XWFS.L vs. S7XP.L
Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L).
XWFS.L and S7XP.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. S7XP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Apr 11, 2011. Both XWFS.L and S7XP.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XWFS.L or S7XP.L.
Key characteristics
| XWFS.L | S7XP.L | |
|---|---|---|
| YTD Return | 29.21% | 21.99% |
| 1Y Return | 39.50% | 28.73% |
| Sharpe Ratio | 2.74 | 1.54 |
| Sortino Ratio | 3.78 | 2.04 |
| Omega Ratio | 1.53 | 1.28 |
| Calmar Ratio | 1.66 | 2.40 |
| Martin Ratio | 21.02 | 7.09 |
| Ulcer Index | 1.85% | 3.94% |
| Daily Std Dev | 14.19% | 18.14% |
| Max Drawdown | -34.26% | -62.98% |
| Current Drawdown | 0.00% | -5.18% |
Correlation
The correlation between XWFS.L and S7XP.L is 0.72, 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.
Performance
XWFS.L vs. S7XP.L - Performance Comparison
In the year-to-date period, XWFS.L achieves a 29.21% return, which is significantly higher than S7XP.L's 21.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XWFS.L vs. S7XP.L - Expense Ratio Comparison
XWFS.L has a 0.25% expense ratio, which is lower than S7XP.L's 0.30% expense ratio.
Risk-Adjusted Performance
XWFS.L vs. S7XP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.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.
Dividends
XWFS.L vs. S7XP.L - Dividend Comparison
Neither XWFS.L nor S7XP.L has paid dividends to shareholders.
Drawdowns
XWFS.L vs. S7XP.L - Drawdown Comparison
The maximum XWFS.L drawdown since its inception was -34.26%, smaller than the maximum S7XP.L drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for XWFS.L and S7XP.L. For additional features, visit the drawdowns tool.
Volatility
XWFS.L vs. S7XP.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 3.96%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 6.70%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than S7XP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.