XWFS.L vs. FINW.L
XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) and FINW.L (Lyxor MSCI World Financials TR UCITS) are both Financials Equities funds tracking the MSCI World/Financials NR USD, from Xtrackers and Amundi respectively. Both are passively managed. Over the past 3 years, XWFS.L returned 20.16%/yr vs 19.87%/yr for FINW.L. Their correlation of 0.89 suggests significant overlap in exposure. XWFS.L charges 0.25%/yr vs 0.30%/yr for FINW.L.
Performance
XWFS.L vs. FINW.L - Performance Comparison
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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%
XWFS.L vs. FINW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
XWFS.L
FINW.L
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.L | FINW.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWFS.L | FINW.L | Difference | |
|---|---|---|---|
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.L | FINW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.91% | -2.88% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -5.42% | +1.31% |
Ulcer IndexDepth 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.L | FINW.L | Difference | |
|---|---|---|---|
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.
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.
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