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WFIN.AS vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIN.AS vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Financials UCITS ETF (WFIN.AS) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WFIN.AS is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WFIN.AS achieves a -0.53% return, which is significantly lower than IAU's 4.22% return. Over the past 10 years, WFIN.AS has underperformed IAU with an annualized return of 11.76%, while IAU has yielded a comparatively higher 13.07% annualized 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%

IAU

1D
-0.77%
1M
-0.92%
YTD
4.22%
6M
6.08%
1Y
29.57%
3Y*
27.81%
5Y*
19.44%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.AS vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIN.AS
SPDR MSCI World Financials UCITS ETF
-0.53%14.32%35.51%11.89%-4.62%39.49%-11.39%27.43%-12.91%7.84%
IAU
iShares Gold Trust
4.22%44.49%35.22%9.45%5.53%3.18%14.73%20.65%2.85%-0.97%

Correlation

The correlation between WFIN.AS and IAU is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

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

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

-0.09

The correlation between WFIN.AS and IAU shifts across timeframes, from -0.09 (all time) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WFIN.AS vs. IAU — Risk / Return Rank

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

WFIN.AS
WFIN.AS Risk / Return Rank: 2323
Overall Rank
WFIN.AS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WFIN.AS Sortino Ratio Rank: 2323
Sortino Ratio Rank
WFIN.AS Omega Ratio Rank: 2121
Omega Ratio Rank
WFIN.AS Calmar Ratio Rank: 2323
Calmar Ratio Rank
WFIN.AS Martin Ratio Rank: 2525
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3232
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 3333
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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.

WFIN.AS vs. IAU - 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 Gold Trust (IAU). 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.ASIAUDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

1.06

1.73

-0.68

Martin ratioReturn relative to average drawdown

3.27

4.18

-0.92

WFIN.AS vs. IAU - Sharpe Ratio Comparison

The current WFIN.AS Sharpe Ratio is 0.80, which is lower than the IAU Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of WFIN.AS and IAU, 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


WFIN.ASIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.19

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

1.17

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.88

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.66

-0.47

Drawdowns

WFIN.AS vs. IAU - Drawdown Comparison

The maximum WFIN.AS drawdown since its inception was -72.88%, which is greater than IAU's maximum drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for WFIN.AS and IAU.


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Drawdown Indicators


WFIN.ASIAUDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-37.42%

-35.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-17.12%

+7.47%

Max Drawdown (3Y)

Largest decline over 3 years

-19.52%

-17.12%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

-17.12%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.00%

-18.61%

-23.39%

Current Drawdown

Current decline from peak

-2.75%

-16.13%

+13.38%

Average Drawdown

Average peak-to-trough decline

-18.72%

-12.01%

-6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

7.08%

-3.96%

Volatility

WFIN.AS vs. IAU - Volatility Comparison

The current volatility for SPDR MSCI World Financials UCITS ETF (WFIN.AS) is 3.08%, while iShares Gold Trust (IAU) has a volatility of 4.72%. This indicates that WFIN.AS experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIN.ASIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

4.72%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

21.69%

-12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

25.00%

-12.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

16.64%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

14.86%

+4.58%

WFIN.AS vs. IAU - Expense Ratio Comparison

WFIN.AS has a 0.30% expense ratio, which is higher than IAU's 0.25% expense ratio.


Dividends

WFIN.AS vs. IAU - Dividend Comparison

Neither WFIN.AS nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WFIN.AS and IAU have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAU is cheaper with a 0.25% expense ratio, compared with 0.30% for WFIN.AS.

WFIN.AS is categorized as Financials Equities, while IAU is Gold. WFIN.AS tracks MSCI World/Financials NR USD, while IAU tracks LBMA Gold Price. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.AS and 0.25% for IAU.

Portfolio Optimizer

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