XWIS.L vs. XWFS.L

Last updated Jul 16, 2026

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

Performance

XWIS.L vs. XWFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

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

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%

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%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
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%

Correlation

The correlation between XWIS.L and XWFS.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 XWIS.L and XWFS.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

XWIS.L vs. XWFS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWIS.L

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

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

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.

XWIS.L vs. XWFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.

	XWIS.L	XWFS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.44	0.48	-0.04
Sortino ratio: Return per unit of downside risk	1.03	1.10	-0.07
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio: Return relative to maximum drawdown	0.71	0.78	-0.07
Martin ratio: Return relative to average drawdown	1.14	1.16	-0.02

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

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

XWIS.L vs. XWFS.L - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

XWIS.L vs. XWFS.L - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a higher volatility of 4.78% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.17%. This indicates that XWIS.L's price experiences larger fluctuations and is considered to be riskier than XWFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

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

Both XWIS.L and XWFS.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

XWIS.L vs. XWFS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

XWIS.L and XWFS.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, XWIS.L or XWFS.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, XWIS.L or XWFS.L?

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

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

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