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FNCW.L vs. WFIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNCW.L vs. WFIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Financials UCITS ETF (FNCW.L) and State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FNCW.L is traded in GBP, while WFIN.L is traded in USD. To make them comparable, the WFIN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with FNCW.L having a 8.99% return and WFIN.L slightly lower at 8.76%. Over the past 10 years, FNCW.L has underperformed WFIN.L with an annualized return of 10.08%, while WFIN.L has yielded a comparatively higher 13.14% annualized return.


FNCW.L

1D
-0.23%
1M
5.55%
6M
9.57%
YTD
8.99%
1Y
21.19%
3Y*
24.10%
5Y*
8.32%
10Y*
10.08%

WFIN.L

1D
0.00%
1M
5.02%
6M
9.23%
YTD
8.76%
1Y
20.40%
3Y*
23.63%
5Y*
15.27%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNCW.L vs. WFIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNCW.L
SPDR MSCI World Financials UCITS ETF
8.99%20.39%28.75%9.93%-25.31%27.89%-2.84%25.54%-16.96%22.64%
WFIN.L
State Street SPDR MSCI World Financials UCITS ETF USD Acc
8.76%19.97%29.04%10.39%0.87%29.59%-5.81%20.19%-12.43%12.77%

Correlation

The correlation between FNCW.L and WFIN.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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.79

The correlation between FNCW.L and WFIN.L shifts across timeframes, from 0.77 (10 years) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNCW.L vs. WFIN.L — Risk / Return Rank

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

FNCW.L
FNCW.L Risk / Return Rank: 5858
Overall Rank
FNCW.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FNCW.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
FNCW.L Omega Ratio Rank: 5959
Omega Ratio Rank
FNCW.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
FNCW.L Martin Ratio Rank: 5151
Martin Ratio Rank

WFIN.L
WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
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.

FNCW.L vs. WFIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Financials UCITS ETF (FNCW.L) and State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FNCW.LWFIN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.21

2.15

+0.06

Martin ratioReturn relative to average drawdown

7.04

6.83

+0.21

FNCW.L vs. WFIN.L - Sharpe Ratio Comparison

The current FNCW.L Sharpe Ratio is 1.69, which is comparable to the WFIN.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FNCW.L and WFIN.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.


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Drawdowns

FNCW.L vs. WFIN.L - Drawdown Comparison

The maximum FNCW.L drawdown since its inception was -43.96%, smaller than the maximum WFIN.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for FNCW.L and WFIN.L.


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Drawdown Indicators


FNCW.LWFIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.96%

-61.54%

+17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-9.90%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-16.14%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

-16.17%

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.96%

-35.39%

-8.57%

Current Drawdown

Current decline from peak

-0.23%

-0.58%

+0.35%

Average Drawdown

Average peak-to-trough decline

-10.54%

-10.55%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.12%

-0.12%

Volatility

FNCW.L vs. WFIN.L - Volatility Comparison

The current volatility for SPDR MSCI World Financials UCITS ETF (FNCW.L) is 3.19%, while State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) has a volatility of 3.67%. This indicates that FNCW.L experiences smaller price fluctuations and is considered to be less risky than WFIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNCW.LWFIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.67%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

11.66%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

14.30%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

16.58%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

18.14%

+1.31%

FNCW.L vs. WFIN.L - Expense Ratio Comparison

Both FNCW.L and WFIN.L have an expense ratio of 0.30%.


Dividends

FNCW.L vs. WFIN.L - Dividend Comparison

Neither FNCW.L nor WFIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, FNCW.L and WFIN.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.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FNCW.L and WFIN.L have the same expense ratio: 0.30% per year.

FNCW.L tracks MSCI World/Financials NR USD, while WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc.

Portfolio Optimizer

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