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XDWF.DE vs. WF1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. WF1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. WF1E.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

WF1E.DE
WF1E.DE Risk / Return Rank: 2525
Overall Rank
WF1E.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WF1E.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
WF1E.DE Omega Ratio Rank: 2222
Omega Ratio Rank
WF1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
WF1E.DE Martin Ratio Rank: 2727
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.

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.DEWF1E.DEDifference
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

XDWF.DE vs. WF1E.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is comparable to the WF1E.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XDWF.DE and WF1E.DE, 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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Sharpe Ratios by Period


XDWF.DEWF1E.DEDifference

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.DEWF1E.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.84%

-0.87%

+0.03%

Average Drawdown

Average peak-to-trough decline

-6.06%

-2.63%

-3.43%

Ulcer Index

Depth 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.DEWF1E.DEDifference

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.


Tickers have no history of dividend payments

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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