XS7R.L vs. WFIN.L
XS7R.L (Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C) and WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD Acc) are both Financials Equities funds - XS7R.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, XS7R.L returned 12.01%/yr vs 13.14%/yr for WFIN.L. A 0.72 correlation means they provide meaningful diversification when combined. XS7R.L charges 0.20%/yr vs 0.30%/yr for WFIN.L.
Performance
XS7R.L vs. WFIN.L - Performance Comparison
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Different Trading Currencies
XS7R.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, XS7R.L achieves a 11.54% return, which is significantly higher than WFIN.L's 8.76% return. Over the past 10 years, XS7R.L has underperformed WFIN.L with an annualized return of 12.01%, while WFIN.L has yielded a comparatively higher 13.14% annualized return.
XS7R.L
- 1D
- -0.50%
- 1M
- 4.74%
- 6M
- 11.41%
- YTD
- 11.54%
- 1Y
- 29.65%
- 3Y*
- 29.86%
- 5Y*
- 21.56%
- 10Y*
- 12.01%
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%
XS7R.L vs. WFIN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | 11.54% | 46.88% | 18.78% | 20.38% | 3.42% | 27.01% | -19.81% | 7.94% | -24.58% | 16.49% |
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 XS7R.L and WFIN.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.72 |
The correlation between XS7R.L and WFIN.L has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
XS7R.L vs. WFIN.L — Risk / Return Rank
XS7R.L
WFIN.L
XS7R.L vs. WFIN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.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.
| XS7R.L | WFIN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.15 | +0.46 |
| Martin ratioReturn relative to average drawdown | 8.88 | 6.83 | +2.05 |
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Drawdowns
XS7R.L vs. WFIN.L - Drawdown Comparison
The maximum XS7R.L drawdown since its inception was -79.31%, which is greater than WFIN.L's maximum drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for XS7R.L and WFIN.L.
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Drawdown Indicators
| XS7R.L | WFIN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.31% | -61.54% | -17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -9.90% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -16.14% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.60% | -16.17% | -7.43% |
Max Drawdown (10Y)Largest decline over 10 years | -55.42% | -35.39% | -20.03% |
Current DrawdownCurrent decline from peak | -0.63% | -0.58% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -51.68% | -10.55% | -41.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.12% | +0.21% |
Volatility
XS7R.L vs. WFIN.L - Volatility Comparison
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a higher volatility of 4.24% compared to State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) at 3.67%. This indicates that XS7R.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
| XS7R.L | WFIN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.67% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 11.66% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 14.30% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 16.58% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.14% | +3.46% |
XS7R.L vs. WFIN.L - Expense Ratio Comparison
XS7R.L has a 0.20% expense ratio, which is lower than WFIN.L's 0.30% expense ratio.
Dividends
XS7R.L vs. WFIN.L - Dividend Comparison
Neither XS7R.L nor WFIN.L has paid dividends to shareholders.
Frequently Asked Questions
XS7R.L and WFIN.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XS7R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS7R.L is cheaper with a 0.20% expense ratio, compared with 0.30% for WFIN.L.
XS7R.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: Xtrackers and State Street. Their fees differ too: 0.20% for XS7R.L and 0.30% for WFIN.L.
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