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WFIN.L vs. FNCW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIN.L vs. FNCW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) and SPDR MSCI World Financials UCITS ETF (FNCW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WFIN.L achieves a 8.91% return, which is significantly lower than FNCW.L's 9.62% return. Over the past 10 years, WFIN.L has outperformed FNCW.L with an annualized return of 13.34%, while FNCW.L has yielded a comparatively lower 10.38% annualized return.


WFIN.L

1D
-0.27%
1M
5.66%
6M
9.60%
YTD
8.91%
1Y
21.36%
3Y*
24.93%
5Y*
14.81%
10Y*
13.34%

FNCW.L

1D
0.91%
1M
6.50%
6M
10.34%
YTD
9.62%
1Y
22.59%
3Y*
25.48%
5Y*
7.97%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.L vs. FNCW.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIN.L
State Street SPDR MSCI World Financials UCITS ETF USD Acc
8.91%29.17%26.82%16.20%-9.85%28.37%-2.96%24.94%-17.34%23.45%
FNCW.L
SPDR MSCI World Financials UCITS ETF
9.62%29.48%26.60%15.73%-33.29%26.73%0.14%30.57%-21.66%34.31%

Correlation

The correlation between WFIN.L and FNCW.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.93

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

0.90

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

0.81

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.84

The correlation between WFIN.L and FNCW.L shifts across timeframes, from 0.81 (10 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WFIN.L vs. FNCW.L — Risk / Return Rank

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

WFIN.L
WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
Martin Ratio Rank

FNCW.L
FNCW.L Risk / Return Rank: 5858
Overall Rank
FNCW.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FNCW.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
FNCW.L Omega Ratio Rank: 5959
Omega Ratio Rank
FNCW.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
FNCW.L Martin Ratio Rank: 5151
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.L vs. FNCW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) and SPDR MSCI World Financials UCITS ETF (FNCW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WFIN.LFNCW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.26

1.28

-0.02

Calmar ratioReturn relative to maximum drawdown

1.98

1.97

+0.01

Martin ratioReturn relative to average drawdown

6.54

6.61

-0.07

WFIN.L vs. FNCW.L - Sharpe Ratio Comparison

The current WFIN.L Sharpe Ratio is 1.50, which is comparable to the FNCW.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of WFIN.L and FNCW.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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Drawdowns

WFIN.L vs. FNCW.L - Drawdown Comparison

The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than FNCW.L's maximum drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for WFIN.L and FNCW.L.


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Drawdown Indicators


WFIN.LFNCW.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-54.46%

-18.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-11.41%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-15.90%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-47.30%

+19.82%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-54.46%

+11.06%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-18.23%

-15.83%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.41%

-0.05%

Volatility

WFIN.L vs. FNCW.L - Volatility Comparison

State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) has a higher volatility of 3.95% compared to SPDR MSCI World Financials UCITS ETF (FNCW.L) at 3.36%. This indicates that WFIN.L's price experiences larger fluctuations and is considered to be riskier than FNCW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIN.LFNCW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.36%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

10.86%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

13.63%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

20.76%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

22.33%

-3.46%

WFIN.L vs. FNCW.L - Expense Ratio Comparison

Both WFIN.L and FNCW.L have an expense ratio of 0.30%.


Dividends

WFIN.L vs. FNCW.L - Dividend Comparison

Neither WFIN.L nor FNCW.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, WFIN.L and FNCW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WFIN.L and FNCW.L have the same expense ratio: 0.30% per year.

WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc, while FNCW.L tracks MSCI World/Financials NR USD.

Portfolio Optimizer

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