKU.L) and Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BNKU.L

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

WDFE.L

1D
0.96%
1M
6.93%
6M
10.04%
YTD
9.92%
1Y
19.91%
3Y*
23.57%
5Y*
10Y*
ALL TIME*
24.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$209.59$2.54K

BNKU.L vs. WDFE.L - Yearly Performance Comparison


2026 (YTD)202520242023
BNKU.L
Lyxor S&P 500 Banks UCITS ETF - Acc
0.00%0.00%0.00%0.00%
WDFE.L
Invesco S&P World Financials ESG UCITS ETF Acc
9.92%27.03%25.78%17.26%

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Return for Risk

BNKU.L vs. WDFE.L — Risk / Return Rank

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

BNKU.L

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


WDFE.L
WDFE.L Risk / Return Rank: 5656
Overall Rank
WDFE.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WDFE.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
WDFE.L Omega Ratio Rank: 5555
Omega Ratio Rank
WDFE.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
WDFE.L Martin Ratio Rank: 5454
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.

BNKU.L vs. WDFE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 Banks UCITS ETF - Acc (BNKU.L) and Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L). 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.

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.


BNKU.LWDFE.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.88

Martin ratioReturn relative to average drawdown

6.39

BNKU.L vs. WDFE.L - Sharpe Ratio Comparison


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Drawdowns

BNKU.L vs. WDFE.L - Drawdown Comparison


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Drawdown Indicators


BNKU.LWDFE.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

BNKU.L vs. WDFE.L - Volatility Comparison


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Volatility by Period


BNKU.LWDFE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

BNKU.L vs. WDFE.L - Expense Ratio Comparison

BNKU.L has a 0.20% expense ratio, which is higher than WDFE.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BNKU.L vs. WDFE.L - Dividend Comparison

Neither BNKU.L nor WDFE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, WDFE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDFE.L is cheaper with a 0.18% expense ratio, compared with 0.20% for BNKU.L.

BNKU.L tracks S&P 500 Capped 35/20 Banks and Diversified Financials Select Index, while WDFE.L tracks S&P World ESG Enhanced Financials Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.20% for BNKU.L and 0.18% for WDFE.L.

Portfolio Optimizer

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