XDWF.DE vs. IUS2.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while IUS2.DE tracks the S&P 900 Banks 7/4 Capped. Both are passively managed. Over the past 5 years, XDWF.DE returned 12.85%/yr vs 5.75%/yr for IUS2.DE. Their correlation of 0.86 suggests significant overlap in exposure. XDWF.DE charges 0.25%/yr vs 0.35%/yr for IUS2.DE.
Performance
XDWF.DE vs. IUS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than IUS2.DE's 4.22% return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 2.66%
- YTD
- 1.15%
- 6M
- 4.89%
- 1Y
- 12.52%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
XDWF.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -14.01% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Correlation
The correlation between XDWF.DE and IUS2.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.86 |
The correlation between XDWF.DE and IUS2.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. IUS2.DE — Risk / Return Rank
XDWF.DE
IUS2.DE
XDWF.DE vs. IUS2.DE - 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 S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE). 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 | IUS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.74 | -0.45 |
| Martin ratioReturn relative to average drawdown | 3.98 | 4.72 | -0.73 |
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 | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.22 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.21 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.20 | +0.43 |
Drawdowns
XDWF.DE vs. IUS2.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum IUS2.DE drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and IUS2.DE.
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Drawdown Indicators
| XDWF.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -49.73% | +7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -14.73% | +5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -32.32% | +12.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -48.08% | +28.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.92% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -16.24% | +10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 5.44% | -2.30% |
Volatility
XDWF.DE vs. IUS2.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 5.80%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.DE 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 | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.80% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 15.40% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 20.99% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 26.98% | -10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 30.10% | -11.49% |
XDWF.DE vs. IUS2.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than IUS2.DE's 0.35% expense ratio.
Dividends
XDWF.DE vs. IUS2.DE - Dividend Comparison
Neither XDWF.DE nor IUS2.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and IUS2.DE have a correlation of 0.78, 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 0.35% for IUS2.DE.
XDWF.DE tracks MSCI World Financials, while IUS2.DE tracks S&P 900 Banks 7/4 Capped. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWF.DE and 0.35% for IUS2.DE.
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