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EBUY.L vs. XFSN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBUY.L vs. XFSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBUY.L achieves a 19.97% return, which is significantly higher than XFSN.L's -2.90% return.


EBUY.L

1D
-0.16%
1M
11.34%
YTD
19.97%
6M
17.94%
1Y
35.28%
3Y*
23.05%
5Y*
9.68%
10Y*

XFSN.L

1D
0.59%
1M
5.60%
YTD
-2.90%
6M
-4.80%
1Y
-1.50%
3Y*
13.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBUY.L vs. XFSN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EBUY.L
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
19.97%9.88%27.49%29.53%-11.71%
XFSN.L
Xtrackers MSCI Fintech Innovation UCITS ETF 1C
-2.90%2.93%34.89%21.37%-7.30%

Correlation

The correlation between EBUY.L and XFSN.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2022

0.90

The correlation between EBUY.L and XFSN.L has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

EBUY.L vs. XFSN.L — Risk / Return Rank

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

EBUY.L
EBUY.L Risk / Return Rank: 4848
Overall Rank
EBUY.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EBUY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EBUY.L Omega Ratio Rank: 5858
Omega Ratio Rank
EBUY.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
EBUY.L Martin Ratio Rank: 3030
Martin Ratio Rank

XFSN.L
XFSN.L Risk / Return Rank: 88
Overall Rank
XFSN.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XFSN.L Sortino Ratio Rank: 88
Sortino Ratio Rank
XFSN.L Omega Ratio Rank: 88
Omega Ratio Rank
XFSN.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XFSN.L Martin Ratio Rank: 99
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.

EBUY.L vs. XFSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.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.


EBUY.LXFSN.LDifference
Sharpe ratioReturn per unit of total volatility

+2.10

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.35

1.00

+0.35

Calmar ratioReturn relative to maximum drawdown

1.68

-0.06

+1.74

Martin ratioReturn relative to average drawdown

4.22

-0.13

+4.35

EBUY.L vs. XFSN.L - Sharpe Ratio Comparison

The current EBUY.L Sharpe Ratio is 2.00, which is higher than the XFSN.L Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of EBUY.L and XFSN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EBUY.LXFSN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.10

+2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.61

+0.08

Drawdowns

EBUY.L vs. XFSN.L - Drawdown Comparison

The maximum EBUY.L drawdown since its inception was -39.97%, which is greater than XFSN.L's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for EBUY.L and XFSN.L.


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Drawdown Indicators


EBUY.LXFSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.97%

-23.96%

-16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-20.87%

-23.96%

+3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-23.63%

-23.96%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.97%

Current Drawdown

Current decline from peak

-1.28%

-11.60%

+10.32%

Average Drawdown

Average peak-to-trough decline

-15.27%

-6.19%

-9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

11.38%

-3.05%

Volatility

EBUY.L vs. XFSN.L - Volatility Comparison

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) has a higher volatility of 5.86% compared to Xtrackers MSCI Fintech Innovation UCITS ETF 1C (XFSN.L) at 4.10%. This indicates that EBUY.L's price experiences larger fluctuations and is considered to be riskier than XFSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBUY.LXFSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

4.10%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

11.66%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

15.56%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.33%

18.54%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

18.54%

+3.27%

EBUY.L vs. XFSN.L - Expense Ratio Comparison

EBUY.L has a 0.45% expense ratio, which is higher than XFSN.L's 0.35% expense ratio.


Dividends

EBUY.L vs. XFSN.L - Dividend Comparison

Neither EBUY.L nor XFSN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EBUY.L and XFSN.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XFSN.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XFSN.L is cheaper with a 0.35% expense ratio, compared with 0.45% for EBUY.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Amundi and DWS. Their fees differ too: 0.45% for EBUY.L and 0.35% for XFSN.L.

Portfolio Optimizer

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