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IDPE.L vs. FNCL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDPE.L vs. FNCL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) and SPDR® MSCI Europe Financials UCITS ETF (FNCL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDPE.L is traded in USD, while FNCL.L is traded in EUR. To make them comparable, the FNCL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDPE.L achieves a -11.15% return, which is significantly lower than FNCL.L's 11.33% return. Over the past 10 years, IDPE.L has underperformed FNCL.L with an annualized return of 10.81%, while FNCL.L has yielded a comparatively higher 14.84% annualized return.


IDPE.L

1D
-0.16%
1M
0.45%
6M
-13.72%
YTD
-11.15%
1Y
-16.47%
3Y*
9.31%
5Y*
4.52%
10Y*
10.81%

FNCL.L

1D
-0.72%
1M
3.04%
6M
10.56%
YTD
11.33%
1Y
32.52%
3Y*
32.81%
5Y*
22.15%
10Y*
14.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDPE.L vs. FNCL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDPE.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.15%1.30%23.80%39.29%-28.48%41.86%4.59%43.87%-13.92%25.05%
FNCL.L
SPDR® MSCI Europe Financials UCITS ETF
11.33%66.78%18.13%25.03%-7.78%19.86%-7.93%19.85%-22.94%28.97%

Correlation

The correlation between IDPE.L and FNCL.L is 0.60, 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

0.60

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

0.64

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

0.70

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

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2014

0.70

The correlation between IDPE.L and FNCL.L shifts across timeframes, from 0.60 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDPE.L vs. FNCL.L — Risk / Return Rank

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

IDPE.L
IDPE.L Risk / Return Rank: 44
Overall Rank
IDPE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IDPE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IDPE.L Omega Ratio Rank: 44
Omega Ratio Rank
IDPE.L Calmar Ratio Rank: 44
Calmar Ratio Rank
IDPE.L Martin Ratio Rank: 44
Martin Ratio Rank

FNCL.L
FNCL.L Risk / Return Rank: 7474
Overall Rank
FNCL.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FNCL.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
FNCL.L Omega Ratio Rank: 7474
Omega Ratio Rank
FNCL.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FNCL.L Martin Ratio Rank: 7070
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.

IDPE.L vs. FNCL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) and SPDR® MSCI Europe Financials UCITS ETF (FNCL.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.


IDPE.LFNCL.LDifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

0.88

1.29

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.66

2.31

-2.98

Martin ratioReturn relative to average drawdown

-1.18

7.75

-8.93

IDPE.L vs. FNCL.L - Sharpe Ratio Comparison

The current IDPE.L Sharpe Ratio is -0.79, which is lower than the FNCL.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of IDPE.L and FNCL.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

IDPE.L vs. FNCL.L - Drawdown Comparison

The maximum IDPE.L drawdown since its inception was -82.58%, which is greater than FNCL.L's maximum drawdown of -52.32%. Use the drawdown chart below to compare losses from any high point for IDPE.L and FNCL.L.


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Drawdown Indicators


IDPE.LFNCL.LDifference

Max Drawdown

Largest peak-to-trough decline

-82.58%

-52.32%

-30.26%

Max Drawdown (1Y)

Largest decline over 1 year

-24.69%

-14.01%

-10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-25.17%

-16.02%

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.86%

-34.63%

-4.23%

Max Drawdown (10Y)

Largest decline over 10 years

-50.36%

-52.32%

+1.96%

Current Drawdown

Current decline from peak

-17.65%

-0.78%

-16.87%

Average Drawdown

Average peak-to-trough decline

-20.32%

-12.97%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.88%

4.19%

+9.69%

Volatility

IDPE.L vs. FNCL.L - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a higher volatility of 5.39% compared to SPDR® MSCI Europe Financials UCITS ETF (FNCL.L) at 4.63%. This indicates that IDPE.L's price experiences larger fluctuations and is considered to be riskier than FNCL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDPE.LFNCL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.63%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

16.87%

16.66%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.82%

19.57%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

21.69%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

22.17%

-0.06%

IDPE.L vs. FNCL.L - Expense Ratio Comparison

IDPE.L has a 0.75% expense ratio, which is higher than FNCL.L's 0.18% expense ratio.


Dividends

IDPE.L vs. FNCL.L - Dividend Comparison

IDPE.L's dividend yield for the trailing twelve months is around 3.82%, while FNCL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IDPE.L
iShares Listed Private Equity UCITS ETF USD (Dist)
3.82%2.96%3.03%3.35%4.36%2.54%3.56%3.25%5.05%4.96%4.33%5.53%

Frequently Asked Questions


IDPE.L and FNCL.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNCL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNCL.L is cheaper with a 0.18% expense ratio, compared with 0.75% for IDPE.L.

IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD), while FNCL.L tracks MSCI World/Financials NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.75% for IDPE.L and 0.18% for FNCL.L.

Portfolio Optimizer

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