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UIFS.L vs. XWFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIFS.L vs. XWFS.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) (UIFS.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UIFS.L is traded in GBp, while XWFS.L is traded in GBP. To make them comparable, the XWFS.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 XWFS.L's 0.60% 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%

XWFS.L

1D
2.05%
1M
2.74%
YTD
0.60%
6M
4.10%
1Y
15.66%
3Y*
21.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. XWFS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)
-4.82%7.07%32.24%6.12%-2.73%
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
0.60%20.20%29.08%10.02%-0.66%

Correlation

The correlation between UIFS.L and XWFS.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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2022

0.88

The correlation between UIFS.L and XWFS.L has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

UIFS.L vs. XWFS.L — Risk / Return Rank

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

UIFS.L
UIFS.L Risk / Return Rank: 1414
Overall Rank
UIFS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 1414
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1313
Martin Ratio Rank

XWFS.L
XWFS.L Risk / Return Rank: 3434
Overall Rank
XWFS.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XWFS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XWFS.L Omega Ratio Rank: 3333
Omega Ratio Rank
XWFS.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
XWFS.L Martin Ratio Rank: 3434
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.

UIFS.L vs. XWFS.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 Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.LXWFS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.07

1.22

-0.15

Calmar ratioReturn relative to maximum drawdown

0.36

1.62

-1.26

Martin ratioReturn relative to average drawdown

0.83

5.18

-4.35

UIFS.L vs. XWFS.L - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.33, which is lower than the XWFS.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of UIFS.L and XWFS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UIFS.LXWFS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.24

-0.91

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

0.85

-0.23

Drawdowns

UIFS.L vs. XWFS.L - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -35.31%, which is greater than XWFS.L's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for UIFS.L and XWFS.L.


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Drawdown Indicators


UIFS.LXWFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-16.47%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-9.64%

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-16.47%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

Current Drawdown

Current decline from peak

-6.76%

-0.92%

-5.84%

Average Drawdown

Average peak-to-trough decline

-6.08%

-4.11%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

3.01%

+2.52%

Volatility

UIFS.L vs. XWFS.L - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a higher volatility of 4.41% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.40%. This indicates that UIFS.L's price experiences larger fluctuations and is considered to be riskier than XWFS.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.LXWFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.40%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

9.82%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

12.57%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

16.04%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

16.04%

+4.08%

UIFS.L vs. XWFS.L - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is lower than XWFS.L's 0.25% 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. XWFS.L - Dividend Comparison

Neither UIFS.L nor XWFS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, UIFS.L and XWFS.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, 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 0.25% for XWFS.L.

UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while XWFS.L tracks MSCI World/Financials NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for UIFS.L and 0.25% for XWFS.L.

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