XDWF.DE vs. EUFN
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and EUFN (iShares MSCI Europe Financials ETF) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while EUFN tracks the MSCI Europe Financials Index. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 11.68%/yr for EUFN. A 0.66 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.48%/yr for EUFN.
Performance
XDWF.DE vs. EUFN - Performance Comparison
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Different Trading Currencies
XDWF.DE is traded in EUR, while EUFN is traded in USD. To make them comparable, the EUFN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than EUFN's 2.68% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and EUFN not far behind at 11.68%.
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
EUFN
- 1D
- -1.03%
- 1M
- -1.02%
- YTD
- 2.68%
- 6M
- 9.03%
- 1Y
- 20.48%
- 3Y*
- 27.39%
- 5Y*
- 18.56%
- 10Y*
- 11.68%
XDWF.DE vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
EUFN iShares MSCI Europe Financials ETF | 2.68% | 46.06% | 24.94% | 22.36% | -3.13% | 28.04% | -16.09% | 23.46% | -19.54% | 11.34% |
Correlation
The correlation between XDWF.DE and EUFN is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.66 |
The correlation between XDWF.DE and EUFN shifts across timeframes, from 0.54 (3 years) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. EUFN — Risk / Return Rank
XDWF.DE
EUFN
XDWF.DE vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and iShares MSCI Europe Financials ETF (EUFN). 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.
| XDWF.DE | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.56 | -0.27 |
| Martin ratioReturn relative to average drawdown | 3.98 | 5.56 | -1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWF.DE | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.15 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.98 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.51 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.34 | +0.29 |
Drawdowns
XDWF.DE vs. EUFN - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum EUFN drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and EUFN.
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Drawdown Indicators
| XDWF.DE | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -46.82% | +4.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -13.16% | +3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -17.16% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -23.70% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -46.82% | +4.76% |
Current DrawdownCurrent decline from peak | -0.84% | -3.04% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -11.29% | +5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.69% | -0.55% |
Volatility
XDWF.DE vs. EUFN - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 5.31%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWF.DE | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.31% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 14.74% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 17.85% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 19.09% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 22.97% | -4.36% |
XDWF.DE vs. EUFN - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than EUFN's 0.48% expense ratio.
Dividends
XDWF.DE vs. EUFN - Dividend Comparison
XDWF.DE has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 3.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 3.55% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 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
XDWF.DE and EUFN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.48% for EUFN.
XDWF.DE tracks MSCI World Financials, while EUFN tracks MSCI Europe Financials Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWF.DE and 0.48% for EUFN.
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