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XLFQ.L vs. WFIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLFQ.L vs. WFIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Financials Sector UCITS ETF (XLFQ.L) and State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L). The values are adjusted to include any dividend payments, if applicable.

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

XLFQ.L vs. WFIN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XLFQ.L
XLFQ.L Risk / Return Rank: 2121
Overall Rank
XLFQ.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XLFQ.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLFQ.L Omega Ratio Rank: 2121
Omega Ratio Rank
XLFQ.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XLFQ.L Martin Ratio Rank: 1919
Martin Ratio Rank

WFIN.L
WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
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.

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.LWFIN.LDifference
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

XLFQ.L vs. WFIN.L - Sharpe Ratio Comparison

The current XLFQ.L Sharpe Ratio is 0.69, which is lower than the WFIN.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of XLFQ.L and WFIN.L, 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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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.LWFIN.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.20%

-0.58%

+0.38%

Average Drawdown

Average peak-to-trough decline

-11.11%

-10.55%

-0.56%

Ulcer Index

Depth 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.LWFIN.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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