XWFS.L vs. XLFQ.L
Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) and Invesco US Financials Sector UCITS ETF (XLFQ.L).
XWFS.L and XLFQ.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. XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009. Both XWFS.L and XLFQ.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.
Performance
XWFS.L vs. XLFQ.L - Performance Comparison
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XWFS.L vs. XLFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XWFS.L Xtrackers MSCI World Financials UCITS ETF 1C | -4.65% | 20.20% | 29.08% | 10.02% | -0.66% |
XLFQ.L Invesco US Financials Sector UCITS ETF | -8.49% | 7.07% | 32.15% | 6.12% | -2.76% |
Different Trading Currencies
XWFS.L is traded in GBP, while XLFQ.L is traded in GBp. To make them comparable, the XLFQ.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 -4.65% return, which is significantly higher than XLFQ.L's -8.49% return.
XWFS.L
- 1D
- 2.04%
- 1M
- -2.24%
- YTD
- -4.65%
- 6M
- 0.79%
- 1Y
- 11.32%
- 3Y*
- 19.38%
- 5Y*
- —
- 10Y*
- —
XLFQ.L
- 1D
- 1.07%
- 1M
- -2.04%
- YTD
- -8.49%
- 6M
- -5.56%
- 1Y
- -1.87%
- 3Y*
- 14.45%
- 5Y*
- 10.07%
- 10Y*
- 12.88%
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XWFS.L vs. XLFQ.L - Expense Ratio Comparison
XWFS.L has a 0.25% expense ratio, which is higher than XLFQ.L's 0.14% 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%.
Return for Risk
XWFS.L vs. XLFQ.L — Risk / Return Rank
XWFS.L
XLFQ.L
XWFS.L vs. XLFQ.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 US Financials Sector UCITS ETF (XLFQ.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 | XLFQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | -0.10 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.02 | -0.02 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.00 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | -0.17 | +1.33 |
Martin ratioReturn relative to average drawdown | 3.78 | -0.47 | +4.25 |
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 | XLFQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | -0.10 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.63 | +0.16 |
Correlation
The correlation between XWFS.L and XLFQ.L is 0.89, 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.
Dividends
XWFS.L vs. XLFQ.L - Dividend Comparison
Neither XWFS.L nor XLFQ.L has paid dividends to shareholders.
Drawdowns
XWFS.L vs. XLFQ.L - Drawdown Comparison
The maximum XWFS.L drawdown since its inception was -16.47%, smaller than the maximum XLFQ.L drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for XWFS.L and XLFQ.L.
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Drawdown Indicators
| XWFS.L | XLFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -35.39% | +18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -12.81% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.01% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.39% | — |
Current DrawdownCurrent decline from peak | -6.09% | -10.32% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -5.61% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 4.58% | -1.63% |
Volatility
XWFS.L vs. XLFQ.L - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) has a higher volatility of 5.47% compared to Invesco US Financials Sector UCITS ETF (XLFQ.L) at 4.79%. This indicates that XWFS.L's price experiences larger fluctuations and is considered to be riskier than XLFQ.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 | XLFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.79% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 10.61% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 17.82% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 17.58% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 20.16% | -3.98% |