IUS2.DE vs. XDWF.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while XDWF.DE tracks the MSCI World Financials. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 12.85%/yr for XDWF.DE. Their correlation of 0.86 suggests significant overlap in exposure. IUS2.DE charges 0.35%/yr vs 0.25%/yr for XDWF.DE.
Performance
IUS2.DE vs. XDWF.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 XDWF.DE's 1.15% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 0.42%
- YTD
- 4.22%
- 6M
- 7.63%
- 1Y
- 26.47%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
IUS2.DE vs. XDWF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -14.01% |
Correlation
The correlation between IUS2.DE and XDWF.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.86 |
The correlation between IUS2.DE and XDWF.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. XDWF.DE — Risk / Return Rank
IUS2.DE
XDWF.DE
IUS2.DE vs. XDWF.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 Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.29 | +0.45 |
| Martin ratioReturn relative to average drawdown | 4.72 | 3.98 | +0.73 |
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 | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.93 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.78 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.63 | -0.43 |
Drawdowns
IUS2.DE vs. XDWF.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than XDWF.DE's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and XDWF.DE.
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Drawdown Indicators
| IUS2.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -42.06% | -7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -9.65% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -19.74% | -12.58% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -19.74% | -28.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.06% | — |
Current DrawdownCurrent decline from peak | -3.92% | -0.84% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -6.06% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.14% | +2.30% |
Volatility
IUS2.DE vs. XDWF.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.37%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than XDWF.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 | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.37% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 10.03% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 13.39% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 16.25% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 18.61% | +11.49% |
IUS2.DE vs. XDWF.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than XDWF.DE's 0.25% expense ratio.
Dividends
IUS2.DE vs. XDWF.DE - Dividend Comparison
Neither IUS2.DE nor XDWF.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and XDWF.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for IUS2.DE and 0.25% for XDWF.DE.
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