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WFIN.L vs. XS7R.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIN.L vs. XS7R.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 Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.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 XS7R.L is traded in GBp. To make them comparable, the XS7R.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 XS7R.L's 12.19% return. Over the past 10 years, WFIN.L has outperformed XS7R.L with an annualized return of 13.34%, while XS7R.L has yielded a comparatively lower 12.31% 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%

XS7R.L

1D
0.64%
1M
5.69%
6M
12.19%
YTD
12.19%
1Y
31.15%
3Y*
31.31%
5Y*
21.17%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIN.L vs. XS7R.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%
XS7R.L
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C
12.19%57.97%16.80%26.73%-7.63%25.86%-17.35%12.27%-28.85%27.57%

Correlation

The correlation between WFIN.L and XS7R.L is 0.82, 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

0.82

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

0.79

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

0.82

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.76

The correlation between WFIN.L and XS7R.L has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

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Return for Risk

WFIN.L vs. XS7R.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

XS7R.L
XS7R.L Risk / Return Rank: 6565
Overall Rank
XS7R.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XS7R.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
XS7R.L Omega Ratio Rank: 6666
Omega Ratio Rank
XS7R.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XS7R.L Martin Ratio Rank: 6262
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. XS7R.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 Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.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.LXS7R.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

1.98

2.35

-0.36

Martin ratioReturn relative to average drawdown

6.54

7.81

-1.27

WFIN.L vs. XS7R.L - Sharpe Ratio Comparison

The current WFIN.L Sharpe Ratio is 1.50, which is comparable to the XS7R.L Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of WFIN.L and XS7R.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. XS7R.L - Drawdown Comparison

The maximum WFIN.L drawdown since its inception was -72.88%, smaller than the maximum XS7R.L drawdown of -85.58%. Use the drawdown chart below to compare losses from any high point for WFIN.L and XS7R.L.


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Drawdown Indicators


WFIN.LXS7R.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.88%

-85.58%

+12.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-13.21%

+2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-16.69%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-27.48%

-34.68%

+7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-61.28%

+17.88%

Current Drawdown

Current decline from peak

-0.27%

-27.36%

+27.09%

Average Drawdown

Average peak-to-trough decline

-18.23%

-64.86%

+46.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.98%

-0.62%

Volatility

WFIN.L vs. XS7R.L - Volatility Comparison

The current volatility for State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) is 3.95%, while Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a volatility of 4.63%. This indicates that WFIN.L experiences smaller price fluctuations and is considered to be less risky than XS7R.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.LXS7R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.63%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

15.68%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

18.58%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.85%

21.51%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

23.81%

-4.94%

WFIN.L vs. XS7R.L - Expense Ratio Comparison

WFIN.L has a 0.30% expense ratio, which is higher than XS7R.L's 0.20% expense ratio.


Dividends

WFIN.L vs. XS7R.L - Dividend Comparison

Neither WFIN.L nor XS7R.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WFIN.L and XS7R.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS7R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS7R.L is cheaper with a 0.20% expense ratio, compared with 0.30% for WFIN.L.

WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc, while XS7R.L tracks MSCI World/Financials NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for WFIN.L and 0.20% for XS7R.L.

Portfolio Optimizer

Find the right allocation for WFIN.L and XS7R.L

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