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XWFS.L vs. ESIF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XWFS.L vs. ESIF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L). The values are adjusted to include any dividend payments, if applicable.

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XWFS.L vs. ESIF.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
-6.55%20.20%29.08%10.02%-0.66%
ESIF.L
iShares MSCI Europe Financials Sector UCITS ETF
-6.23%54.55%20.09%18.81%8.00%

Returns By Period

The year-to-date returns for both investments are quite close, with XWFS.L having a -6.55% return and ESIF.L slightly higher at -6.23%.


XWFS.L

1D
0.35%
1M
-5.19%
YTD
-6.55%
6M
-1.19%
1Y
10.12%
3Y*
18.58%
5Y*
10Y*

ESIF.L

1D
1.60%
1M
-8.31%
YTD
-6.23%
6M
3.26%
1Y
23.15%
3Y*
26.02%
5Y*
18.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XWFS.L vs. ESIF.L - Expense Ratio Comparison

XWFS.L has a 0.25% expense ratio, which is higher than ESIF.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XWFS.L vs. ESIF.L — Risk / Return Rank

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

XWFS.L
XWFS.L Risk / Return Rank: 3232
Overall Rank
XWFS.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XWFS.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XWFS.L Omega Ratio Rank: 3232
Omega Ratio Rank
XWFS.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XWFS.L Martin Ratio Rank: 3131
Martin Ratio Rank

ESIF.L
ESIF.L Risk / Return Rank: 6868
Overall Rank
ESIF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ESIF.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ESIF.L Omega Ratio Rank: 6565
Omega Ratio Rank
ESIF.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
ESIF.L Martin Ratio Rank: 6363
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.

XWFS.L vs. ESIF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and iShares MSCI Europe Financials Sector UCITS ETF (ESIF.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.


XWFS.LESIF.LDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.26

-0.65

Sortino ratio

Return per unit of downside risk

0.93

1.67

-0.75

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.75

1.76

-1.01

Martin ratio

Return relative to average drawdown

2.68

6.10

-3.41

XWFS.L vs. ESIF.L - Sharpe Ratio Comparison

The current XWFS.L Sharpe Ratio is 0.62, which is lower than the ESIF.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XWFS.L and ESIF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XWFS.LESIF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.26

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.10

-0.35

Correlation

The correlation between XWFS.L and ESIF.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XWFS.L vs. ESIF.L - Dividend Comparison

Neither XWFS.L nor ESIF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XWFS.L vs. ESIF.L - Drawdown Comparison

The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum ESIF.L drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for XWFS.L and ESIF.L.


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Drawdown Indicators


XWFS.LESIF.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-23.55%

+7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.55%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

Current Drawdown

Current decline from peak

-7.96%

-8.69%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.16%

-4.18%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.53%

-0.14%

Volatility

XWFS.L vs. ESIF.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 5.34%, while iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) has a volatility of 8.18%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than ESIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWFS.LESIF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

8.18%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

12.72%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

18.30%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

18.12%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

18.13%

-1.97%