FINW.L vs. XDWF.DE
Compare and contrast key facts about Lyxor MSCI World Financials TR UCITS (FINW.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE).
FINW.L and XDWF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FINW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Financials NR USD. It was launched on Aug 23, 2010. XDWF.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Financials. It was launched on Mar 4, 2016. Both FINW.L and XDWF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FINW.L vs. XDWF.DE - Performance Comparison
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FINW.L vs. XDWF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FINW.L Lyxor MSCI World Financials TR UCITS | -6.22% | 29.01% | 26.29% | 16.30% | -9.87% | 28.61% | -2.86% | 25.04% | -17.55% | 23.46% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | -6.61% | 30.23% | 26.41% | 15.97% | -10.11% | 28.49% | -3.31% | 26.39% | -17.97% | 23.65% |
Different Trading Currencies
FINW.L is traded in USD, while XDWF.DE is traded in EUR. To make them comparable, the XDWF.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FINW.L achieves a -6.22% return, which is significantly higher than XDWF.DE's -6.61% return. Both investments have delivered pretty close results over the past 10 years, with FINW.L having a 11.86% annualized return and XDWF.DE not far ahead at 11.91%.
FINW.L
- 1D
- -0.64%
- 1M
- -2.73%
- YTD
- -6.22%
- 6M
- -1.35%
- 1Y
- 17.31%
- 3Y*
- 21.77%
- 5Y*
- 12.40%
- 10Y*
- 11.86%
XDWF.DE
- 1D
- -0.69%
- 1M
- -2.81%
- YTD
- -6.61%
- 6M
- -1.42%
- 1Y
- 17.57%
- 3Y*
- 21.95%
- 5Y*
- 12.50%
- 10Y*
- 11.91%
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FINW.L vs. XDWF.DE - Expense Ratio Comparison
FINW.L has a 0.30% expense ratio, which is higher than XDWF.DE's 0.25% expense ratio.
Return for Risk
FINW.L vs. XDWF.DE — Risk / Return Rank
FINW.L
XDWF.DE
FINW.L vs. XDWF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Financials TR UCITS (FINW.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| FINW.L | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.71 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.07 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.57 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.60 | 5.56 | +0.04 |
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
| FINW.L | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.71 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.69 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.61 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.11 |
Correlation
The correlation between FINW.L and XDWF.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FINW.L vs. XDWF.DE - Dividend Comparison
Neither FINW.L nor XDWF.DE has paid dividends to shareholders.
Drawdowns
FINW.L vs. XDWF.DE - Drawdown Comparison
The maximum FINW.L drawdown since its inception was -43.64%, roughly equal to the maximum XDWF.DE drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for FINW.L and XDWF.DE.
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Drawdown Indicators
| FINW.L | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.64% | -42.06% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -9.65% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -19.74% | -7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -43.64% | -42.06% | -1.58% |
Current DrawdownCurrent decline from peak | -7.95% | -6.79% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -6.11% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.01% | +0.08% |
Volatility
FINW.L vs. XDWF.DE - Volatility Comparison
Lyxor MSCI World Financials TR UCITS (FINW.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) have volatilities of 5.76% and 5.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FINW.L | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.52% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 10.78% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 18.77% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 17.79% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 19.52% | -0.31% |