WFIN.AS vs. ESIF.DE
WFIN.AS (SPDR MSCI World Financials UCITS ETF) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from State Street and iShares respectively. Both are passively managed. Over the past 5 years, WFIN.AS returned 12.40%/yr vs 19.33%/yr for ESIF.DE. A 0.79 correlation means they provide meaningful diversification when combined. WFIN.AS charges 0.30%/yr vs 0.18%/yr for ESIF.DE.
Performance
WFIN.AS vs. ESIF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WFIN.AS achieves a -0.53% return, which is significantly lower than ESIF.DE's 3.24% return.
WFIN.AS
- 1D
- -1.10%
- 1M
- 0.74%
- YTD
- -0.53%
- 6M
- 3.66%
- 1Y
- 10.32%
- 3Y*
- 19.91%
- 5Y*
- 12.40%
- 10Y*
- 11.76%
ESIF.DE
- 1D
- -1.74%
- 1M
- 3.46%
- YTD
- 3.24%
- 6M
- 10.32%
- 1Y
- 21.74%
- 3Y*
- 28.40%
- 5Y*
- 19.33%
- 10Y*
- —
WFIN.AS vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WFIN.AS SPDR MSCI World Financials UCITS ETF | -0.53% | 14.32% | 35.51% | 11.89% | -4.62% | 39.49% | 2.47% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.24% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
Correlation
The correlation between WFIN.AS and ESIF.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.79 |
The correlation between WFIN.AS and ESIF.DE has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
WFIN.AS vs. ESIF.DE — Risk / Return Rank
WFIN.AS
ESIF.DE
WFIN.AS vs. ESIF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Financials UCITS ETF (WFIN.AS) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| WFIN.AS | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.75 | -0.69 |
| Martin ratioReturn relative to average drawdown | 3.27 | 5.84 | -2.57 |
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
| WFIN.AS | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.20 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.01 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 1.16 | -0.97 |
Drawdowns
WFIN.AS vs. ESIF.DE - Drawdown Comparison
The maximum WFIN.AS drawdown since its inception was -72.88%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for WFIN.AS and ESIF.DE.
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Drawdown Indicators
| WFIN.AS | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -22.93% | -49.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -12.38% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -17.10% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.52% | -22.93% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -3.24% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -18.72% | -4.14% | -14.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.71% | -0.59% |
Volatility
WFIN.AS vs. ESIF.DE - Volatility Comparison
The current volatility for SPDR MSCI World Financials UCITS ETF (WFIN.AS) is 3.08%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 6.10%. This indicates that WFIN.AS experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIN.AS | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.10% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 14.58% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 17.98% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 18.96% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 18.85% | +0.59% |
WFIN.AS vs. ESIF.DE - Expense Ratio Comparison
WFIN.AS has a 0.30% expense ratio, which is higher than ESIF.DE's 0.18% expense ratio.
Dividends
WFIN.AS vs. ESIF.DE - Dividend Comparison
Neither WFIN.AS nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
WFIN.AS and ESIF.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for WFIN.AS.
Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.AS and 0.18% for ESIF.DE.
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