UIFS.L vs. WDFE.L
UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) and WDFE.L (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - UIFS.L tracks the S&P 500 Capped 35/20 Financials Index while WDFE.L tracks the S&P World ESG Enhanced Financials Index. Both are passively managed. Over the past 3 years, UIFS.L returned 15.44%/yr vs 20.32%/yr for WDFE.L. Their correlation of 0.84 suggests significant overlap in exposure. UIFS.L charges 0.15%/yr vs 0.18%/yr for WDFE.L.
Performance
UIFS.L vs. WDFE.L - Performance Comparison
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Different Trading Currencies
UIFS.L is traded in GBp, while WDFE.L is traded in USD. To make them comparable, the WDFE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, UIFS.L achieves a -4.82% return, which is significantly lower than WDFE.L's 0.91% return.
UIFS.L
- 1D
- 3.20%
- 1M
- 2.23%
- YTD
- -4.82%
- 6M
- -2.63%
- 1Y
- 4.61%
- 3Y*
- 15.44%
- 5Y*
- 9.10%
- 10Y*
- 13.04%
WDFE.L
- 1D
- 1.84%
- 1M
- 2.58%
- YTD
- 0.91%
- 6M
- 4.82%
- 1Y
- 13.36%
- 3Y*
- 20.32%
- 5Y*
- —
- 10Y*
- —
UIFS.L vs. WDFE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UIFS.L iShares S&P 500 Financials Sector UCITS ETF USD (Acc) | -4.82% | 7.07% | 32.24% | 12.51% |
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | 0.91% | 17.98% | 27.97% | 12.47% |
Correlation
The correlation between UIFS.L and WDFE.L is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.84 |
The correlation between UIFS.L and WDFE.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
UIFS.L vs. WDFE.L — Risk / Return Rank
UIFS.L
WDFE.L
UIFS.L vs. WDFE.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) (UIFS.L) and Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.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.
| UIFS.L | WDFE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.47 | -1.11 |
| Martin ratioReturn relative to average drawdown | 0.83 | 4.80 | -3.97 |
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
| UIFS.L | WDFE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.99 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.28 | -0.66 |
Drawdowns
UIFS.L vs. WDFE.L - Drawdown Comparison
The maximum UIFS.L drawdown since its inception was -35.31%, which is greater than WDFE.L's maximum drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for UIFS.L and WDFE.L.
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Drawdown Indicators
| UIFS.L | WDFE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.31% | -16.32% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -9.07% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -16.32% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | — | — |
Current DrawdownCurrent decline from peak | -6.76% | -0.61% | -6.15% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -2.16% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 2.77% | +2.76% |
Volatility
UIFS.L vs. WDFE.L - Volatility Comparison
iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a higher volatility of 4.41% compared to Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) at 3.68%. This indicates that UIFS.L's price experiences larger fluctuations and is considered to be riskier than WDFE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UIFS.L | WDFE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 3.68% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 10.61% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.98% | 13.42% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 14.61% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 14.61% | +5.51% |
UIFS.L vs. WDFE.L - Expense Ratio Comparison
UIFS.L has a 0.15% expense ratio, which is lower than WDFE.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UIFS.L vs. WDFE.L - Dividend Comparison
Neither UIFS.L nor WDFE.L has paid dividends to shareholders.
Frequently Asked Questions
UIFS.L and WDFE.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.18% for WDFE.L.
UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while WDFE.L tracks S&P World ESG Enhanced Financials Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for UIFS.L and 0.18% for WDFE.L.
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