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

Performance

FINW.L vs. XLFQ.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 US Financials Sector UCITS ETF (XLFQ.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FINW.L
FINW.L Risk / Return Rank: 4141
Overall Rank
FINW.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FINW.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
FINW.L Omega Ratio Rank: 4040
Omega Ratio Rank
FINW.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
FINW.L Martin Ratio Rank: 4141
Martin Ratio Rank

XLFQ.L
XLFQ.L Risk / Return Rank: 99
Overall Rank
XLFQ.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XLFQ.L Sortino Ratio Rank: 99
Sortino Ratio Rank
XLFQ.L Omega Ratio Rank: 99
Omega Ratio Rank
XLFQ.L Calmar Ratio Rank: 99
Calmar Ratio Rank
XLFQ.L Martin Ratio Rank: 88
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. 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.LXLFQ.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.06

+0.76

Sortino ratio

Return per unit of downside risk

1.19

0.21

+0.98

Omega ratio

Gain probability vs. loss probability

1.17

1.03

+0.14

Calmar ratio

Return relative to maximum drawdown

1.26

0.01

+1.25

Martin ratio

Return relative to average drawdown

4.24

0.03

+4.21

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

The current FINW.L Sharpe Ratio is 0.81, which is higher than the XLFQ.L Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of FINW.L and XLFQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FINW.LXLFQ.LDifference

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.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


FINW.LXLFQ.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.36%

-10.32%

+2.96%

Average Drawdown

Average peak-to-trough decline

-7.65%

-5.61%

-2.04%

Ulcer Index

Depth 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.


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Volatility by Period


FINW.LXLFQ.LDifference

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%