WFIN.L vs. IDPE.L
WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD (Acc)) and IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) are both Financials Equities funds - WFIN.L tracks the MSCI World Financials 35/20 Capped Index while IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). Both are passively managed. Over the past 10 years, WFIN.L returned 13.38%/yr vs 10.81%/yr for IDPE.L. A 0.74 correlation means they provide meaningful diversification when combined. WFIN.L charges 0.30%/yr vs 0.75%/yr for IDPE.L.
Performance
WFIN.L vs. IDPE.L - Performance Comparison
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Returns By Period
In the year-to-date period, WFIN.L achieves a 8.69% return, which is significantly higher than IDPE.L's -11.15% return. Over the past 10 years, WFIN.L has outperformed IDPE.L with an annualized return of 13.38%, while IDPE.L has yielded a comparatively lower 10.81% annualized return.
WFIN.L
- 1D
- -0.62%
- 1M
- 3.52%
- 6M
- 8.38%
- YTD
- 8.69%
- 1Y
- 20.65%
- 3Y*
- 24.36%
- 5Y*
- 14.77%
- 10Y*
- 13.38%
IDPE.L
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- -13.72%
- YTD
- -11.15%
- 1Y
- -16.47%
- 3Y*
- 9.31%
- 5Y*
- 4.52%
- 10Y*
- 10.81%
WFIN.L vs. IDPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIN.L State Street SPDR MSCI World Financials UCITS ETF USD (Acc) | 8.69% | 29.17% | 26.82% | 16.20% | -9.85% | 28.37% | -2.96% | 24.94% | -17.34% | 23.45% |
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.15% | 1.30% | 23.80% | 39.29% | -28.48% | 41.86% | 4.59% | 43.87% | -13.92% | 25.05% |
Correlation
The correlation between WFIN.L and IDPE.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.74 |
The correlation between WFIN.L and IDPE.L has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
WFIN.L vs. IDPE.L — Risk / Return Rank
WFIN.L
IDPE.L
WFIN.L vs. IDPE.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 iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.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.L | IDPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.88 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | -0.66 | +2.52 |
| Martin ratioReturn relative to average drawdown | 6.13 | -1.18 | +7.31 |
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Drawdowns
WFIN.L vs. IDPE.L - Drawdown Comparison
The maximum WFIN.L drawdown since its inception was -72.88%, smaller than the maximum IDPE.L drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for WFIN.L and IDPE.L.
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Drawdown Indicators
| WFIN.L | IDPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -82.58% | +9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -24.69% | +13.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -25.17% | +9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -38.86% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -50.36% | +6.96% |
Current DrawdownCurrent decline from peak | -0.62% | -17.65% | +17.03% |
Average DrawdownAverage peak-to-trough decline | -18.22% | -20.32% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 13.88% | -10.52% |
Volatility
WFIN.L vs. IDPE.L - Volatility Comparison
The current volatility for State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) is 3.77%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a volatility of 5.39%. This indicates that WFIN.L experiences smaller price fluctuations and is considered to be less risky than IDPE.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.L | IDPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 5.39% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 16.87% | -4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 20.82% | -6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 22.36% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 22.11% | -3.24% |
WFIN.L vs. IDPE.L - Expense Ratio Comparison
WFIN.L has a 0.30% expense ratio, which is lower than IDPE.L's 0.75% expense ratio.
Dividends
WFIN.L vs. IDPE.L - Dividend Comparison
WFIN.L has not paid dividends to shareholders, while IDPE.L's dividend yield for the trailing twelve months is around 3.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
WFIN.L State Street SPDR MSCI World Financials UCITS ETF USD (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
WFIN.L and IDPE.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WFIN.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WFIN.L is cheaper with a 0.30% expense ratio, compared with 0.75% for IDPE.L.
WFIN.L tracks MSCI World Financials 35/20 Capped Index, while IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.L and 0.75% for IDPE.L.
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