XSFN.L vs. EXV1.DE
XSFN.L (Xtrackers MSCI USA Financials UCITS ETF 1D) and EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) are both Financials Equities funds - XSFN.L tracks the MSCI World/Financials NR USD while EXV1.DE tracks the STOXX® Europe 600 Banks. Both are passively managed. Over the past 5 years, XSFN.L returned 9.61%/yr vs 28.10%/yr for EXV1.DE. At a 0.40 correlation, their price movements are largely independent. XSFN.L charges 0.12%/yr vs 0.47%/yr for EXV1.DE.
Performance
XSFN.L vs. EXV1.DE - Performance Comparison
Loading charts...
Different Trading Currencies
XSFN.L is traded in GBp, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSFN.L achieves a -5.19% return, which is significantly lower than EXV1.DE's 6.59% return.
XSFN.L
- 1D
- 3.29%
- 1M
- 1.94%
- YTD
- -5.19%
- 6M
- -2.92%
- 1Y
- 4.85%
- 3Y*
- 16.41%
- 5Y*
- 9.61%
- 10Y*
- —
EXV1.DE
- 1D
- 0.61%
- 1M
- 6.30%
- YTD
- 6.59%
- 6M
- 13.38%
- 1Y
- 44.87%
- 3Y*
- 42.61%
- 5Y*
- 28.10%
- 10Y*
- 15.34%
XSFN.L vs. EXV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D | -5.19% | 7.83% | 34.69% | 8.03% | -2.82% | 38.02% | -7.44% | 29.37% | -6.51% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 6.59% | 86.23% | 27.17% | 23.76% | 7.42% | 28.25% | -20.28% | 9.18% | -22.77% |
Correlation
The correlation between XSFN.L and EXV1.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2018 | 0.40 |
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
XSFN.L vs. EXV1.DE — Risk / Return Rank
XSFN.L
EXV1.DE
XSFN.L vs. EXV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). 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.
| XSFN.L | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.34 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.86 | -2.50 |
| Martin ratioReturn relative to average drawdown | 0.85 | 10.03 | -9.19 |
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
| XSFN.L | EXV1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.06 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.22 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.11 | +0.56 |
Drawdowns
XSFN.L vs. EXV1.DE - Drawdown Comparison
The maximum XSFN.L drawdown since its inception was -33.95%, smaller than the maximum EXV1.DE drawdown of -75.34%. Use the drawdown chart below to compare losses from any high point for XSFN.L and EXV1.DE.
Loading charts...
Drawdown Indicators
| XSFN.L | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.95% | -75.34% | +41.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -15.61% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -19.67% | -18.49% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.67% | -29.36% | +9.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.58% | — |
Current DrawdownCurrent decline from peak | -7.19% | -1.06% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -42.39% | +36.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 4.46% | +1.26% |
Volatility
XSFN.L vs. EXV1.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) is 4.56%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 5.58%. This indicates that XSFN.L experiences smaller price fluctuations and is considered to be less risky than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XSFN.L | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.58% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 17.84% | -7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 21.68% | -7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.13% | 22.77% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.77% | 24.31% | -0.54% |
XSFN.L vs. EXV1.DE - Expense Ratio Comparison
XSFN.L has a 0.12% expense ratio, which is lower than EXV1.DE's 0.47% expense ratio.
Dividends
XSFN.L vs. EXV1.DE - Dividend Comparison
XSFN.L's dividend yield for the trailing twelve months is around 1.16%, less than EXV1.DE's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D | 1.16% | 1.14% | 1.10% | 1.69% | 2.57% | 1.31% | 1.31% | 3.49% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSFN.L and EXV1.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSFN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSFN.L is cheaper with a 0.12% expense ratio, compared with 0.47% for EXV1.DE.
XSFN.L tracks MSCI World/Financials NR USD, while EXV1.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XSFN.L and 0.47% for EXV1.DE.
Find the right allocation for XSFN.L and EXV1.DE
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