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Issuer
Invesco
Inception Date
Jul 7, 2009
Leveraged
1x (No leverage)
Index Tracked
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

X7PS.L Performance Chart

Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) is up 17.9% since the beginning of the year. X7PS.L is currently trading at €241 per share. Investors who bought €1,000 worth of X7PS.L shares 5 years ago would now be looking at an investment worth €4,020.


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S&P 500 Index

Returns By Period

Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has returned 17.93% so far this year and 53.36% over the past 12 months. Looking at the last ten years, X7PS.L has achieved an annualized return of 16.30%, outperforming the S&P 500 Index benchmark, which averaged 12.92% per year.


Invesco STOXX Europe 600 Optimised Banks UCITS ETF

1D
0.13%
1M
6.39%
6M
14.44%
YTD
17.93%
1Y
53.36%
3Y*
44.72%
5Y*
32.08%
10Y*
16.30%

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X7PS.L Monthly Returns History

Based on dividend-adjusted daily data since Aug 17, 2011, X7PS.L's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +32.1%, while the worst month was Mar 2020 at -29.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, X7PS.L closed higher 52% of trading days. The best single day was Nov 9, 2020 with a return of +12.3%, while the worst single day was Jun 24, 2016 at -15.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.12%-1.72%-10.05%9.51%5.56%6.89%2.71%17.93%
202510.13%12.79%0.29%-0.22%10.15%-0.69%7.84%1.75%4.32%1.32%5.12%7.54%78.30%
20241.49%2.38%11.59%4.30%4.89%-5.07%6.27%-1.36%1.20%0.49%-0.48%4.24%33.17%
202313.87%6.19%-13.34%3.17%-2.39%7.71%5.64%-2.79%1.89%-5.21%8.01%3.24%25.70%
20226.75%-10.13%-2.85%-2.60%6.37%-10.85%1.48%-0.96%-3.51%9.74%9.02%0.56%0.44%
2021-3.31%15.65%7.06%3.64%5.98%-4.38%-0.40%2.87%4.53%5.72%-7.85%5.35%38.22%

Benchmark Metrics

Invesco STOXX Europe 600 Optimised Banks UCITS ETF has an annualized alpha of 4.27%, beta of 0.60, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since August 17, 2011.

  • This ETF participated in 71.88% of S&P 500 Index downside but only 66.18% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.27%
Beta
0.60
0.16
Upside Capture
66.18%
Downside Capture
71.88%

Expense Ratio

X7PS.L has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

X7PS.L ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7373
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) and compare them to S&P 500 Index.

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.


X7PS.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

3.24

3.01

+0.23

Martin ratioReturn relative to average drawdown

10.66

11.10

-0.44

Dividends

Dividend History


Invesco STOXX Europe 600 Optimised Banks UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco STOXX Europe 600 Optimised Banks UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco STOXX Europe 600 Optimised Banks UCITS ETF was 60.64%, occurring on Apr 21, 2020. Recovery took 973 trading sessions.

The current Invesco STOXX Europe 600 Optimised Banks UCITS ETF drawdown is 0.94%.


Drawdown

Fall

Recovery

Underwater

Related event

-60.64%Apr 2020
4y 9mo3y 10mo
8y 7moJul 2015 - Feb 2024
COVID crash2020
-26.40%Jun 2012
2mo 13d6mo 1d
8mo 14dMar 2012 - Nov 2012
-23.29%Nov 2011
26d2mo 1d
2mo 27dOct 2011 - Jan 2012
-20.14%Apr 2025
12d1mo 5d
1mo 17dMar 2025 - May 2025
2025 selloff2025
-20.14%Sep 2011
26d1mo 15d
2mo 11dAug 2011 - Oct 2011

Drawdown Indicators


X7PS.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-51.17%

-9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-7.57%

-8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-23.99%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-23.99%

-5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-33.42%

-23.09%

Current Drawdown

Current decline from peak

-0.94%

-0.52%

-0.42%

Average Drawdown

Average peak-to-trough decline

-17.85%

-8.90%

-8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.04%

+2.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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