FINW.L vs. XWFS.L
FINW.L (Lyxor MSCI World Financials TR UCITS) and XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from Amundi and Xtrackers respectively. Both are passively managed. Over the past 3 years, FINW.L returned 23.94%/yr vs 24.17%/yr for XWFS.L. Their correlation of 0.91 suggests significant overlap in exposure. FINW.L charges 0.30%/yr vs 0.25%/yr for XWFS.L.
Performance
FINW.L vs. XWFS.L - Performance Comparison
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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*
- —
FINW.L vs. XWFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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.
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Return for Risk
FINW.L vs. XWFS.L — Risk / Return Rank
FINW.L
XWFS.L
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.L | XWFS.L | Difference | |
|---|---|---|---|
| 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 |
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 | XWFS.L | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| FINW.L | XWFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.59% | -1.79% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -5.37% | -2.22% |
Ulcer IndexDepth 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.
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Volatility by Period
| FINW.L | XWFS.L | Difference | |
|---|---|---|---|
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.
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.
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