XWFS.L vs. IWFV.L
XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - XWFS.L is a Financials Equities fund tracking the MSCI World/Financials NR USD, while IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, XWFS.L returned 20.16%/yr vs 27.38%/yr for IWFV.L. A 0.74 correlation means they provide meaningful diversification when combined. XWFS.L charges 0.25%/yr vs 0.30%/yr for IWFV.L.
Performance
XWFS.L vs. IWFV.L - Performance Comparison
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Different Trading Currencies
XWFS.L is traded in GBP, while IWFV.L is traded in GBp. To make them comparable, the IWFV.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 IWFV.L's 35.48% return.
XWFS.L
- 1D
- -0.98%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- 2.61%
- 1Y
- 13.19%
- 3Y*
- 20.16%
- 5Y*
- —
- 10Y*
- —
IWFV.L
- 1D
- 0.18%
- 1M
- 16.50%
- YTD
- 35.48%
- 6M
- 38.78%
- 1Y
- 68.86%
- 3Y*
- 27.38%
- 5Y*
- 17.65%
- 10Y*
- 13.95%
XWFS.L vs. IWFV.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% |
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 35.48% | 30.69% | 6.85% | 13.02% | 0.05% |
Correlation
The correlation between XWFS.L and IWFV.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | 0.74 |
The correlation between XWFS.L and IWFV.L shifts across timeframes, from 0.56 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XWFS.L vs. IWFV.L — Risk / Return Rank
XWFS.L
IWFV.L
XWFS.L vs. IWFV.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 Edge MSCI World Value Factor UCITS ETF (IWFV.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 | IWFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -5.34 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.97 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 9.68 | -8.31 |
| Martin ratioReturn relative to average drawdown | 4.37 | 37.44 | -33.07 |
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 | IWFV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 5.11 | -4.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.79 | +0.02 |
Drawdowns
XWFS.L vs. IWFV.L - Drawdown Comparison
The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for XWFS.L and IWFV.L.
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Drawdown Indicators
| XWFS.L | IWFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -28.79% | +12.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -7.08% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.47% | -13.82% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.79% | — |
Current DrawdownCurrent decline from peak | -2.91% | 0.00% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -4.38% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.83% | +1.18% |
Volatility
XWFS.L vs. IWFV.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 2.90%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 5.47%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than IWFV.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 | IWFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 5.47% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 11.17% | -1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 13.42% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 13.09% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 15.10% | +0.92% |
XWFS.L vs. IWFV.L - Expense Ratio Comparison
XWFS.L has a 0.25% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.
Dividends
XWFS.L vs. IWFV.L - Dividend Comparison
Neither XWFS.L nor IWFV.L has paid dividends to shareholders.
Frequently Asked Questions
XWFS.L and IWFV.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IWFV.L.
XWFS.L is categorized as Financials Equities, while IWFV.L is Global Equities. XWFS.L tracks MSCI World/Financials NR USD, while IWFV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWFS.L and 0.30% for IWFV.L.
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