XWFS.L vs. URTH
XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) and URTH (iShares MSCI World ETF) are both exchange-traded funds - XWFS.L is a Financials Equities fund tracking the MSCI World/Financials NR USD, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 3 years, XWFS.L returned 20.16%/yr vs 17.88%/yr for URTH. At a 0.45 correlation, their price movements are largely independent. XWFS.L charges 0.25%/yr vs 0.24%/yr for URTH.
Performance
XWFS.L vs. URTH - Performance Comparison
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Different Trading Currencies
XWFS.L is traded in GBP, while URTH is traded in USD. To make them comparable, the URTH 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 URTH's 10.57% return.
XWFS.L
- 1D
- -0.98%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- 2.61%
- 1Y
- 13.19%
- 3Y*
- 20.16%
- 5Y*
- —
- 10Y*
- —
URTH
- 1D
- 0.00%
- 1M
- 4.78%
- YTD
- 10.57%
- 6M
- 9.96%
- 1Y
- 27.08%
- 3Y*
- 17.88%
- 5Y*
- 13.06%
- 10Y*
- 14.00%
XWFS.L vs. URTH - 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% |
URTH iShares MSCI World ETF | 10.57% | 12.71% | 20.73% | 17.75% | -5.55% |
Correlation
The correlation between XWFS.L and URTH is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022 | 0.45 |
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Return for Risk
XWFS.L vs. URTH — Risk / Return Rank
XWFS.L
URTH
XWFS.L vs. URTH - 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 MSCI World ETF (URTH). 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 | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.91 | -2.55 |
| Martin ratioReturn relative to average drawdown | 4.37 | 16.20 | -11.84 |
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 | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.47 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.80 | +0.02 |
Drawdowns
XWFS.L vs. URTH - Drawdown Comparison
The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum URTH drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for XWFS.L and URTH.
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Drawdown Indicators
| XWFS.L | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -27.18% | +10.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.95% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.47% | -18.55% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.18% | — |
Current DrawdownCurrent decline from peak | -2.91% | -0.48% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.33% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.68% | +1.33% |
Volatility
XWFS.L vs. URTH - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and iShares MSCI World ETF (URTH) have volatilities of 2.90% and 2.83%, 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.
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Volatility by Period
| XWFS.L | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.83% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 8.16% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 11.02% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.41% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 16.68% | -0.66% |
XWFS.L vs. URTH - Expense Ratio Comparison
XWFS.L has a 0.25% expense ratio, which is higher than URTH's 0.24% 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%.
Dividends
XWFS.L vs. URTH - Dividend Comparison
XWFS.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.34% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
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% |
Frequently Asked Questions
XWFS.L and URTH have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
URTH is cheaper with a 0.24% expense ratio, compared with 0.25% for XWFS.L.
XWFS.L is categorized as Financials Equities, while URTH is Global Equities. XWFS.L tracks MSCI World/Financials NR USD, while URTH tracks MSCI World Index (Net). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWFS.L and 0.24% for URTH.
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