XWFS.L vs. WDFE.L
XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) and WDFE.L (Invesco S&P World Financials ESG UCITS ETF Acc) are both Financials Equities funds - XWFS.L tracks the MSCI World/Financials NR USD while WDFE.L tracks the S&P World ESG Enhanced Financials Index. Both are passively managed. Over the past 3 years, XWFS.L returned 20.16%/yr vs 19.37%/yr for WDFE.L. Their correlation of 0.87 suggests significant overlap in exposure. XWFS.L charges 0.25%/yr vs 0.18%/yr for WDFE.L.
Performance
XWFS.L vs. WDFE.L - Performance Comparison
Loading charts...
Different Trading Currencies
XWFS.L is traded in GBP, while WDFE.L is traded in USD. To make them comparable, the WDFE.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 WDFE.L's -0.95% return.
XWFS.L
- 1D
- -0.98%
- 1M
- -0.19%
- YTD
- -1.42%
- 6M
- 2.61%
- 1Y
- 13.19%
- 3Y*
- 20.16%
- 5Y*
- —
- 10Y*
- —
WDFE.L
- 1D
- -1.13%
- 1M
- -0.62%
- YTD
- -0.95%
- 6M
- 3.73%
- 1Y
- 11.60%
- 3Y*
- 19.37%
- 5Y*
- —
- 10Y*
- —
XWFS.L vs. WDFE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | -1.42% | 20.20% | 29.08% | 12.10% |
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | -0.95% | 17.98% | 27.97% | 12.47% |
Correlation
The correlation between XWFS.L and WDFE.L is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.87 |
The correlation between XWFS.L and WDFE.L has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XWFS.L vs. WDFE.L — Risk / Return Rank
XWFS.L
WDFE.L
XWFS.L vs. WDFE.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 Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.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 | WDFE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.27 | +0.09 |
| Martin ratioReturn relative to average drawdown | 4.37 | 4.17 | +0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XWFS.L | WDFE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.87 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.24 | -0.42 |
Drawdowns
XWFS.L vs. WDFE.L - Drawdown Comparison
The maximum XWFS.L drawdown since its inception was -16.47%, roughly equal to the maximum WDFE.L drawdown of -16.32%. Use the drawdown chart below to compare losses from any high point for XWFS.L and WDFE.L.
Loading charts...
Drawdown Indicators
| XWFS.L | WDFE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -16.32% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -9.07% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.47% | -16.32% | -0.15% |
Current DrawdownCurrent decline from peak | -2.91% | -2.44% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -2.17% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.77% | +0.24% |
Volatility
XWFS.L vs. WDFE.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 2.90%, while Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) has a volatility of 3.43%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than WDFE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XWFS.L | WDFE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.43% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.62% | 10.44% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 13.29% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.59% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 14.59% | +1.43% |
XWFS.L vs. WDFE.L - Expense Ratio Comparison
XWFS.L has a 0.25% expense ratio, which is higher than WDFE.L's 0.18% 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. WDFE.L - Dividend Comparison
Neither XWFS.L nor WDFE.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XWFS.L and WDFE.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, WDFE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDFE.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XWFS.L.
XWFS.L tracks MSCI World/Financials NR USD, while WDFE.L tracks S&P World ESG Enhanced Financials Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XWFS.L and 0.18% for WDFE.L.
Find the right allocation for XWFS.L and WDFE.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer