XDWF.DE vs. XLF
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XLF (State Street Financial Select Sector SPDR ETF) are both Financials Equities funds - XDWF.DE tracks the MSCI World Financials while XLF tracks the Financial Select Sector Index. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 12.35%/yr for XLF. A 0.65 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.08%/yr for XLF.
Performance
XDWF.DE vs. XLF - Performance Comparison
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Different Trading Currencies
XDWF.DE is traded in EUR, while XLF is traded in USD. To make them comparable, the XLF 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 higher than XLF's -3.13% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and XLF not far ahead at 12.35%.
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%
XLF
- 1D
- 2.45%
- 1M
- 1.84%
- YTD
- -3.13%
- 6M
- -1.63%
- 1Y
- 2.59%
- 3Y*
- 15.69%
- 5Y*
- 9.16%
- 10Y*
- 12.35%
XDWF.DE vs. XLF - 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% |
XLF State Street Financial Select Sector SPDR ETF | -3.13% | 1.27% | 39.17% | 8.67% | -5.05% | 44.88% | -9.83% | 34.86% | -8.97% | 7.01% |
Correlation
The correlation between XDWF.DE and XLF is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
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 | 0.65 |
The correlation between XDWF.DE and XLF has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. XLF — Risk / Return Rank
XDWF.DE
XLF
XDWF.DE vs. XLF - 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 State Street Financial Select Sector SPDR ETF (XLF). 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 | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.19 | +1.10 |
| Martin ratioReturn relative to average drawdown | 3.98 | 0.46 | +3.52 |
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 | XLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.17 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.49 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.55 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.21 | +0.42 |
Drawdowns
XDWF.DE vs. XLF - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum XLF drawdown of -79.76%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XLF.
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Drawdown Indicators
| XDWF.DE | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -79.76% | +37.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -13.46% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -20.87% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -20.87% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -42.37% | +0.31% |
Current DrawdownCurrent decline from peak | -0.84% | -8.94% | +8.10% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -21.77% | +15.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 5.61% | -2.47% |
Volatility
XDWF.DE vs. XLF - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while State Street Financial Select Sector SPDR ETF (XLF) has a volatility of 4.01%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than XLF 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 | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 4.01% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 11.40% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 15.26% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 18.60% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 22.67% | -4.06% |
XDWF.DE vs. XLF - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than XLF's 0.08% 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. XLF - Dividend Comparison
XDWF.DE has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLF State Street Financial Select Sector SPDR ETF | 1.52% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
XDWF.DE and XLF have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLF is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLF is cheaper with a 0.08% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE tracks MSCI World Financials, while XLF tracks Financial Select Sector Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWF.DE and 0.08% for XLF.
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