ESIF.L vs. XWFS.L
ESIF.L (iShares MSCI Europe Financials Sector UCITS ETF) and XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 3 years, ESIF.L returned 28.53%/yr vs 20.16%/yr for XWFS.L. A 0.72 correlation means they provide meaningful diversification when combined. ESIF.L charges 0.18%/yr vs 0.25%/yr for XWFS.L.
Performance
ESIF.L vs. XWFS.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESIF.L achieves a 2.28% return, which is significantly higher than XWFS.L's -1.42% return.
ESIF.L
- 1D
- -1.75%
- 1M
- 1.34%
- YTD
- 2.28%
- 6M
- 8.90%
- 1Y
- 24.89%
- 3Y*
- 28.53%
- 5Y*
- 19.43%
- 10Y*
- —
XWFS.L
- 1D
- -0.98%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- 2.61%
- 1Y
- 13.19%
- 3Y*
- 20.16%
- 5Y*
- —
- 10Y*
- —
ESIF.L vs. XWFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESIF.L iShares MSCI Europe Financials Sector UCITS ETF | 2.28% | 54.55% | 20.09% | 18.81% | 8.00% |
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | -1.42% | 20.20% | 29.08% | 10.02% | -0.66% |
Correlation
The correlation between ESIF.L and XWFS.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | 0.72 |
The correlation between ESIF.L and XWFS.L has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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Return for Risk
ESIF.L vs. XWFS.L — Risk / Return Rank
ESIF.L
XWFS.L
ESIF.L vs. XWFS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.
| ESIF.L | XWFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.36 | +0.76 |
| Martin ratioReturn relative to average drawdown | 7.39 | 4.37 | +3.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESIF.L | XWFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.06 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.82 | +0.35 |
Drawdowns
ESIF.L vs. XWFS.L - Drawdown Comparison
The maximum ESIF.L drawdown since its inception was -23.55%, which is greater than XWFS.L's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for ESIF.L and XWFS.L.
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Drawdown Indicators
| ESIF.L | XWFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -16.47% | -7.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -9.64% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -14.26% | -16.47% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | — | — |
Current DrawdownCurrent decline from peak | -2.65% | -2.91% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -4.11% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.01% | +0.35% |
Volatility
ESIF.L vs. XWFS.L - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) has a higher volatility of 5.52% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 2.90%. This indicates that ESIF.L's price experiences larger fluctuations and is considered to be riskier than XWFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIF.L | XWFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 2.90% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.13% | 9.62% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 12.43% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 16.02% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 16.02% | +2.20% |
ESIF.L vs. XWFS.L - Expense Ratio Comparison
ESIF.L has a 0.18% expense ratio, which is lower than XWFS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIF.L vs. XWFS.L - Dividend Comparison
Neither ESIF.L nor XWFS.L has paid dividends to shareholders.
Frequently Asked Questions
ESIF.L and XWFS.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XWFS.L.
Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for ESIF.L and 0.25% for XWFS.L.
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