FNCL.L vs. KOF
Compare and contrast key facts about SPDR® MSCI Europe Financials UCITS ETF (FNCL.L) and Coca-Cola FEMSA, S.A.B. de C.V. (KOF).
FNCL.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.
Performance
FNCL.L vs. KOF - Performance Comparison
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FNCL.L vs. KOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNCL.L SPDR® MSCI Europe Financials UCITS ETF | -6.62% | 47.03% | 25.92% | 21.19% | -1.89% | 28.62% | -15.42% | 22.23% | -18.97% | 12.71% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 4.63% | 11.95% | -8.96% | 40.74% | 37.87% | 34.19% | -25.83% | 4.78% | -5.77% | -1.45% |
Different Trading Currencies
FNCL.L is traded in EUR, while KOF is traded in USD. To make them comparable, the KOF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, FNCL.L achieves a -6.62% return, which is significantly lower than KOF's 4.63% return. Over the past 10 years, FNCL.L has outperformed KOF with an annualized return of 11.65%, while KOF has yielded a comparatively lower 5.27% annualized return.
FNCL.L
- 1D
- 0.70%
- 1M
- -8.34%
- YTD
- -6.62%
- 6M
- 2.86%
- 1Y
- 17.71%
- 3Y*
- 26.21%
- 5Y*
- 18.18%
- 10Y*
- 11.65%
KOF
- 1D
- 1.03%
- 1M
- -10.26%
- YTD
- 4.63%
- 6M
- 21.94%
- 1Y
- 4.44%
- 3Y*
- 8.65%
- 5Y*
- 21.50%
- 10Y*
- 5.27%
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Return for Risk
FNCL.L vs. KOF — Risk / Return Rank
FNCL.L
KOF
FNCL.L vs. KOF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Financials UCITS ETF (FNCL.L) and Coca-Cola FEMSA, S.A.B. de C.V. (KOF). 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.
| FNCL.L | KOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.17 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.43 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.05 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.18 | +0.95 |
Martin ratioReturn relative to average drawdown | 4.21 | 0.34 | +3.87 |
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
| FNCL.L | KOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.17 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.93 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.21 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.29 | +0.13 |
Correlation
The correlation between FNCL.L and KOF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FNCL.L vs. KOF - Dividend Comparison
FNCL.L has not paid dividends to shareholders, while KOF's dividend yield for the trailing twelve months is around 3.97%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNCL.L SPDR® MSCI Europe Financials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KOF Coca-Cola FEMSA, S.A.B. de C.V. | 3.97% | 4.09% | 4.20% | 3.37% | 3.99% | 4.59% | 5.22% | 2.75% | 2.95% | 2.52% | 2.84% | 2.74% |
Drawdowns
FNCL.L vs. KOF - Drawdown Comparison
The maximum FNCL.L drawdown since its inception was -45.18%, smaller than the maximum KOF drawdown of -71.66%. Use the drawdown chart below to compare losses from any high point for FNCL.L and KOF.
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Drawdown Indicators
| FNCL.L | KOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.18% | -74.81% | +29.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -18.13% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -24.50% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -55.04% | +9.86% |
Current DrawdownCurrent decline from peak | -10.07% | -14.84% | +4.77% |
Average DrawdownAverage peak-to-trough decline | -10.50% | -29.15% | +18.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 9.26% | -5.27% |
Volatility
FNCL.L vs. KOF - Volatility Comparison
SPDR® MSCI Europe Financials UCITS ETF (FNCL.L) has a higher volatility of 7.84% compared to Coca-Cola FEMSA, S.A.B. de C.V. (KOF) at 7.46%. This indicates that FNCL.L's price experiences larger fluctuations and is considered to be riskier than KOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNCL.L | KOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 7.46% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.63% | 17.78% | -5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 25.73% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 23.29% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.00% | 25.50% | -4.50% |