WF1E.DE vs. IXG
WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) and IXG (iShares Global Financials ETF) are both Financials Equities funds - WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials while IXG tracks the S&P Global Financials Sector Index. Both are passively managed. Over the past 3 years, WF1E.DE returned 20.18%/yr vs 19.76%/yr for IXG. A 0.67 correlation means they provide meaningful diversification when combined. WF1E.DE charges 0.18%/yr vs 0.46%/yr for IXG.
Performance
WF1E.DE vs. IXG - Performance Comparison
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Different Trading Currencies
WF1E.DE is traded in EUR, while IXG is traded in USD. To make them comparable, the IXG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WF1E.DE achieves a 1.34% return, which is significantly lower than IXG's 2.72% return.
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
IXG
- 1D
- -0.17%
- 1M
- 1.32%
- YTD
- 2.72%
- 6M
- 5.35%
- 1Y
- 13.33%
- 3Y*
- 19.76%
- 5Y*
- 12.39%
- 10Y*
- 11.69%
WF1E.DE vs. IXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
IXG iShares Global Financials ETF | 2.72% | 13.29% | 33.99% | 11.83% |
Correlation
The correlation between WF1E.DE and IXG is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.67 |
The correlation between WF1E.DE and IXG has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.
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Return for Risk
WF1E.DE vs. IXG — Risk / Return Rank
WF1E.DE
IXG
WF1E.DE vs. IXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and iShares Global Financials ETF (IXG). 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.
| WF1E.DE | IXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.36 | -0.17 |
| Martin ratioReturn relative to average drawdown | 3.65 | 4.47 | -0.82 |
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
| WF1E.DE | IXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.01 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 0.23 | +1.11 |
Drawdowns
WF1E.DE vs. IXG - Drawdown Comparison
The maximum WF1E.DE drawdown since its inception was -19.97%, smaller than the maximum IXG drawdown of -75.52%. Use the drawdown chart below to compare losses from any high point for WF1E.DE and IXG.
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Drawdown Indicators
| WF1E.DE | IXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.97% | -75.52% | +55.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -9.83% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.97% | -17.89% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.85% | — |
Current DrawdownCurrent decline from peak | -0.87% | -0.38% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -19.51% | +16.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.99% | -0.07% |
Volatility
WF1E.DE vs. IXG - Volatility Comparison
Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and iShares Global Financials ETF (IXG) have volatilities of 3.46% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WF1E.DE | IXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 3.40% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 10.07% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 13.19% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 16.27% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.49% | 19.86% | -5.37% |
WF1E.DE vs. IXG - Expense Ratio Comparison
WF1E.DE has a 0.18% expense ratio, which is lower than IXG's 0.46% expense ratio.
Dividends
WF1E.DE vs. IXG - Dividend Comparison
WF1E.DE has not paid dividends to shareholders, while IXG's dividend yield for the trailing twelve months is around 2.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXG iShares Global Financials ETF | 2.03% | 2.04% | 2.64% | 2.62% | 3.71% | 1.69% | 2.13% | 2.87% | 3.14% | 2.12% | 2.21% | 2.79% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WF1E.DE and IXG have a correlation of 0.72, 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 0.46% for IXG.
WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials, while IXG tracks S&P Global Financials Sector Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WF1E.DE and 0.46% for IXG.
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