FNCE.L vs. XWFS.L
Compare and contrast key facts about SPDR MSCI Europe Financials UCITS ETF (FNCE.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L).
FNCE.L and XWFS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FNCE.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 5, 2014. XWFS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Mar 4, 2016. Both FNCE.L and XWFS.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
FNCE.L vs. XWFS.L - Performance Comparison
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FNCE.L vs. XWFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FNCE.L SPDR MSCI Europe Financials UCITS ETF | -6.48% | 54.52% | 20.29% | 18.87% | 5.67% |
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | -6.55% | 20.20% | 29.08% | 10.02% | -0.12% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FNCE.L having a -6.48% return and XWFS.L slightly lower at -6.55%.
FNCE.L
- 1D
- 1.54%
- 1M
- -8.66%
- YTD
- -6.48%
- 6M
- 3.03%
- 1Y
- 22.86%
- 3Y*
- 25.98%
- 5Y*
- —
- 10Y*
- —
XWFS.L
- 1D
- 0.35%
- 1M
- -5.19%
- YTD
- -6.55%
- 6M
- -1.19%
- 1Y
- 10.12%
- 3Y*
- 18.58%
- 5Y*
- —
- 10Y*
- —
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FNCE.L vs. XWFS.L - Expense Ratio Comparison
FNCE.L has a 0.18% expense ratio, which is lower than XWFS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FNCE.L vs. XWFS.L — Risk / Return Rank
FNCE.L
XWFS.L
FNCE.L vs. XWFS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (FNCE.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.
| FNCE.L | XWFS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.62 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.61 | 0.93 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.75 | +0.92 |
Martin ratioReturn relative to average drawdown | 6.05 | 2.68 | +3.37 |
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
| FNCE.L | XWFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.62 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.75 | +0.49 |
Correlation
The correlation between FNCE.L and XWFS.L is 0.71, 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
FNCE.L vs. XWFS.L - Dividend Comparison
Neither FNCE.L nor XWFS.L has paid dividends to shareholders.
Drawdowns
FNCE.L vs. XWFS.L - Drawdown Comparison
The maximum FNCE.L drawdown since its inception was -14.71%, smaller than the maximum XWFS.L drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for FNCE.L and XWFS.L.
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Drawdown Indicators
| FNCE.L | XWFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.71% | -16.47% | +1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -12.10% | -0.80% |
Current DrawdownCurrent decline from peak | -8.96% | -7.96% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -4.16% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.39% | +0.16% |
Volatility
FNCE.L vs. XWFS.L - Volatility Comparison
SPDR MSCI Europe Financials UCITS ETF (FNCE.L) has a higher volatility of 8.27% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 5.34%. This indicates that FNCE.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
| FNCE.L | XWFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 5.34% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 9.72% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 16.31% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 16.16% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 16.16% | +1.18% |