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XWFS.L vs. WFIN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWFS.L vs. WFIN.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 State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWFS.L is traded in GBP, while WFIN.L is traded in USD. To make them comparable, the WFIN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XWFS.L having a 9.16% return and WFIN.L slightly lower at 8.76%. Over the past 10 years, XWFS.L has underperformed WFIN.L with an annualized return of 10.10%, while WFIN.L has yielded a comparatively higher 13.14% annualized return.


XWFS.L

1D
0.00%
1M
5.54%
6M
9.63%
YTD
9.16%
1Y
21.20%
3Y*
24.21%
5Y*
8.39%
10Y*
10.10%

WFIN.L

1D
0.00%
1M
5.02%
6M
9.23%
YTD
8.76%
1Y
20.40%
3Y*
23.63%
5Y*
15.27%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XWFS.L
Xtrackers MSCI World Financials UCITS ETF 1C
9.16%20.20%29.08%10.02%-25.32%27.92%-3.00%26.44%-17.64%22.75%
WFIN.L
State Street SPDR MSCI World Financials UCITS ETF USD Acc
8.76%19.97%29.04%10.39%0.87%29.59%-5.81%20.19%-12.43%12.77%

Correlation

The correlation between XWFS.L and WFIN.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 (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2011

0.78

The correlation between XWFS.L and WFIN.L shifts across timeframes, from 0.75 (10 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XWFS.L vs. WFIN.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: 2828
Overall Rank
XWFS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XWFS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XWFS.L Omega Ratio Rank: 6262
Omega Ratio Rank
XWFS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XWFS.L Martin Ratio Rank: 1616
Martin Ratio Rank

WFIN.L
WFIN.L Risk / Return Rank: 5252
Overall Rank
WFIN.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WFIN.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
WFIN.L Omega Ratio Rank: 5050
Omega Ratio Rank
WFIN.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
WFIN.L Martin Ratio Rank: 4949
Martin Ratio Rank
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. WFIN.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 State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XWFS.LWFIN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

0.78

2.15

-1.37

Martin ratioReturn relative to average drawdown

1.16

6.83

-5.67

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

The current XWFS.L Sharpe Ratio is 0.48, which is lower than the WFIN.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of XWFS.L and WFIN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XWFS.L vs. WFIN.L - Drawdown Comparison

The maximum XWFS.L drawdown since its inception was -44.04%, smaller than the maximum WFIN.L drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for XWFS.L and WFIN.L.


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Drawdown Indicators


XWFS.LWFIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.04%

-61.54%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-27.08%

-9.90%

-17.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.08%

-16.14%

-10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-37.69%

-16.17%

-21.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.04%

-35.39%

-8.65%

Current Drawdown

Current decline from peak

-13.24%

-0.58%

-12.66%

Average Drawdown

Average peak-to-trough decline

-11.54%

-10.55%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.31%

3.12%

+15.19%

Volatility

XWFS.L vs. WFIN.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 3.17%, while State Street SPDR MSCI World Financials UCITS ETF USD Acc (WFIN.L) has a volatility of 3.67%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than WFIN.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.LWFIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.67%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

11.66%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

43.98%

14.30%

+29.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.14%

16.58%

+10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

18.14%

+5.76%

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

XWFS.L has a 0.25% expense ratio, which is lower than WFIN.L's 0.30% expense ratio.


Dividends

XWFS.L vs. WFIN.L - Dividend Comparison

Neither XWFS.L nor WFIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, XWFS.L and WFIN.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, 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 WFIN.L.

XWFS.L tracks MSCI World/Financials NR USD, while WFIN.L tracks State Street SPDR MSCI World Financials UCITS ETF USD Acc. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XWFS.L and 0.30% for WFIN.L.

Portfolio Optimizer

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