XSFN.L vs. IDPE.L
XSFN.L (Xtrackers MSCI USA Financials UCITS ETF 1D) and IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) are both Financials Equities funds - XSFN.L tracks the MSCI World/Financials NR USD while IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). Both are passively managed. Over the past 5 years, XSFN.L returned 11.78%/yr vs 4.99%/yr for IDPE.L. A 0.69 correlation means they provide meaningful diversification when combined. XSFN.L charges 0.12%/yr vs 0.75%/yr for IDPE.L.
Performance
XSFN.L vs. IDPE.L - Performance Comparison
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Different Trading Currencies
XSFN.L is traded in GBp, while IDPE.L is traded in USD. To make them comparable, the IDPE.L 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 3.15% return, which is significantly higher than IDPE.L's -11.02% return.
XSFN.L
- 1D
- -0.18%
- 1M
- 3.30%
- 6M
- 3.58%
- YTD
- 3.15%
- 1Y
- 9.09%
- 3Y*
- 18.54%
- 5Y*
- 11.78%
- 10Y*
- —
IDPE.L
- 1D
- 0.01%
- 1M
- -0.79%
- 6M
- -14.22%
- YTD
- -11.02%
- 1Y
- -16.70%
- 3Y*
- 8.17%
- 5Y*
- 4.99%
- 10Y*
- 10.51%
XSFN.L vs. IDPE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D | 3.15% | 7.83% | 33.18% | 8.53% | -2.16% | 38.75% | -6.87% | 27.92% | -6.44% |
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.02% | -5.92% | 25.96% | 32.33% | -19.97% | 43.20% | 1.52% | 38.39% | -2.78% |
Correlation
The correlation between XSFN.L and IDPE.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2018 | 0.69 |
The correlation between XSFN.L and IDPE.L has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
XSFN.L vs. IDPE.L — Risk / Return Rank
XSFN.L
IDPE.L
XSFN.L vs. IDPE.L - 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 Listed Private Equity UCITS ETF USD (Dist) (IDPE.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.
| XSFN.L | IDPE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.88 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.71 | +1.38 |
| Martin ratioReturn relative to average drawdown | 1.56 | -1.23 | +2.79 |
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Drawdowns
XSFN.L vs. IDPE.L - Drawdown Comparison
The maximum XSFN.L drawdown since its inception was -36.54%, smaller than the maximum IDPE.L drawdown of -73.46%. Use the drawdown chart below to compare losses from any high point for XSFN.L and IDPE.L.
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Drawdown Indicators
| XSFN.L | IDPE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.54% | -73.46% | +36.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -23.53% | +10.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.67% | -28.24% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -19.67% | -28.24% | +8.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.32% | — |
Current DrawdownCurrent decline from peak | -0.18% | -22.66% | +22.48% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -13.53% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.83% | 13.53% | -7.70% |
Volatility
XSFN.L vs. IDPE.L - Volatility Comparison
The current volatility for Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) is 3.62%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a volatility of 4.84%. This indicates that XSFN.L experiences smaller price fluctuations and is considered to be less risky than IDPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSFN.L | IDPE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 4.84% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 16.42% | -5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 20.27% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.77% | 20.67% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 20.83% | -0.24% |
XSFN.L vs. IDPE.L - Expense Ratio Comparison
XSFN.L has a 0.12% expense ratio, which is lower than IDPE.L's 0.75% expense ratio.
Dividends
XSFN.L vs. IDPE.L - Dividend Comparison
XSFN.L's dividend yield for the trailing twelve months is around 1.07%, less than IDPE.L's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D | 1.07% | 1.14% | 1.10% | 1.67% | 2.55% | 1.31% | 1.32% | 3.53% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSFN.L and IDPE.L have a correlation of 0.60, 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 0.75% for IDPE.L.
XSFN.L tracks MSCI World/Financials NR USD, while IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XSFN.L and 0.75% for IDPE.L.
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