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XUFN.DE vs. IUFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUFN.DE vs. IUFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUFN.DE is traded in EUR, while IUFS.L is traded in USD. To make them comparable, the IUFS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUFN.DE achieves a -4.69% return, which is significantly lower than IUFS.L's -3.98% return.


XUFN.DE

1D
3.20%
1M
1.29%
YTD
-4.69%
6M
-2.50%
1Y
2.59%
3Y*
16.27%
5Y*
9.47%
10Y*

IUFS.L

1D
3.04%
1M
1.89%
YTD
-3.98%
6M
-1.77%
1Y
1.79%
3Y*
15.36%
5Y*
8.95%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUFN.DE vs. IUFS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
-4.69%3.41%38.69%10.96%-7.89%49.37%-12.55%36.23%-11.22%14.21%
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
-3.97%1.39%38.82%8.76%-5.53%46.47%-11.29%34.18%-10.34%14.23%

Correlation

The correlation between XUFN.DE and IUFS.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.93

The correlation between XUFN.DE and IUFS.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

XUFN.DE vs. IUFS.L — Risk / Return Rank

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

XUFN.DE
XUFN.DE Risk / Return Rank: 1111
Overall Rank
XUFN.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XUFN.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XUFN.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XUFN.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUFN.DE Martin Ratio Rank: 1111
Martin Ratio Rank

IUFS.L
IUFS.L Risk / Return Rank: 1212
Overall Rank
IUFS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 1212
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 1212
Martin Ratio Rank
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.

XUFN.DE vs. IUFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.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.


XUFN.DEIUFS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.14

0.14

0.00

Martin ratioReturn relative to average drawdown

0.33

0.32

+0.01

XUFN.DE vs. IUFS.L - Sharpe Ratio Comparison

The current XUFN.DE Sharpe Ratio is 0.13, which is comparable to the IUFS.L Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of XUFN.DE and IUFS.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.


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Sharpe Ratios by Period


XUFN.DEIUFS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.12

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.47

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.48

+0.04

Drawdowns

XUFN.DE vs. IUFS.L - Drawdown Comparison

The maximum XUFN.DE drawdown since its inception was -43.39%, roughly equal to the maximum IUFS.L drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for XUFN.DE and IUFS.L.


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Drawdown Indicators


XUFN.DEIUFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.39%

-42.38%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-12.79%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.03%

-20.92%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-20.92%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.38%

Current Drawdown

Current decline from peak

-9.49%

-9.40%

-0.09%

Average Drawdown

Average peak-to-trough decline

-7.81%

-7.85%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

5.58%

+0.19%

Volatility

XUFN.DE vs. IUFS.L - Volatility Comparison

Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) have volatilities of 4.40% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUFN.DEIUFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.38%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

11.40%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

15.37%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

18.89%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

21.42%

+0.17%

XUFN.DE vs. IUFS.L - Expense Ratio Comparison

XUFN.DE has a 0.12% expense ratio, which is lower than IUFS.L's 0.15% 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

XUFN.DE vs. IUFS.L - Dividend Comparison

XUFN.DE's dividend yield for the trailing twelve months is around 1.15%, while IUFS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
1.15%1.17%1.08%1.66%2.69%1.25%1.34%3.46%0.66%

Frequently Asked Questions


With a correlation of 0.95, XUFN.DE and IUFS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for IUFS.L.

XUFN.DE tracks MSCI USA Financials, while IUFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XUFN.DE and 0.15% for IUFS.L.

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