WFIN.L vs. XLFS.L
WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD Acc) and XLFS.L (Invesco Financials S&P US Select Sector UCITS ETF Acc) are both Financials Equities funds - WFIN.L tracks the State Street SPDR MSCI World Financials UCITS ETF USD Acc while XLFS.L tracks the S&P® Select Sector Capped 20% Financials Index. Both are passively managed. Over the past 10 years, WFIN.L returned 13.34%/yr vs 13.21%/yr for XLFS.L. Their correlation of 0.83 suggests significant overlap in exposure. WFIN.L charges 0.30%/yr vs 0.14%/yr for XLFS.L.
Performance
WFIN.L vs. XLFS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WFIN.L achieves a 8.91% return, which is significantly higher than XLFS.L's 3.57% return. Both investments have delivered pretty close results over the past 10 years, with WFIN.L having a 13.34% annualized return and XLFS.L not far behind at 13.21%.
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%
XLFS.L
- 1D
- 0.47%
- 1M
- 5.60%
- 6M
- 5.87%
- YTD
- 3.57%
- 1Y
- 10.49%
- 3Y*
- 19.82%
- 5Y*
- 10.83%
- 10Y*
- 13.21%
WFIN.L vs. XLFS.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 | 8.91% | 29.17% | 26.82% | 16.20% | -9.85% | 28.37% | -2.96% | 24.94% | -17.34% | 23.45% |
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc | 3.57% | 14.99% | 29.97% | 12.27% | -11.03% | 36.17% | -3.27% | 31.25% | -14.44% | 22.86% |
Correlation
The correlation between WFIN.L and XLFS.L is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2009 | 0.83 |
The correlation between WFIN.L and XLFS.L shifts across timeframes, from 0.83 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WFIN.L vs. XLFS.L — Risk / Return Rank
WFIN.L
XLFS.L
WFIN.L vs. XLFS.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 Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.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 | XLFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.75 | +1.23 |
| Martin ratioReturn relative to average drawdown | 6.54 | 1.84 | +4.70 |
Loading charts...
Drawdowns
WFIN.L vs. XLFS.L - Drawdown Comparison
The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than XLFS.L's maximum drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for WFIN.L and XLFS.L.
Loading charts...
Drawdown Indicators
| WFIN.L | XLFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -42.76% | -30.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -13.93% | +2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -17.10% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -26.06% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -42.76% | -0.64% |
Current DrawdownCurrent decline from peak | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -18.23% | -7.79% | -10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 5.70% | -2.34% |
Volatility
WFIN.L vs. XLFS.L - Volatility Comparison
The current volatility for State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) is 3.95%, while Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) has a volatility of 4.69%. This indicates that WFIN.L experiences smaller price fluctuations and is considered to be less risky than XLFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WFIN.L | XLFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.69% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 11.52% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 14.87% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 18.92% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 20.83% | -1.96% |
WFIN.L vs. XLFS.L - Expense Ratio Comparison
WFIN.L has a 0.30% expense ratio, which is higher than XLFS.L's 0.14% expense ratio.
Dividends
WFIN.L vs. XLFS.L - Dividend Comparison
Neither WFIN.L nor XLFS.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, WFIN.L and XLFS.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.
On fees, XLFS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLFS.L is cheaper with a 0.14% expense ratio, compared with 0.30% for WFIN.L.
WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc, while XLFS.L tracks S&P® Select Sector Capped 20% Financials Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for WFIN.L and 0.14% for XLFS.L.
Find the right allocation for WFIN.L and XLFS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer