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FINW.L vs. WDFE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINW.L vs. WDFE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI World Financials TR UCITS (FINW.L) and Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FINW.L achieves a -1.61% return, which is significantly lower than WDFE.L's -1.31% return.


FINW.L

1D
-1.44%
1M
-1.73%
YTD
-1.61%
6M
3.43%
1Y
12.24%
3Y*
22.91%
5Y*
11.30%
10Y*
12.00%

WDFE.L

1D
-1.39%
1M
-1.72%
YTD
-1.31%
6M
4.28%
1Y
10.83%
3Y*
22.40%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINW.L vs. WDFE.L - Yearly Performance Comparison


2026 (YTD)202520242023
FINW.L
Lyxor MSCI World Financials TR UCITS
-1.61%29.01%26.29%15.49%
WDFE.L
Invesco S&P World Financials ESG UCITS ETF Acc
-1.31%27.03%25.78%15.69%

Correlation

The correlation between FINW.L and WDFE.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.98

The correlation between FINW.L and WDFE.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

FINW.L vs. WDFE.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FINW.L
FINW.L Risk / Return Rank: 2525
Overall Rank
FINW.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FINW.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
FINW.L Omega Ratio Rank: 2323
Omega Ratio Rank
FINW.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
FINW.L Martin Ratio Rank: 2727
Martin Ratio Rank

WDFE.L
WDFE.L Risk / Return Rank: 2424
Overall Rank
WDFE.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WDFE.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
WDFE.L Omega Ratio Rank: 2222
Omega Ratio Rank
WDFE.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
WDFE.L Martin Ratio Rank: 2626
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.

FINW.L vs. WDFE.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 Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.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.


FINW.LWDFE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

1.11

1.05

+0.06

Martin ratioReturn relative to average drawdown

3.71

3.55

+0.16

FINW.L vs. WDFE.L - Sharpe Ratio Comparison

The current FINW.L Sharpe Ratio is 0.86, which is comparable to the WDFE.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FINW.L and WDFE.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


FINW.LWDFE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.79

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.38

-0.89

Drawdowns

FINW.L vs. WDFE.L - Drawdown Comparison

The maximum FINW.L drawdown since its inception was -43.64%, which is greater than WDFE.L's maximum drawdown of -16.10%. Use the drawdown chart below to compare losses from any high point for FINW.L and WDFE.L.


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Drawdown Indicators


FINW.LWDFE.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-16.10%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-10.26%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-16.10%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

Current Drawdown

Current decline from peak

-3.43%

-2.94%

-0.49%

Average Drawdown

Average peak-to-trough decline

-7.59%

-2.17%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.04%

+0.25%

Volatility

FINW.L vs. WDFE.L - Volatility Comparison

Lyxor MSCI World Financials TR UCITS (FINW.L) has a higher volatility of 3.98% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) at 3.62%. This indicates that FINW.L's price experiences larger fluctuations and is considered to be riskier than WDFE.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.LWDFE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.62%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

10.68%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

13.72%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

15.33%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

15.33%

+3.91%

FINW.L vs. WDFE.L - Expense Ratio Comparison

FINW.L has a 0.30% expense ratio, which is higher than WDFE.L's 0.18% expense ratio.


Dividends

FINW.L vs. WDFE.L - Dividend Comparison

Neither FINW.L nor WDFE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, FINW.L and WDFE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WDFE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDFE.L is cheaper with a 0.18% expense ratio, compared with 0.30% for FINW.L.

FINW.L tracks MSCI World/Financials NR USD, while WDFE.L tracks S&P World ESG Enhanced Financials Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for FINW.L and 0.18% for WDFE.L.

Portfolio Optimizer

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