WFIN.L vs. XWFS.L
WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD (Acc)) and XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - WFIN.L tracks the MSCI World Financials 35/20 Capped Index while XWFS.L tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 10 years, WFIN.L returned 13.38%/yr vs 10.41%/yr for XWFS.L. Their correlation of 0.82 suggests significant overlap in exposure. WFIN.L charges 0.30%/yr vs 0.25%/yr for XWFS.L.
Performance
WFIN.L vs. XWFS.L - Performance Comparison
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Different Trading Currencies
WFIN.L is traded in USD, while XWFS.L is traded in GBP. To make them comparable, the XWFS.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 8.69% return, which is significantly lower than XWFS.L's 9.39% return. Over the past 10 years, WFIN.L has outperformed XWFS.L with an annualized return of 13.38%, while XWFS.L has yielded a comparatively lower 10.41% 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%
XWFS.L
- 1D
- 0.00%
- 1M
- 4.92%
- 6M
- 9.06%
- YTD
- 9.39%
- 1Y
- 21.25%
- 3Y*
- 24.98%
- 5Y*
- 7.96%
- 10Y*
- 10.41%
WFIN.L vs. XWFS.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% |
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | 9.39% | 29.27% | 26.93% | 15.83% | -33.30% | 26.76% | -0.03% | 32.00% | -22.22% | 33.80% |
Correlation
The correlation between WFIN.L and XWFS.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 | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011 | 0.82 |
The correlation between WFIN.L and XWFS.L shifts across timeframes, from 0.80 (10 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFIN.L vs. XWFS.L — Risk / Return Rank
WFIN.L
XWFS.L
WFIN.L vs. XWFS.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 World Financials UCITS ETF 1C (XWFS.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 | XWFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.78 | +1.08 |
| Martin ratioReturn relative to average drawdown | 6.13 | 1.18 | +4.94 |
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Drawdowns
WFIN.L vs. XWFS.L - Drawdown Comparison
The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than XWFS.L's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for WFIN.L and XWFS.L.
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Drawdown Indicators
| WFIN.L | XWFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -54.52% | -18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -27.40% | +16.34% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -27.40% | +11.71% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -47.23% | +19.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -54.52% | +11.12% |
Current DrawdownCurrent decline from peak | -0.62% | -12.10% | +11.48% |
Average DrawdownAverage peak-to-trough decline | -18.22% | -16.99% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 17.95% | -14.59% |
Volatility
WFIN.L vs. XWFS.L - Volatility Comparison
State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) has a higher volatility of 3.77% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.37%. This indicates that WFIN.L's price experiences larger fluctuations and is considered to be riskier than XWFS.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 | XWFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.37% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 11.14% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 44.11% | -29.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 28.48% | -10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 26.30% | -7.43% |
WFIN.L vs. XWFS.L - Expense Ratio Comparison
WFIN.L has a 0.30% expense ratio, which is higher than XWFS.L's 0.25% expense ratio.
Dividends
WFIN.L vs. XWFS.L - Dividend Comparison
Neither WFIN.L nor XWFS.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, WFIN.L and XWFS.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, XWFS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWFS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for WFIN.L.
WFIN.L tracks MSCI World Financials 35/20 Capped Index, while XWFS.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 0.25% for XWFS.L.
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