PortfoliosLab logoPortfoliosLab logo
FINW.L vs. XWFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINW.L vs. XWFS.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 Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FINW.L is traded in USD, while XWFS.L is traded in GBP. To make them comparable, the XWFS.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 0.26% return, which is significantly lower than XWFS.L's 0.35% return.


FINW.L

1D
1.90%
1M
1.63%
YTD
0.26%
6M
4.48%
1Y
13.90%
3Y*
23.94%
5Y*
11.72%
10Y*
12.08%

XWFS.L

1D
2.10%
1M
1.86%
YTD
0.35%
6M
4.87%
1Y
14.56%
3Y*
24.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
FINW.L
Lyxor MSCI World Financials TR UCITS
0.26%29.01%26.29%16.30%-9.17%
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
0.35%29.27%26.93%15.83%-8.95%

Correlation

The correlation between FINW.L and XWFS.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2022

0.91

The correlation between FINW.L and XWFS.L has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FINW.L vs. XWFS.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: 2727
Overall Rank
FINW.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FINW.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
FINW.L Omega Ratio Rank: 2626
Omega Ratio Rank
FINW.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
FINW.L Martin Ratio Rank: 3030
Martin Ratio Rank

XWFS.L
XWFS.L Risk / Return Rank: 3434
Overall Rank
XWFS.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XWFS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XWFS.L Omega Ratio Rank: 3333
Omega Ratio Rank
XWFS.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XWFS.L Martin Ratio Rank: 3434
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. XWFS.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 Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.LXWFS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.26

1.25

+0.01

Martin ratioReturn relative to average drawdown

4.21

4.20

+0.01

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

The current FINW.L Sharpe Ratio is 0.97, which is comparable to the XWFS.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FINW.L and XWFS.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.


Loading charts...

Sharpe Ratios by Period


FINW.LXWFS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.05

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.79

-0.29

Drawdowns

FINW.L vs. XWFS.L - Drawdown Comparison

The maximum FINW.L drawdown since its inception was -43.64%, which is greater than XWFS.L's maximum drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for FINW.L and XWFS.L.


Loading charts...

Drawdown Indicators


FINW.LXWFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-24.01%

-19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-11.57%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

-15.92%

+0.11%

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

-1.59%

-1.79%

+0.20%

Average Drawdown

Average peak-to-trough decline

-7.59%

-5.37%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.46%

-0.17%

Volatility

FINW.L vs. XWFS.L - Volatility Comparison

Lyxor MSCI World Financials TR UCITS (FINW.L) has a higher volatility of 4.16% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.80%. This indicates that FINW.L's price experiences larger fluctuations and is considered to be riskier than XWFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FINW.LXWFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

3.80%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

10.94%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

13.84%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

17.91%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

17.91%

+1.33%

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

FINW.L has a 0.30% expense ratio, which is higher than XWFS.L's 0.25% expense ratio.


Dividends

FINW.L vs. XWFS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, FINW.L and XWFS.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, XWFS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWFS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for FINW.L.

Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for FINW.L and 0.25% for XWFS.L.

Portfolio Optimizer

Find the right allocation for FINW.L and XWFS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer