XWFS.L vs. ISF.L

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).

XWFS.L and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWFS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Mar 4, 2016. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both XWFS.L and ISF.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XWFS.L vs. ISF.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 Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C	-6.55%	20.20%	29.08%	10.02%	-0.66%
ISF.L iShares Core FTSE 100 UCITS ETF (Dist)	5.53%	25.97%	9.28%	7.81%	2.20%

Different Trading Currencies

XWFS.L is traded in GBP, while ISF.L is traded in GBp. To make them comparable, the ISF.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 -6.55% return, which is significantly lower than ISF.L's 5.53% return.

XWFS.L

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

ISF.L

• 1D: 1.96%
• 1M: -3.16%
• YTD: 5.53%
• 6M: 11.73%
• 1Y: 24.43%
• 3Y*: 14.75%
• 5Y*: 12.95%
• 10Y*: 9.38%

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

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

XWFS.L has a 0.25% expense ratio, which is higher than ISF.L's 0.07% 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%.

XWFS.L

Xtrackers MSCI World Financials UCITS ETF 1C

ISF.L

iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

XWFS.L vs. ISF.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: 32
XWFS.L Sharpe Ratio Rank: 34
XWFS.L Sortino Ratio Rank: 32
XWFS.L Omega Ratio Rank: 32
XWFS.L Calmar Ratio Rank: 31
XWFS.L Martin Ratio Rank: 31

ISF.L

ISF.L Risk / Return Rank: 87
ISF.L Sharpe Ratio Rank: 87
ISF.L Sortino Ratio Rank: 85
ISF.L Omega Ratio Rank: 91
ISF.L Calmar Ratio Rank: 86
ISF.L Martin Ratio Rank: 86

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. ISF.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 Core FTSE 100 UCITS ETF (Dist) (ISF.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	ISF.L	Difference
Sharpe ratio Return per unit of total volatility	0.62	1.87	-1.25
Sortino ratio Return per unit of downside risk	0.93	2.35	-1.43
Omega ratio Gain probability vs. loss probability	1.13	1.40	-0.27
Calmar ratio Return relative to maximum drawdown	0.75	2.69	-1.94
Martin ratio Return relative to average drawdown	2.68	10.48	-7.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XWFS.L Sharpe Ratio is 0.62, which is lower than the ISF.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XWFS.L and ISF.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.

Sharpe Ratios by Period

	XWFS.L	ISF.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.87	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.03	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.16	+0.59

Correlation

The correlation between XWFS.L and ISF.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XWFS.L vs. ISF.L - Dividend Comparison

XWFS.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 2.88%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISF.L iShares Core FTSE 100 UCITS ETF (Dist)	2.88%	3.01%	3.71%	3.86%	3.75%	3.76%	3.11%	4.47%	4.44%	3.96%	3.79%	4.12%

Drawdowns

XWFS.L vs. ISF.L - Drawdown Comparison

The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum ISF.L drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for XWFS.L and ISF.L.

Drawdown Indicators

	XWFS.L	ISF.L	Difference
Max Drawdown Largest peak-to-trough decline	-16.47%	-68.24%	+51.77%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-10.57%	-1.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-12.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.13%	—
Current Drawdown Current decline from peak	-7.96%	-4.44%	-3.52%
Average Drawdown Average peak-to-trough decline	-4.16%	-21.99%	+17.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	2.36%	+1.03%

Volatility

XWFS.L vs. ISF.L - Volatility Comparison

Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) have volatilities of 5.34% and 5.36%, 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.

Volatility by Period

	XWFS.L	ISF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	5.36%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	9.72%	8.41%	+1.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.31%	13.02%	+3.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	12.52%	+3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.16%	14.82%	+1.34%