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WDFE.L vs. FING.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDFE.L vs. FING.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Global X FinTech UCITS ETF USD Distributing (FING.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WDFE.L is traded in USD, while FING.L is traded in GBP. To make them comparable, the FING.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDFE.L achieves a 0.50% return, which is significantly higher than FING.L's -15.39% return.


WDFE.L

1D
1.84%
1M
1.65%
YTD
0.50%
6M
5.55%
1Y
12.27%
3Y*
23.42%
5Y*
10Y*

FING.L

1D
2.14%
1M
-2.59%
YTD
-15.39%
6M
-17.15%
1Y
-19.86%
3Y*
6.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDFE.L vs. FING.L - Yearly Performance Comparison


2026 (YTD)202520242023
WDFE.L
Invesco S&P World Financials ESG UCITS ETF Acc
0.50%27.03%25.78%15.69%
FING.L
Global X FinTech UCITS ETF USD Distributing
-15.39%-5.54%21.97%24.28%

Correlation

The correlation between WDFE.L and FING.L is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.68

The correlation between WDFE.L and FING.L has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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Return for Risk

WDFE.L vs. FING.L — Risk / Return Rank

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

WDFE.L
WDFE.L Risk / Return Rank: 2626
Overall Rank
WDFE.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
WDFE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
WDFE.L Omega Ratio Rank: 2424
Omega Ratio Rank
WDFE.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
WDFE.L Martin Ratio Rank: 2929
Martin Ratio Rank

FING.L
FING.L Risk / Return Rank: 44
Overall Rank
FING.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FING.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FING.L Omega Ratio Rank: 33
Omega Ratio Rank
FING.L Calmar Ratio Rank: 55
Calmar Ratio Rank
FING.L Martin Ratio Rank: 44
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.

WDFE.L vs. FING.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Global X FinTech UCITS ETF USD Distributing (FING.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.


WDFE.LFING.LDifference
Sharpe ratioReturn per unit of total volatility

+1.62

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.16

0.89

+0.27

Calmar ratioReturn relative to maximum drawdown

1.19

-0.54

+1.73

Martin ratioReturn relative to average drawdown

4.02

-1.02

+5.04

WDFE.L vs. FING.L - Sharpe Ratio Comparison

The current WDFE.L Sharpe Ratio is 0.88, which is higher than the FING.L Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of WDFE.L and FING.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


WDFE.LFING.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.74

+1.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

-0.41

+1.83

Drawdowns

WDFE.L vs. FING.L - Drawdown Comparison

The maximum WDFE.L drawdown since its inception was -16.10%, smaller than the maximum FING.L drawdown of -60.60%. Use the drawdown chart below to compare losses from any high point for WDFE.L and FING.L.


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Drawdown Indicators


WDFE.LFING.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.10%

-60.60%

+44.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-36.53%

+26.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-36.53%

+20.43%

Current Drawdown

Current decline from peak

-1.16%

-45.57%

+44.41%

Average Drawdown

Average peak-to-trough decline

-2.17%

-42.47%

+40.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

19.39%

-16.35%

Volatility

WDFE.L vs. FING.L - Volatility Comparison

The current volatility for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) is 3.75%, while Global X FinTech UCITS ETF USD Distributing (FING.L) has a volatility of 7.87%. This indicates that WDFE.L experiences smaller price fluctuations and is considered to be less risky than FING.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDFE.LFING.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

7.87%

-4.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

20.77%

-9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

26.96%

-13.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

30.65%

-15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

30.65%

-15.30%

WDFE.L vs. FING.L - Expense Ratio Comparison

WDFE.L has a 0.18% expense ratio, which is lower than FING.L's 0.60% expense ratio.


Dividends

WDFE.L vs. FING.L - Dividend Comparison

Neither WDFE.L nor FING.L has paid dividends to shareholders.


PositionTTM202520242023
FING.L
Global X FinTech UCITS ETF USD Distributing
0.00%0.00%0.21%0.08%
WDFE.L
Invesco S&P World Financials ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDFE.L and FING.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDFE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDFE.L is cheaper with a 0.18% expense ratio, compared with 0.60% for FING.L.

WDFE.L tracks S&P World ESG Enhanced Financials Index, while FING.L tracks Indxx Global Fintech Thematic. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.18% for WDFE.L and 0.60% for FING.L.

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