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FING.L vs. UIFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FING.L vs. UIFS.L

Last updated Jun 4, 2026

FING.L (Global X FinTech UCITS ETF USD Distributing) and UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) are both Financials Equities funds - FING.L tracks the Indxx Global Fintech Thematic while UIFS.L tracks the S&P 500 Capped 35/20 Financials Index. Both are passively managed. Over the past 3 years, FING.L returned 2.99%/yr vs 14.16%/yr for UIFS.L. A 0.55 correlation means they provide meaningful diversification when combined. FING.L charges 0.60%/yr vs 0.15%/yr for UIFS.L.

Performance

FING.L vs. UIFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X FinTech UCITS ETF USD Distributing (FING.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FING.L is traded in GBP, while UIFS.L is traded in GBp. To make them comparable, the UIFS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FING.L achieves a -16.91% return, which is significantly lower than UIFS.L's -7.77% return.

FING.L

1D
-4.14%
1M
-2.65%
YTD
-16.91%
6M
-19.10%
1Y
-19.47%
3Y*
2.99%
5Y*
—
10Y*
—

UIFS.L

1D
-1.25%
1M
-2.16%
YTD
-7.77%
6M
-5.13%
1Y
1.16%
3Y*
14.16%
5Y*
8.41%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FING.L vs. UIFS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FING.L
Global X FinTech UCITS ETF USD Distributing		-16.91%-12.16%24.04%29.09%-47.26%-12.88%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)		-7.77%7.07%32.24%6.12%-0.45%-0.68%

Correlation

The correlation between FING.L and UIFS.L is 0.56, 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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.55

The correlation between FING.L and UIFS.L has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

FING.L vs. UIFS.L - Sectors Allocation Comparison

Sectors
FING.L
UIFS.L

Technology

54.2%
1.7%

Financial Services

40.6%
98.1%

Industrials

3.9%
0.2%

Healthcare

1.4%

-

Consumer Defensive

0.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Real Estate

-

-

Utilities

-

-

Technology

FING.L
54.2%
UIFS.L
1.7%

Financial Services

FING.L
40.6%
UIFS.L
98.1%

Industrials

FING.L
3.9%
UIFS.L
0.2%

Healthcare

FING.L
1.4%
UIFS.L

-

Consumer Defensive

FING.L
0.0%
UIFS.L

-

Basic Materials

FING.L

-

UIFS.L

-

Communication Services

FING.L

-

UIFS.L

-

Consumer Cyclical

FING.L

-

UIFS.L

-

Energy

FING.L

-

UIFS.L

-

Real Estate

FING.L

-

UIFS.L

-

Utilities

FING.L

-

UIFS.L

-

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Global X FinTech UCITS ETF USD Distributing

iShares S&P 500 Financials Sector UCITS ETF USD (Acc)

Often compared with FING.L:
FING.L vs. XLFS.LFING.L vs. FINW.LFING.L vs. FNCL.LFING.L vs. WDFE.LFING.L vs. BUGG.LFING.L vs. BNKS.LFING.L vs. ESIF.L
Often compared with UIFS.L:
UIFS.L vs. ESIF.LUIFS.L vs. XLFQ.LUIFS.L vs. IISU.LUIFS.L vs. XUFB.LUIFS.L vs. CB5.LUIFS.L vs. QDVH.DEUIFS.L vs. WFIN.AS

Return for Risk

FING.L vs. UIFS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FING.L
FING.L Risk / Return Rank: 44
Overall Rank
FING.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FING.L Sortino Ratio Rank: 33
Sortino Ratio Rank
FING.L Omega Ratio Rank: 33
Omega Ratio Rank
FING.L Calmar Ratio Rank: 44
Calmar Ratio Rank
FING.L Martin Ratio Rank: 44
Martin Ratio Rank
UIFS.L
UIFS.L Risk / Return Rank: 99
Overall Rank
UIFS.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 99
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UIFS.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.

FING.L vs. UIFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FinTech UCITS ETF USD Distributing (FING.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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.

FING.LUIFS.LDifference
Sharpe ratioReturn per unit of total volatility
-0.75
0.09

-0.83

Sortino ratioReturn per unit of downside risk
-0.91
0.21

-1.12

Omega ratioGain probability vs. loss probability

0.89

1.02

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.53

0.09

-0.62

Martin ratioReturn relative to average drawdown

-1.00

0.21

-1.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FING.L vs. UIFS.L - Sharpe Ratio Comparison

The current FING.L Sharpe Ratio is -0.75, which is lower than the UIFS.L Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FING.L and UIFS.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

FING.LUIFS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

0.09

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.48

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.64

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.60

-1.05

Drawdowns

FING.L vs. UIFS.L - Drawdown Comparison

The maximum FING.L drawdown since its inception was -56.45%, which is greater than UIFS.L's maximum drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for FING.L and UIFS.L.

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Drawdown Indicators

FING.LUIFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.45%

-35.31%

-21.14%

Max Drawdown (1Y)

Largest decline over 1 year

-36.51%

-12.90%

-23.61%

Max Drawdown (3Y)

Largest decline over 3 years

-38.02%

-18.72%

-19.30%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.72%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.31%

—

Current Drawdown

Current decline from peak

-46.60%

-9.65%

-36.95%

Average Drawdown

Average peak-to-trough decline

-39.72%

-6.08%

-33.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.42%

5.51%

+13.91%

Volatility

FING.L vs. UIFS.L - Volatility Comparison

Global X FinTech UCITS ETF USD Distributing (FING.L) has a higher volatility of 7.42% compared to iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) at 3.27%. This indicates that FING.L's price experiences larger fluctuations and is considered to be riskier than UIFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FING.LUIFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

3.27%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.97%

10.09%

+9.88%

Volatility (1Y)

Calculated over the trailing 1-year period

26.07%

13.64%

+12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.65%

17.49%

+11.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.65%

20.10%

+8.55%

FING.L vs. UIFS.L - Expense Ratio Comparison

FING.L has a 0.60% expense ratio, which is higher than UIFS.L's 0.15% expense ratio.

Dividends

FING.L vs. UIFS.L - Dividend Comparison

Neither FING.L nor UIFS.L has paid dividends to shareholders.

PositionTTM202520242023
FING.L
Global X FinTech UCITS ETF USD Distributing		0.00%0.00%0.21%0.08%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%

Frequently Asked Questions

FING.L and UIFS.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.60% for FING.L.

FING.L tracks Indxx Global Fintech Thematic, while UIFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.60% for FING.L and 0.15% for UIFS.L.

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