EXX1.DE vs. WF1E.DE
EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - EXX1.DE tracks the EURO STOXX® Banks 30-15 while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, EXX1.DE returned 45.42%/yr vs 20.18%/yr for WF1E.DE. A 0.59 correlation means they provide meaningful diversification when combined. EXX1.DE charges 0.52%/yr vs 0.18%/yr for WF1E.DE.
Performance
EXX1.DE vs. WF1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXX1.DE achieves a 5.47% return, which is significantly higher than WF1E.DE's 1.34% return.
EXX1.DE
- 1D
- 0.88%
- 1M
- 2.57%
- YTD
- 5.47%
- 6M
- 12.82%
- 1Y
- 39.11%
- 3Y*
- 45.42%
- 5Y*
- 28.85%
- 10Y*
- 14.90%
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
EXX1.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 5.47% | 90.63% | 30.20% | 16.39% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between EXX1.DE and WF1E.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.59 |
The correlation between EXX1.DE and WF1E.DE has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.
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Return for Risk
EXX1.DE vs. WF1E.DE — Risk / Return Rank
EXX1.DE
WF1E.DE
EXX1.DE vs. WF1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.
| EXX1.DE | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.19 | +1.22 |
| Martin ratioReturn relative to average drawdown | 7.65 | 3.65 | +4.00 |
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
| EXX1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.84 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 1.34 | -1.24 |
Drawdowns
EXX1.DE vs. WF1E.DE - Drawdown Comparison
The maximum EXX1.DE drawdown since its inception was -84.32%, 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 EXX1.DE and WF1E.DE.
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Drawdown Indicators
| EXX1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -19.97% | -64.35% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -8.92% | -8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -20.17% | -19.97% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -34.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.43% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -0.87% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -49.66% | -2.63% | -47.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 2.92% | +2.44% |
Volatility
EXX1.DE vs. WF1E.DE - Volatility Comparison
iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a higher volatility of 5.65% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that EXX1.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
| EXX1.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 3.46% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | 9.46% | +9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.58% | 12.69% | +10.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 14.49% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.34% | 14.49% | +13.85% |
EXX1.DE vs. WF1E.DE - Expense Ratio Comparison
EXX1.DE has a 0.52% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio.
Dividends
EXX1.DE vs. WF1E.DE - Dividend Comparison
EXX1.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 3.59% | 3.40% | 5.16% | 4.44% | 7.03% | 0.75% | 1.20% | 4.32% | 4.44% | 7.30% | 3.48% | 2.67% |
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
EXX1.DE and WF1E.DE have a correlation of 0.62, 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 0.52% for EXX1.DE.
EXX1.DE tracks EURO STOXX® Banks 30-15, 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: 0.52% for EXX1.DE and 0.18% for WF1E.DE.
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