IUS2.DE vs. WF1E.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, IUS2.DE returned 22.96%/yr vs 20.18%/yr for WF1E.DE. A 0.76 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.18%/yr for WF1E.DE.
Performance
IUS2.DE vs. WF1E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than WF1E.DE's 1.34% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
WF1E.DE
- 1D
- 1.98%
- 1M
- 2.52%
- YTD
- 1.34%
- 6M
- 6.14%
- 1Y
- 10.69%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
IUS2.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | 19.38% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between IUS2.DE and WF1E.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.76 |
The correlation between IUS2.DE and WF1E.DE has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. WF1E.DE — Risk / Return Rank
IUS2.DE
WF1E.DE
IUS2.DE vs. WF1E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE). 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.
| IUS2.DE | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.19 | +0.55 |
| Martin ratioReturn relative to average drawdown | 4.72 | 3.65 | +1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS2.DE | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.84 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.34 | -1.13 |
Drawdowns
IUS2.DE vs. WF1E.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and WF1E.DE.
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Drawdown Indicators
| IUS2.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -19.97% | -29.76% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -8.92% | -5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -19.97% | -12.35% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -3.92% | -0.87% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -2.63% | -13.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.92% | +2.52% |
Volatility
IUS2.DE vs. WF1E.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) at 3.46%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than WF1E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS2.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.46% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 9.46% | +5.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 12.69% | +8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 14.49% | +12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 14.49% | +15.61% |
IUS2.DE vs. WF1E.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio.
Dividends
IUS2.DE vs. WF1E.DE - Dividend Comparison
Neither IUS2.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and WF1E.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WF1E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WF1E.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for IUS2.DE and 0.18% for WF1E.DE.
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