XUFB.L vs. XSFN.L

Last updated Jun 5, 2026

XUFB.L (Xtrackers MSCI USA Banks UCITS ETF 1D) and XSFN.L (Xtrackers MSCI USA Financials UCITS ETF 1D) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from DWS and Xtrackers respectively. Both are passively managed. Over the past 5 years, XUFB.L returned 10.89%/yr vs 9.61%/yr for XSFN.L. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.12% expense ratio.

Performance

XUFB.L vs. XSFN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XUFB.L achieves a -0.52% return, which is significantly higher than XSFN.L's -5.19% return.

XUFB.L

• 1D: 4.38%
• 1M: 2.37%
• YTD: -0.52%
• 6M: 2.50%
• 1Y: 27.56%
• 3Y*: 27.41%
• 5Y*: 10.89%
• 10Y*: —

XSFN.L

• 1D: 3.29%
• 1M: 1.94%
• YTD: -5.19%
• 6M: -2.92%
• 1Y: 4.85%
• 3Y*: 16.41%
• 5Y*: 9.61%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XUFB.L vs. XSFN.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XUFB.L Xtrackers MSCI USA Banks UCITS ETF 1D	-0.52%	23.40%	40.02%	5.21%	-10.18%	37.53%	-18.78%	35.43%	-8.04%
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%	-4.26%

Correlation

The correlation between XUFB.L and XSFN.L is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 10, 2018	0.67

The correlation between XUFB.L and XSFN.L shifts across timeframes, from 0.67 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.

XUFB.L vs. XSFN.L - Sectors Allocation Comparison

Sectors	XUFB.L	XSFN.L
Financial Services	100.0%	97.7%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	0.2%
Real Estate	-	0.2%
Technology	-	1.9%
Utilities	-	-

Return for Risk

XUFB.L vs. XSFN.L — Risk / Return Rank

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

XUFB.L

XUFB.L Risk / Return Rank: 37
XUFB.L Sharpe Ratio Rank: 38
XUFB.L Sortino Ratio Rank: 37
XUFB.L Omega Ratio Rank: 36
XUFB.L Calmar Ratio Rank: 39
XUFB.L Martin Ratio Rank: 34

XSFN.L

XSFN.L Risk / Return Rank: 14
XSFN.L Sharpe Ratio Rank: 14
XSFN.L Sortino Ratio Rank: 14
XSFN.L Omega Ratio Rank: 13
XSFN.L Calmar Ratio Rank: 14
XSFN.L Martin Ratio Rank: 13

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.

XUFB.L vs. XSFN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.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.

	XUFB.L	XSFN.L	Difference
Sharpe ratio: Return per unit of total volatility	1.36	0.33	+1.03
Sortino ratio: Return per unit of downside risk	1.89	0.57	+1.33
Omega ratio: Gain probability vs. loss probability	1.24	1.07	+0.18
Calmar ratio: Return relative to maximum drawdown	1.92	0.36	+1.55
Martin ratio: Return relative to average drawdown	5.08	0.85	+4.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XUFB.L vs. XSFN.L - Sharpe Ratio Comparison

The current XUFB.L Sharpe Ratio is 1.36, which is higher than the XSFN.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of XUFB.L and XSFN.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.

Sharpe Ratios by Period

	XUFB.L	XSFN.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.33	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.59	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.67	-0.23

Drawdowns

XUFB.L vs. XSFN.L - Drawdown Comparison

The maximum XUFB.L drawdown since its inception was -41.84%, which is greater than XSFN.L's maximum drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for XUFB.L and XSFN.L.

Drawdown Indicators

	XUFB.L	XSFN.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.84%	-33.95%	-7.89%
Max Drawdown (1Y) Largest decline over 1 year	-14.33%	-13.39%	-0.94%
Max Drawdown (3Y) Largest decline over 3 years	-27.91%	-19.67%	-8.24%
Max Drawdown (5Y) Largest decline over 5 years	-34.18%	-19.67%	-14.51%
Current Drawdown Current decline from peak	-3.68%	-7.19%	+3.51%
Average Drawdown Average peak-to-trough decline	-12.33%	-6.19%	-6.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.41%	5.72%	-0.31%

Volatility

XUFB.L vs. XSFN.L - Volatility Comparison

Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) has a higher volatility of 6.55% compared to Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) at 4.56%. This indicates that XUFB.L's price experiences larger fluctuations and is considered to be riskier than XSFN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUFB.L	XSFN.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	4.56%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	15.77%	10.77%	+5.00%
Volatility (1Y) Calculated over the trailing 1-year period	20.12%	14.43%	+5.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	19.13%	+5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.85%	23.77%	+5.08%

XUFB.L vs. XSFN.L - Expense Ratio Comparison

Both XUFB.L and XSFN.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XUFB.L vs. XSFN.L - Dividend Comparison

XUFB.L's dividend yield for the trailing twelve months is around 1.76%, more than XSFN.L's 1.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
XUFB.L Xtrackers MSCI USA Banks UCITS ETF 1D	1.76%	1.71%	1.92%	2.54%	3.43%	1.76%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XUFB.L and XSFN.L in my portfolio?

XUFB.L and XSFN.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XUFB.L or XSFN.L?

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XUFB.L or XSFN.L?

XUFB.L and XSFN.L have the same expense ratio: 0.12% per year.

What is the main difference between XUFB.L and XSFN.L?

Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: DWS and Xtrackers.