IUFS.L vs. WFIN.L
IUFS.L (iShares S&P 500 Financials Sector UCITS ETF USD Acc) and WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD (Acc)) are both Financials Equities funds - IUFS.L tracks the S&P 500 Capped 35/20 Financials Index while WFIN.L tracks the MSCI World Financials 35/20 Capped Index. Both are passively managed. Over the past 10 years, IUFS.L returned 13.14%/yr vs 13.38%/yr for WFIN.L. Their correlation of 0.91 suggests significant overlap in exposure. IUFS.L charges 0.15%/yr vs 0.30%/yr for WFIN.L.
Performance
IUFS.L vs. WFIN.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUFS.L achieves a 3.27% return, which is significantly lower than WFIN.L's 8.69% return. Both investments have delivered pretty close results over the past 10 years, with IUFS.L having a 13.14% annualized return and WFIN.L not far ahead at 13.38%.
IUFS.L
- 1D
- -0.30%
- 1M
- 3.53%
- 6M
- 4.49%
- YTD
- 3.27%
- 1Y
- 9.63%
- 3Y*
- 18.90%
- 5Y*
- 10.77%
- 10Y*
- 13.14%
WFIN.L
- 1D
- -0.62%
- 1M
- 3.52%
- 6M
- 8.38%
- YTD
- 8.69%
- 1Y
- 20.65%
- 3Y*
- 24.36%
- 5Y*
- 14.77%
- 10Y*
- 13.38%
IUFS.L vs. WFIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc | 3.27% | 15.05% | 30.22% | 12.12% | -11.06% | 36.31% | -3.28% | 31.05% | -14.32% | 22.99% |
WFIN.L State Street SPDR MSCI World Financials UCITS ETF USD (Acc) | 8.69% | 29.17% | 26.82% | 16.20% | -9.85% | 28.37% | -2.96% | 24.94% | -17.34% | 23.45% |
Correlation
The correlation between IUFS.L and WFIN.L is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.91 |
The correlation between IUFS.L and WFIN.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
IUFS.L vs. WFIN.L — Risk / Return Rank
IUFS.L
WFIN.L
IUFS.L vs. WFIN.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 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.
| IUFS.L | WFIN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.86 | -1.17 |
| Martin ratioReturn relative to average drawdown | 1.71 | 6.13 | -4.42 |
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Drawdowns
IUFS.L vs. WFIN.L - Drawdown Comparison
The maximum IUFS.L drawdown since its inception was -42.89%, smaller than the maximum WFIN.L drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for IUFS.L and WFIN.L.
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Drawdown Indicators
| IUFS.L | WFIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.89% | -72.88% | +29.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -11.06% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -15.69% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -27.48% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -42.89% | -43.40% | +0.51% |
Current DrawdownCurrent decline from peak | -0.30% | -0.62% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -18.22% | +10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 3.36% | +2.27% |
Volatility
IUFS.L vs. WFIN.L - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) have volatilities of 3.81% and 3.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUFS.L | WFIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.77% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 11.97% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.85% | 14.60% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 17.84% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 18.87% | +2.14% |
IUFS.L vs. WFIN.L - Expense Ratio Comparison
IUFS.L has a 0.15% expense ratio, which is lower than WFIN.L's 0.30% expense ratio.
Dividends
IUFS.L vs. WFIN.L - Dividend Comparison
Neither IUFS.L nor WFIN.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, IUFS.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.
On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WFIN.L.
IUFS.L tracks S&P 500 Capped 35/20 Financials Index, while WFIN.L tracks MSCI World Financials 35/20 Capped Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IUFS.L and 0.30% for WFIN.L.
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