XWFS.L vs. XWIS.L

Last updated Jul 16, 2026

XWFS.L (Xtrackers MSCI World Financials UCITS ETF 1C) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both exchange-traded funds - XWFS.L is a Financials Equities fund tracking the MSCI World/Financials NR USD, while XWIS.L is a Industrials Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, XWFS.L returned 10.10%/yr vs 9.01%/yr for XWIS.L. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XWFS.L vs. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XWFS.L achieves a 9.16% return, which is significantly lower than XWIS.L's 12.92% return. Over the past 10 years, XWFS.L has outperformed XWIS.L with an annualized return of 10.10%, while XWIS.L has yielded a comparatively lower 9.01% 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%

XWIS.L

• 1D: 0.00%
• 1M: 0.75%
• 6M: 7.31%
• YTD: 12.92%
• 1Y: 19.58%
• 3Y*: 8.23%
• 5Y*: 5.80%
• 10Y*: 9.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	12.92%	16.99%	14.88%	-3.06%	-13.20%	16.55%	11.59%	28.78%	-15.34%	25.19%

Correlation

The correlation between XWFS.L and XWIS.L is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	0.77

The correlation between XWFS.L and XWIS.L shifts across timeframes, from 0.59 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XWFS.L vs. XWIS.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: 28
XWFS.L Sharpe Ratio Rank: 18
XWFS.L Sortino Ratio Rank: 23
XWFS.L Omega Ratio Rank: 62
XWFS.L Calmar Ratio Rank: 21
XWFS.L Martin Ratio Rank: 16

XWIS.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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.L	XWIS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.48	0.44	+0.04
Sortino ratio: Return per unit of downside risk	1.10	1.03	+0.07
Omega ratio: Gain probability vs. loss probability	1.31	1.27	+0.04
Calmar ratio: Return relative to maximum drawdown	0.78	0.71	+0.07
Martin ratio: Return relative to average drawdown	1.16	1.14	+0.02

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

The current XWFS.L Sharpe Ratio is 0.48, which is comparable to the XWIS.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of XWFS.L and XWIS.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.

Drawdowns

XWFS.L vs. XWIS.L - Drawdown Comparison

The maximum XWFS.L drawdown since its inception was -44.04%, which is greater than XWIS.L's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for XWFS.L and XWIS.L.

Drawdown Indicators

	XWFS.L	XWIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-44.04%	-39.29%	-4.75%
Max Drawdown (1Y) Largest decline over 1 year	-27.08%	-27.55%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-27.08%	-27.92%	+0.84%
Max Drawdown (5Y) Largest decline over 5 years	-37.69%	-27.92%	-9.77%
Max Drawdown (10Y) Largest decline over 10 years	-44.04%	-39.29%	-4.75%
Current Drawdown Current decline from peak	-13.24%	-15.26%	+2.02%
Average Drawdown Average peak-to-trough decline	-11.54%	-6.91%	-4.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.31%	17.17%	+1.14%

Volatility

XWFS.L vs. XWIS.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) is 3.17%, while Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a volatility of 4.78%. This indicates that XWFS.L experiences smaller price fluctuations and is considered to be less risky than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWFS.L	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	4.78%	-1.61%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	12.05%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	43.98%	44.44%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.14%	25.86%	+1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.90%	21.80%	+2.10%

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

Both XWFS.L and XWIS.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XWFS.L vs. XWIS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XWFS.L and XWIS.L in my portfolio?

XWFS.L and XWIS.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XWFS.L or XWIS.L?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWFS.L or XWIS.L?

XWFS.L and XWIS.L have the same expense ratio: 0.25% per year.

What is the main difference between XWFS.L and XWIS.L?

XWFS.L is categorized as Financials Equities, while XWIS.L is Industrials Equities. XWFS.L tracks MSCI World/Financials NR USD, while XWIS.L tracks MSCI World Index.