XS7R.L vs. XWFS.L
XS7R.L (Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C) and XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds from Xtrackers tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 3 years, XS7R.L returned 26.51%/yr vs 21.05%/yr for XWFS.L. A 0.68 correlation means they provide meaningful diversification when combined. XS7R.L charges 0.20%/yr vs 0.25%/yr for XWFS.L.
Performance
XS7R.L vs. XWFS.L - Performance Comparison
Loading charts...
Different Trading Currencies
XS7R.L is traded in GBp, while XWFS.L is traded in GBP. To make them comparable, the XWFS.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 2.58% return, which is significantly higher than XWFS.L's 0.60% return.
XS7R.L
- 1D
- 0.42%
- 1M
- 3.51%
- YTD
- 2.58%
- 6M
- 9.20%
- 1Y
- 21.96%
- 3Y*
- 26.51%
- 5Y*
- 17.60%
- 10Y*
- 10.57%
XWFS.L
- 1D
- 2.05%
- 1M
- 2.74%
- YTD
- 0.60%
- 6M
- 4.10%
- 1Y
- 15.66%
- 3Y*
- 21.05%
- 5Y*
- —
- 10Y*
- —
XS7R.L vs. XWFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | 2.58% | 47.44% | 18.33% | 20.38% | 7.87% |
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | 0.60% | 20.20% | 29.08% | 10.02% | -0.66% |
Correlation
The correlation between XS7R.L and XWFS.L is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | 0.68 |
The correlation between XS7R.L and XWFS.L shifts across timeframes, from 0.67 (3 years) to 0.79 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XS7R.L vs. XWFS.L — Risk / Return Rank
XS7R.L
XWFS.L
XS7R.L vs. XWFS.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 Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.
| XS7R.L | XWFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.62 | +0.31 |
| Martin ratioReturn relative to average drawdown | 6.59 | 5.18 | +1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XS7R.L | XWFS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.24 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.85 | -0.75 |
Drawdowns
XS7R.L vs. XWFS.L - Drawdown Comparison
The maximum XS7R.L drawdown since its inception was -66.04%, which is greater than XWFS.L's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for XS7R.L and XWFS.L.
Loading charts...
Drawdown Indicators
| XS7R.L | XWFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.04% | -16.47% | -49.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -9.64% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -16.47% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.42% | — | — |
Current DrawdownCurrent decline from peak | -2.39% | -0.92% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -26.41% | -4.11% | -22.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.01% | +0.31% |
Volatility
XS7R.L vs. XWFS.L - Volatility Comparison
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) has a higher volatility of 5.07% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.40%. This indicates that XS7R.L's price experiences larger fluctuations and is considered to be riskier than XWFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XS7R.L | XWFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 3.40% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 9.82% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 12.57% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 16.04% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.52% | 16.04% | +6.48% |
XS7R.L vs. XWFS.L - Expense Ratio Comparison
XS7R.L has a 0.20% expense ratio, which is lower than XWFS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XS7R.L vs. XWFS.L - Dividend Comparison
Neither XS7R.L nor XWFS.L has paid dividends to shareholders.
Frequently Asked Questions
XS7R.L and XWFS.L have a correlation of 0.79, 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 0.25% for XWFS.L.
Both ETFs track MSCI World/Financials NR USD. Their fees differ too: 0.20% for XS7R.L and 0.25% for XWFS.L.
Find the right allocation for XS7R.L and XWFS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer