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FNCW.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNCW.L vs. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.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 X7PS.L is traded in EUR. To make them comparable, the X7PS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FNCW.L achieves a 8.87% return, which is significantly lower than X7PS.L's 13.65% return. Over the past 10 years, FNCW.L has underperformed X7PS.L with an annualized return of 10.07%, while X7PS.L has yielded a comparatively higher 16.34% annualized return.


FNCW.L

1D
-0.29%
1M
3.21%
6M
8.00%
YTD
8.87%
1Y
20.38%
3Y*
23.22%
5Y*
8.30%
10Y*
10.07%

X7PS.L

1D
-0.99%
1M
-0.04%
6M
10.58%
YTD
13.65%
1Y
47.90%
3Y*
43.02%
5Y*
31.54%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNCW.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNCW.L
SPDR MSCI World Financials UCITS ETF
8.87%20.39%28.75%9.93%-25.31%27.89%-2.84%25.54%-16.96%22.64%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
13.65%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between FNCW.L and X7PS.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.63

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

0.66

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

0.67

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2011

0.68

The correlation between FNCW.L and X7PS.L has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

FNCW.L vs. X7PS.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: 6464
Sharpe Ratio Rank
FNCW.L Sortino Ratio Rank: 6363
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: 5252
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.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.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratioReturn relative to maximum drawdown

2.12

2.97

-0.84

Martin ratioReturn relative to average drawdown

6.77

9.92

-3.15

FNCW.L vs. X7PS.L - Sharpe Ratio Comparison

The current FNCW.L Sharpe Ratio is 1.63, which is comparable to the X7PS.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FNCW.L and X7PS.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. X7PS.L - Drawdown Comparison

The maximum FNCW.L drawdown since its inception was -43.96%, smaller than the maximum X7PS.L drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for FNCW.L and X7PS.L.


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Drawdown Indicators


FNCW.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.96%

-56.34%

+12.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-16.07%

+6.52%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-18.22%

+1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

-30.73%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-43.96%

-56.34%

+12.38%

Current Drawdown

Current decline from peak

-0.34%

-2.58%

+2.24%

Average Drawdown

Average peak-to-trough decline

-10.54%

-14.49%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

4.81%

-1.81%

Volatility

FNCW.L vs. X7PS.L - Volatility Comparison

The current volatility for SPDR MSCI World Financials UCITS ETF (FNCW.L) is 3.05%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.51%. This indicates that FNCW.L experiences smaller price fluctuations and is considered to be less risky than X7PS.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.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

5.51%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

18.93%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

22.34%

-9.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

23.77%

-4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

24.61%

-5.17%

FNCW.L vs. X7PS.L - Expense Ratio Comparison

FNCW.L has a 0.30% expense ratio, which is higher than X7PS.L's 0.20% expense ratio.


Dividends

FNCW.L vs. X7PS.L - Dividend Comparison

Neither FNCW.L nor X7PS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNCW.L and X7PS.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X7PS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X7PS.L is cheaper with a 0.20% expense ratio, compared with 0.30% for FNCW.L.

FNCW.L is categorized as Financials Equities, while X7PS.L is Europe Equities. FNCW.L tracks MSCI World/Financials NR USD, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for FNCW.L and 0.20% for X7PS.L.

Portfolio Optimizer

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