WFIN.AS vs. SXR8.DE
Compare and contrast key facts about SPDR MSCI World Financials UCITS ETF (WFIN.AS) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
WFIN.AS and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WFIN.AS is a passively managed fund by State Street that tracks the performance of the MSCI World/Financials NR USD. It was launched on Apr 29, 2016. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both WFIN.AS and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WFIN.AS vs. SXR8.DE - Performance Comparison
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WFIN.AS vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIN.AS SPDR MSCI World Financials UCITS ETF | -4.56% | 14.32% | 35.51% | 11.89% | -4.62% | 39.49% | -11.39% | 27.43% | -12.91% | 7.84% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -3.01% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, WFIN.AS achieves a -4.56% return, which is significantly lower than SXR8.DE's -3.01% return. Over the past 10 years, WFIN.AS has underperformed SXR8.DE with an annualized return of 11.05%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
WFIN.AS
- 1D
- 2.25%
- 1M
- -1.89%
- YTD
- -4.56%
- 6M
- 0.71%
- 1Y
- 6.61%
- 3Y*
- 19.65%
- 5Y*
- 12.92%
- 10Y*
- 11.05%
SXR8.DE
- 1D
- 1.70%
- 1M
- -3.07%
- YTD
- -3.01%
- 6M
- 0.06%
- 1Y
- 10.20%
- 3Y*
- 16.07%
- 5Y*
- 12.10%
- 10Y*
- 13.67%
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WFIN.AS vs. SXR8.DE - Expense Ratio Comparison
WFIN.AS has a 0.30% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.
Return for Risk
WFIN.AS vs. SXR8.DE — Risk / Return Rank
WFIN.AS
SXR8.DE
WFIN.AS vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.59 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.60 | 0.90 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.22 | +0.87 |
Martin ratioReturn relative to average drawdown | 6.79 | 4.41 | +2.39 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 0.59 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.79 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.74 | -0.56 |
Correlation
The correlation between WFIN.AS and SXR8.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WFIN.AS vs. SXR8.DE - Dividend Comparison
Neither WFIN.AS nor SXR8.DE has paid dividends to shareholders.
Drawdowns
WFIN.AS vs. SXR8.DE - Drawdown Comparison
The maximum WFIN.AS drawdown since its inception was -72.88%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for WFIN.AS and SXR8.DE.
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Drawdown Indicators
| WFIN.AS | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -33.78% | -39.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.64% | -13.42% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.52% | -23.32% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -33.78% | -8.22% |
Current DrawdownCurrent decline from peak | -6.68% | -5.21% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -18.86% | -5.22% | -13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.32% | +0.64% |
Volatility
WFIN.AS vs. SXR8.DE - Volatility Comparison
SPDR MSCI World Financials UCITS ETF (WFIN.AS) has a higher volatility of 5.11% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.77%. This indicates that WFIN.AS's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 3.77% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 8.64% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 17.20% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 15.19% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 16.14% | +4.02% |