5MVW.DE vs. S7XE.DE
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and S7XE.DE (Invesco EURO STOXX Optimised Banks UCITS ETF) are both exchange-traded funds - 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy, while S7XE.DE is a Financials Equities fund tracking the EURO STOXX® Optimised Banks. Both are passively managed. Over the past 5 years, 5MVW.DE returned 20.31%/yr vs 28.00%/yr for S7XE.DE. At a 0.35 correlation, their price movements are largely independent. 5MVW.DE charges 0.18%/yr vs 0.30%/yr for S7XE.DE.
Performance
5MVW.DE vs. S7XE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVW.DE achieves a 32.79% return, which is significantly higher than S7XE.DE's 4.99% return.
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
S7XE.DE
- 1D
- 1.09%
- 1M
- 2.40%
- YTD
- 4.99%
- 6M
- 12.49%
- 1Y
- 36.30%
- 3Y*
- 44.23%
- 5Y*
- 28.00%
- 10Y*
- 14.41%
5MVW.DE vs. S7XE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 4.99% | 86.82% | 30.66% | 28.83% | 0.46% | 39.15% | -23.11% | 5.30% |
Correlation
The correlation between 5MVW.DE and S7XE.DE is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.35 |
The correlation between 5MVW.DE and S7XE.DE shifts across timeframes, from -0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5MVW.DE vs. S7XE.DE — Risk / Return Rank
5MVW.DE
S7XE.DE
5MVW.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). 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.
| 5MVW.DE | S7XE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.20 | +0.77 |
| Martin ratioReturn relative to average drawdown | 9.81 | 6.92 | +2.89 |
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
| 5MVW.DE | S7XE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.59 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.08 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.24 | +0.21 |
Drawdowns
5MVW.DE vs. S7XE.DE - Drawdown Comparison
The maximum 5MVW.DE drawdown since its inception was -56.87%, smaller than the maximum S7XE.DE drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and S7XE.DE.
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Drawdown Indicators
| 5MVW.DE | S7XE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -65.33% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -17.42% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -19.82% | -3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -35.42% | +11.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.10% | — |
Current DrawdownCurrent decline from peak | -7.49% | -2.02% | -5.47% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -23.01% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 5.54% | -0.98% |
Volatility
5MVW.DE vs. S7XE.DE - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a higher volatility of 6.76% compared to Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) at 6.10%. This indicates that 5MVW.DE's price experiences larger fluctuations and is considered to be riskier than S7XE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5MVW.DE | S7XE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 6.10% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 19.27% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 24.08% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 25.60% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 28.66% | +0.54% |
5MVW.DE vs. S7XE.DE - Expense Ratio Comparison
5MVW.DE has a 0.18% expense ratio, which is lower than S7XE.DE's 0.30% expense ratio.
Dividends
5MVW.DE vs. S7XE.DE - Dividend Comparison
5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while S7XE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
5MVW.DE and S7XE.DE have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for S7XE.DE.
5MVW.DE is categorized as Energy Equities, while S7XE.DE is Financials Equities. 5MVW.DE tracks MSCI World Energy, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for 5MVW.DE and 0.30% for S7XE.DE.
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