FINW.L vs. XLFQ.L
Compare and contrast key facts about Lyxor MSCI World Financials TR UCITS (FINW.L) and Invesco US Financials Sector UCITS ETF (XLFQ.L).
FINW.L and XLFQ.L 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. XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009. Both FINW.L and XLFQ.L 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. XLFQ.L - Performance Comparison
Loading graphics...
FINW.L vs. XLFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FINW.L Lyxor MSCI World Financials TR UCITS | -5.62% | 29.01% | 26.29% | 16.30% | -9.87% | 28.61% | -2.86% | 25.04% | -17.55% | 23.46% |
XLFQ.L Invesco US Financials Sector UCITS ETF | -9.52% | 15.15% | 29.95% | 11.72% | -11.04% | 36.65% | -3.70% | 32.26% | -14.64% | 22.52% |
Different Trading Currencies
FINW.L is traded in USD, while XLFQ.L is traded in GBp. To make them comparable, the XLFQ.L 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 -5.62% return, which is significantly higher than XLFQ.L's -9.52% return. Both investments have delivered pretty close results over the past 10 years, with FINW.L having a 11.94% annualized return and XLFQ.L not far ahead at 12.13%.
FINW.L
- 1D
- 2.90%
- 1M
- -2.47%
- YTD
- -5.62%
- 6M
- -0.44%
- 1Y
- 14.52%
- 3Y*
- 22.09%
- 5Y*
- 12.55%
- 10Y*
- 11.94%
XLFQ.L
- 1D
- 1.73%
- 1M
- -2.77%
- YTD
- -9.52%
- 6M
- -6.76%
- 1Y
- 1.03%
- 3Y*
- 17.39%
- 5Y*
- 9.22%
- 10Y*
- 12.13%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FINW.L vs. XLFQ.L - Expense Ratio Comparison
FINW.L has a 0.30% expense ratio, which is higher than XLFQ.L's 0.14% expense ratio.
Return for Risk
FINW.L vs. XLFQ.L — Risk / Return Rank
FINW.L
XLFQ.L
FINW.L vs. XLFQ.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 US Financials Sector UCITS ETF (XLFQ.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.L | XLFQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.06 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.21 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.01 | +1.25 |
Martin ratioReturn relative to average drawdown | 4.24 | 0.03 | +4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FINW.L | XLFQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.06 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.49 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.58 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Correlation
The correlation between FINW.L and XLFQ.L is 0.86, 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. XLFQ.L - Dividend Comparison
Neither FINW.L nor XLFQ.L has paid dividends to shareholders.
Drawdowns
FINW.L vs. XLFQ.L - Drawdown Comparison
The maximum FINW.L drawdown since its inception was -43.64%, roughly equal to the maximum XLFQ.L drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for FINW.L and XLFQ.L.
Loading graphics...
Drawdown Indicators
| FINW.L | XLFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.64% | -35.39% | -8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -12.81% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -19.01% | -8.30% |
Max Drawdown (10Y)Largest decline over 10 years | -43.64% | -35.39% | -8.25% |
Current DrawdownCurrent decline from peak | -7.36% | -10.32% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -5.61% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 4.58% | -1.31% |
Volatility
FINW.L vs. XLFQ.L - Volatility Comparison
Lyxor MSCI World Financials TR UCITS (FINW.L) has a higher volatility of 6.06% compared to Invesco US Financials Sector UCITS ETF (XLFQ.L) at 4.85%. This indicates that FINW.L's price experiences larger fluctuations and is considered to be riskier than XLFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FINW.L | XLFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 4.85% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 10.57% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 18.47% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 18.68% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 20.88% | -1.66% |