EXV1.DE vs. WF1E.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - EXV1.DE tracks the STOXX® Europe 600 Banks while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, EXV1.DE returned 42.40%/yr vs 20.18%/yr for WF1E.DE. A 0.65 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.18%/yr for WF1E.DE.
Performance
EXV1.DE vs. WF1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV1.DE achieves a 7.43% return, which is significantly higher than WF1E.DE's 1.34% return.
EXV1.DE
- 1D
- 0.48%
- 1M
- 6.06%
- YTD
- 7.43%
- 6M
- 14.49%
- 1Y
- 41.06%
- 3Y*
- 42.40%
- 5Y*
- 27.92%
- 10Y*
- 14.23%
WF1E.DE
- 1D
- 1.98%
- 1M
- 2.52%
- YTD
- 1.34%
- 6M
- 6.14%
- 1Y
- 10.69%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
EXV1.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 7.43% | 77.02% | 32.97% | 14.92% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between EXV1.DE and WF1E.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.65 |
The correlation between EXV1.DE and WF1E.DE has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
EXV1.DE vs. WF1E.DE — Risk / Return Rank
EXV1.DE
WF1E.DE
EXV1.DE vs. WF1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE). 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.
| EXV1.DE | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.19 | +1.36 |
| Martin ratioReturn relative to average drawdown | 8.70 | 3.65 | +5.05 |
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
| EXV1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 0.84 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 1.34 | -1.23 |
Drawdowns
EXV1.DE vs. WF1E.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and WF1E.DE.
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Drawdown Indicators
| EXV1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.30% | -19.97% | -62.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -8.92% | -7.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -19.97% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.87% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -44.64% | -2.63% | -42.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.92% | +1.79% |
Volatility
EXV1.DE vs. WF1E.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.77% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than WF1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXV1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 3.46% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 9.46% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 12.69% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 14.49% | +8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 14.49% | +10.54% |
EXV1.DE vs. WF1E.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio.
Dividends
EXV1.DE vs. WF1E.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, while WF1E.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXV1.DE and WF1E.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WF1E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WF1E.DE is cheaper with a 0.18% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE tracks STOXX® Europe 600 Banks, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for EXV1.DE and 0.18% for WF1E.DE.
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