XLFQ.L vs. WFIN.L
XLFQ.L (Invesco US Financials Sector UCITS ETF) and WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD Acc) are both Financials Equities funds - XLFQ.L tracks the MSCI World/Financials NR USD while WFIN.L tracks the State Street SPDR MSCI World Financials UCITS ETF USD Acc. Both are passively managed. Over the past 10 years, XLFQ.L returned 13.00%/yr vs 13.14%/yr for WFIN.L. A 0.80 correlation means they provide meaningful diversification when combined. XLFQ.L charges 0.14%/yr vs 0.30%/yr for WFIN.L.
Performance
XLFQ.L vs. WFIN.L - Performance Comparison
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Different Trading Currencies
XLFQ.L is traded in GBp, while WFIN.L is traded in USD. To make them comparable, the WFIN.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLFQ.L achieves a 3.37% return, which is significantly lower than WFIN.L's 8.76% return. Both investments have delivered pretty close results over the past 10 years, with XLFQ.L having a 13.00% annualized return and WFIN.L not far ahead at 13.14%.
XLFQ.L
- 1D
- -0.20%
- 1M
- 5.16%
- 6M
- 5.51%
- YTD
- 3.37%
- 1Y
- 9.72%
- 3Y*
- 18.71%
- 5Y*
- 11.31%
- 10Y*
- 13.00%
WFIN.L
- 1D
- 0.00%
- 1M
- 5.02%
- 6M
- 9.23%
- YTD
- 8.76%
- 1Y
- 20.40%
- 3Y*
- 23.63%
- 5Y*
- 15.27%
- 10Y*
- 13.14%
XLFQ.L vs. WFIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLFQ.L Invesco US Financials Sector UCITS ETF | 3.37% | 7.07% | 32.15% | 6.12% | -0.39% | 37.90% | -6.56% | 27.16% | -9.51% | 11.87% |
WFIN.L State Street SPDR MSCI World Financials UCITS ETF USD Acc | 8.76% | 19.97% | 29.04% | 10.39% | 0.87% | 29.59% | -5.81% | 20.19% | -12.43% | 12.77% |
Correlation
The correlation between XLFQ.L and WFIN.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2009 | 0.80 |
The correlation between XLFQ.L and WFIN.L has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
XLFQ.L vs. WFIN.L — Risk / Return Rank
XLFQ.L
WFIN.L
XLFQ.L vs. WFIN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XLFQ.L | WFIN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.15 | -1.39 |
| Martin ratioReturn relative to average drawdown | 1.74 | 6.83 | -5.09 |
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Drawdowns
XLFQ.L vs. WFIN.L - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -39.29%, smaller than the maximum WFIN.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and WFIN.L.
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Drawdown Indicators
| XLFQ.L | WFIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -61.54% | +22.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -9.90% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.08% | -16.14% | -3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.08% | -16.17% | -3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.39% | -35.39% | 0.00% |
Current DrawdownCurrent decline from peak | -0.20% | -0.58% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -10.55% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 3.12% | +2.45% |
Volatility
XLFQ.L vs. WFIN.L - Volatility Comparison
Invesco US Financials Sector UCITS ETF (XLFQ.L) and State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) have volatilities of 3.68% and 3.67%, 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
| XLFQ.L | WFIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.67% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 11.66% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 14.30% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 16.58% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 18.14% | +4.22% |
XLFQ.L vs. WFIN.L - Expense Ratio Comparison
XLFQ.L has a 0.14% expense ratio, which is lower than WFIN.L's 0.30% expense ratio.
Dividends
XLFQ.L vs. WFIN.L - Dividend Comparison
Neither XLFQ.L nor WFIN.L has paid dividends to shareholders.
Frequently Asked Questions
XLFQ.L and WFIN.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLFQ.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLFQ.L is cheaper with a 0.14% expense ratio, compared with 0.30% for WFIN.L.
XLFQ.L tracks MSCI World/Financials NR USD, while WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.14% for XLFQ.L and 0.30% for WFIN.L.
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