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IUFS.L vs. FINW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUFS.L vs. FINW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Lyxor MSCI World Financials TR UCITS (FINW.L). The values are adjusted to include any dividend payments, if applicable.

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IUFS.L vs. FINW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
-11.32%15.05%30.22%12.12%-11.04%36.28%-3.33%31.22%-14.36%23.02%
FINW.L
Lyxor MSCI World Financials TR UCITS
-8.28%29.01%26.29%16.30%-9.87%28.61%-2.86%25.04%-17.55%23.46%

Returns By Period

In the year-to-date period, IUFS.L achieves a -11.32% return, which is significantly lower than FINW.L's -8.28% return. Both investments have delivered pretty close results over the past 10 years, with IUFS.L having a 11.98% annualized return and FINW.L not far behind at 11.62%.


IUFS.L

1D
0.21%
1M
-5.02%
YTD
-11.32%
6M
-8.44%
1Y
0.14%
3Y*
16.60%
5Y*
8.80%
10Y*
11.98%

FINW.L

1D
0.63%
1M
-6.88%
YTD
-8.28%
6M
-3.01%
1Y
12.47%
3Y*
20.93%
5Y*
11.91%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUFS.L vs. FINW.L - Expense Ratio Comparison

IUFS.L has a 0.15% expense ratio, which is lower than FINW.L's 0.30% expense ratio.


Return for Risk

IUFS.L vs. FINW.L — Risk / Return Rank

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

IUFS.L
IUFS.L Risk / Return Rank: 1111
Overall Rank
IUFS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 1111
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 1010
Martin Ratio Rank

FINW.L
FINW.L Risk / Return Rank: 3636
Overall Rank
FINW.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FINW.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
FINW.L Omega Ratio Rank: 3636
Omega Ratio Rank
FINW.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
FINW.L Martin Ratio Rank: 3535
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.

IUFS.L vs. FINW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Lyxor MSCI World Financials TR UCITS (FINW.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.


IUFS.LFINW.LDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.71

-0.70

Sortino ratio

Return per unit of downside risk

0.14

1.04

-0.90

Omega ratio

Gain probability vs. loss probability

1.02

1.15

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.07

0.82

-0.89

Martin ratio

Return relative to average drawdown

-0.19

3.20

-3.39

IUFS.L vs. FINW.L - Sharpe Ratio Comparison

The current IUFS.L Sharpe Ratio is 0.01, which is lower than the FINW.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IUFS.L and FINW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUFS.LFINW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.71

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.67

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.61

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.47

+0.03

Correlation

The correlation between IUFS.L and FINW.L is 0.93, 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

IUFS.L vs. FINW.L - Dividend Comparison

Neither IUFS.L nor FINW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUFS.L vs. FINW.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.92%, roughly equal to the maximum FINW.L drawdown of -43.64%. Use the drawdown chart below to compare losses from any high point for IUFS.L and FINW.L.


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Drawdown Indicators


IUFS.LFINW.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-43.64%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-13.75%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-27.31%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-43.64%

+0.72%

Current Drawdown

Current decline from peak

-13.01%

-9.97%

-3.04%

Average Drawdown

Average peak-to-trough decline

-7.85%

-7.65%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.53%

+1.31%

Volatility

IUFS.L vs. FINW.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) is 4.99%, while Lyxor MSCI World Financials TR UCITS (FINW.L) has a volatility of 5.65%. This indicates that IUFS.L experiences smaller price fluctuations and is considered to be less risky than FINW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUFS.LFINW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.65%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.20%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

17.63%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

17.76%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

19.20%

+1.86%