XDWF.DE vs. WF1E.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while WF1E.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. Both are passively managed. Over the past 3 years, XDWF.DE returned 20.89%/yr vs 20.18%/yr for WF1E.DE. With a 0.96 correlation, they move nearly in lockstep. XDWF.DE charges 0.25%/yr vs 0.18%/yr for WF1E.DE.
Performance
XDWF.DE vs. WF1E.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 WF1E.DE's 1.34% return.
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%
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
XDWF.DE vs. WF1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 14.11% |
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 13.85% | 32.68% | 14.22% |
Correlation
The correlation between XDWF.DE and WF1E.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.96 |
The correlation between XDWF.DE and WF1E.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. WF1E.DE — Risk / Return Rank
XDWF.DE
WF1E.DE
XDWF.DE vs. WF1E.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 Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.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 | WF1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.19 | +0.10 |
| Martin ratioReturn relative to average drawdown | 3.98 | 3.65 | +0.33 |
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 | WF1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.84 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
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 | 1.34 | -0.71 |
Drawdowns
XDWF.DE vs. WF1E.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than WF1E.DE's maximum drawdown of -19.97%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and WF1E.DE.
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Drawdown Indicators
| XDWF.DE | WF1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -19.97% | -22.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -8.92% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -19.97% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.87% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -2.63% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.92% | +0.22% |
Volatility
XDWF.DE vs. WF1E.DE - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) have volatilities of 3.37% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWF.DE | WF1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.46% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 9.46% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 12.69% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 14.49% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 14.49% | +4.12% |
XDWF.DE vs. WF1E.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than WF1E.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWF.DE vs. WF1E.DE - Dividend Comparison
Neither XDWF.DE nor WF1E.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, XDWF.DE and WF1E.DE 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, WF1E.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WF1E.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE tracks MSCI World Financials, while WF1E.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDWF.DE and 0.18% for WF1E.DE.
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