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

Performance

WFIN.L vs. UIFS.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 iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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 UIFS.L is traded in GBp. To make them comparable, the UIFS.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 higher than UIFS.L's 3.97% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: WFIN.L at 13.34% and UIFS.L at 13.34%.


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%

UIFS.L

1D
1.18%
1M
6.15%
6M
6.26%
YTD
3.97%
1Y
11.06%
3Y*
20.03%
5Y*
10.96%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.L vs. UIFS.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%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)
3.97%15.15%30.03%11.72%-11.09%36.82%-3.73%32.15%-14.53%22.68%

Correlation

The correlation between WFIN.L and UIFS.L is 0.85, 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

0.85

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

0.83

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.86

The correlation between WFIN.L and UIFS.L has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

WFIN.L vs. UIFS.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

UIFS.L
UIFS.L Risk / Return Rank: 2121
Overall Rank
UIFS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 2121
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1919
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. UIFS.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 S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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.LUIFS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.98

0.77

+1.21

Martin ratioReturn relative to average drawdown

6.54

1.92

+4.62

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

The current WFIN.L Sharpe Ratio is 1.50, which is higher than the UIFS.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of WFIN.L and UIFS.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. UIFS.L - Drawdown Comparison

The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than UIFS.L's maximum drawdown of -47.09%. Use the drawdown chart below to compare losses from any high point for WFIN.L and UIFS.L.


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Drawdown Indicators


WFIN.LUIFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-47.09%

-25.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-14.24%

+3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-18.99%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-26.75%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-42.38%

-1.02%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-18.23%

-12.53%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

5.76%

-2.40%

Volatility

WFIN.L vs. UIFS.L - Volatility Comparison

State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) have volatilities of 3.95% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFIN.LUIFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.81%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

10.62%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

14.17%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

23.25%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

23.00%

-4.13%

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

WFIN.L has a 0.30% expense ratio, which is higher than UIFS.L's 0.15% expense ratio.


Dividends

WFIN.L vs. UIFS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WFIN.L and UIFS.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WFIN.L.

WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc, while UIFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.L and 0.15% for UIFS.L.

Portfolio Optimizer

Find the right allocation for WFIN.L and UIFS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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