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

Performance

XWFS.L vs. FINW.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 Lyxor MSCI World Financials TR UCITS (FINW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWFS.L is traded in GBP, while FINW.L is traded in USD. To make them comparable, the FINW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWFS.L achieves a -1.42% return, which is significantly lower than FINW.L's -1.25% return.


XWFS.L

1D
-0.98%
1M
-0.19%
YTD
-1.42%
6M
2.61%
1Y
13.19%
3Y*
20.16%
5Y*
10Y*

FINW.L

1D
-1.18%
1M
-0.63%
YTD
-1.25%
6M
2.89%
1Y
13.02%
3Y*
19.87%
5Y*
12.49%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
-1.42%20.20%29.08%10.02%-0.66%
FINW.L
Lyxor MSCI World Financials TR UCITS
-1.25%19.82%28.50%10.49%-1.03%

Correlation

The correlation between XWFS.L and FINW.L is 0.93, 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

0.93

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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2022

0.89

The correlation between XWFS.L and FINW.L has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

XWFS.L vs. FINW.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: 2929
Overall Rank
XWFS.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XWFS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
XWFS.L Omega Ratio Rank: 2727
Omega Ratio Rank
XWFS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XWFS.L Martin Ratio Rank: 3030
Martin Ratio Rank

FINW.L
FINW.L Risk / Return Rank: 2525
Overall Rank
FINW.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FINW.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
FINW.L Omega Ratio Rank: 2323
Omega Ratio Rank
FINW.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
FINW.L Martin Ratio Rank: 2727
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. FINW.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 Lyxor MSCI World Financials TR UCITS (FINW.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.LFINW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

1.36

1.35

+0.01

Martin ratioReturn relative to average drawdown

4.37

4.31

+0.05

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

The current XWFS.L Sharpe Ratio is 1.06, which is comparable to the FINW.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XWFS.L and FINW.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


XWFS.LFINW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.95

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.61

+0.21

Drawdowns

XWFS.L vs. FINW.L - Drawdown Comparison

The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum FINW.L drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for XWFS.L and FINW.L.


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Drawdown Indicators


XWFS.LFINW.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-35.63%

+19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-9.61%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

-16.29%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

Current Drawdown

Current decline from peak

-2.91%

-2.88%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.11%

-5.42%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.01%

0.00%

Volatility

XWFS.L vs. FINW.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 2.90%, while Lyxor MSCI World Financials TR UCITS (FINW.L) has a volatility of 3.78%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than FINW.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.LFINW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

3.78%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

10.80%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

13.67%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

16.51%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

18.20%

-2.18%

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

XWFS.L has a 0.25% expense ratio, which is lower than FINW.L's 0.30% expense ratio.


Dividends

XWFS.L vs. FINW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, XWFS.L and FINW.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, XWFS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWFS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for FINW.L.

Both ETFs track MSCI World/Financials NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XWFS.L and 0.30% for FINW.L.

Portfolio Optimizer

Find the right allocation for XWFS.L and FINW.L

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