FINW.L vs. IDPE.L
FINW.L (Lyxor MSCI World Financials TR UCITS) and IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) are both Financials Equities funds - FINW.L tracks the MSCI World/Financials NR USD while IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). Both are passively managed. Over the past 10 years, FINW.L returned 13.34%/yr vs 10.81%/yr for IDPE.L. Their correlation of 0.81 suggests significant overlap in exposure. FINW.L charges 0.30%/yr vs 0.75%/yr for IDPE.L.
Performance
FINW.L vs. IDPE.L - Performance Comparison
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Returns By Period
In the year-to-date period, FINW.L achieves a 9.35% return, which is significantly higher than IDPE.L's -11.15% return. Over the past 10 years, FINW.L has outperformed IDPE.L with an annualized return of 13.34%, while IDPE.L has yielded a comparatively lower 10.81% annualized return.
FINW.L
- 1D
- 0.03%
- 1M
- 4.10%
- 6M
- 8.98%
- YTD
- 9.35%
- 1Y
- 21.32%
- 3Y*
- 24.92%
- 5Y*
- 14.87%
- 10Y*
- 13.34%
IDPE.L
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- -13.72%
- YTD
- -11.15%
- 1Y
- -16.47%
- 3Y*
- 9.31%
- 5Y*
- 4.52%
- 10Y*
- 10.81%
FINW.L vs. IDPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FINW.L Lyxor MSCI World Financials TR UCITS | 9.35% | 29.01% | 26.29% | 16.30% | -9.86% | 28.60% | -2.86% | 25.05% | -17.56% | 23.46% |
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.15% | 1.30% | 23.80% | 39.29% | -28.48% | 41.86% | 4.59% | 43.87% | -13.92% | 25.05% |
Correlation
The correlation between FINW.L and IDPE.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2010 | 0.81 |
The correlation between FINW.L and IDPE.L has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
FINW.L vs. IDPE.L — Risk / Return Rank
FINW.L
IDPE.L
FINW.L vs. IDPE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Financials TR UCITS (FINW.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FINW.L | IDPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.88 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.66 | +2.70 |
| Martin ratioReturn relative to average drawdown | 6.78 | -1.18 | +7.96 |
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Drawdowns
FINW.L vs. IDPE.L - Drawdown Comparison
The maximum FINW.L drawdown since its inception was -43.64%, smaller than the maximum IDPE.L drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for FINW.L and IDPE.L.
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Drawdown Indicators
| FINW.L | IDPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.64% | -82.58% | +38.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -24.69% | +13.71% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -25.17% | +9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -38.86% | +11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.64% | -50.36% | +6.72% |
Current DrawdownCurrent decline from peak | 0.00% | -17.65% | +17.65% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -20.32% | +12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 13.88% | -10.58% |
Volatility
FINW.L vs. IDPE.L - Volatility Comparison
The current volatility for Lyxor MSCI World Financials TR UCITS (FINW.L) is 3.83%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a volatility of 5.39%. This indicates that FINW.L experiences smaller price fluctuations and is considered to be less risky than IDPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FINW.L | IDPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 5.39% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 16.87% | -5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 20.82% | -6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 22.36% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 22.11% | -3.16% |
FINW.L vs. IDPE.L - Expense Ratio Comparison
FINW.L has a 0.30% expense ratio, which is lower than IDPE.L's 0.75% expense ratio.
Dividends
FINW.L vs. IDPE.L - Dividend Comparison
FINW.L has not paid dividends to shareholders, while IDPE.L's dividend yield for the trailing twelve months is around 3.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINW.L Lyxor MSCI World Financials TR UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
Frequently Asked Questions
FINW.L and IDPE.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FINW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FINW.L is cheaper with a 0.30% expense ratio, compared with 0.75% for IDPE.L.
FINW.L tracks MSCI World/Financials NR USD, while IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for FINW.L and 0.75% for IDPE.L.
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