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

Performance

XLFS.L vs. WFIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.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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Returns By Period

In the year-to-date period, XLFS.L achieves a 3.57% return, which is significantly lower than WFIN.L's 8.91% return. Both investments have delivered pretty close results over the past 10 years, with XLFS.L having a 13.21% annualized return and WFIN.L not far ahead at 13.34%.


XLFS.L

1D
0.47%
1M
5.60%
6M
5.87%
YTD
3.57%
1Y
10.49%
3Y*
19.82%
5Y*
10.83%
10Y*
13.21%

WFIN.L

1D
-0.27%
1M
5.66%
6M
9.60%
YTD
8.91%
1Y
21.36%
3Y*
24.93%
5Y*
14.81%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XLFS.L
Invesco Financials S&P US Select Sector UCITS ETF Acc
3.57%14.99%29.97%12.27%-11.03%36.17%-3.27%31.25%-14.44%22.86%
WFIN.L
State Street SPDR MSCI World Financials UCITS ETF USD Acc
8.91%29.17%26.82%16.20%-9.85%28.37%-2.96%24.94%-17.34%23.45%

Correlation

The correlation between XLFS.L and WFIN.L is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2009

0.83

The correlation between XLFS.L and WFIN.L shifts across timeframes, from 0.83 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLFS.L vs. WFIN.L — Risk / Return Rank

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

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

XLFS.L vs. WFIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.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.


XLFS.LWFIN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.13

1.26

-0.13

Calmar ratioReturn relative to maximum drawdown

0.75

1.98

-1.23

Martin ratioReturn relative to average drawdown

1.84

6.54

-4.70

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

The current XLFS.L Sharpe Ratio is 0.70, which is lower than the WFIN.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XLFS.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

XLFS.L vs. WFIN.L - Drawdown Comparison

The maximum XLFS.L drawdown since its inception was -42.76%, smaller than the maximum WFIN.L drawdown of -72.88%. Use the drawdown chart below to compare losses from any high point for XLFS.L and WFIN.L.


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Drawdown Indicators


XLFS.LWFIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.76%

-72.88%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-11.06%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-15.69%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-27.48%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-43.40%

+0.64%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-7.79%

-18.23%

+10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

3.36%

+2.34%

Volatility

XLFS.L vs. WFIN.L - Volatility Comparison

Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) has a higher volatility of 4.69% compared to State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) at 3.95%. This indicates that XLFS.L's price experiences larger fluctuations and is considered to be riskier than WFIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLFS.LWFIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.95%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

11.95%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

14.60%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

17.85%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

18.87%

+1.96%

XLFS.L vs. WFIN.L - Expense Ratio Comparison

XLFS.L has a 0.14% expense ratio, which is lower than WFIN.L's 0.30% expense ratio.


Dividends

XLFS.L vs. WFIN.L - Dividend Comparison

Neither XLFS.L nor WFIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, XLFS.L and WFIN.L 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, XLFS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLFS.L is cheaper with a 0.14% expense ratio, compared with 0.30% for WFIN.L.

XLFS.L tracks S&P® Select Sector Capped 20% Financials Index, 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 XLFS.L and 0.30% for WFIN.L.

Portfolio Optimizer

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