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CEUR.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEUR.L vs. X7PS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Europe (CEUR.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CEUR.L is traded in GBp, while X7PS.L is traded in EUR. To make them comparable, the X7PS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEUR.L achieves a 7.94% return, which is significantly lower than X7PS.L's 14.56% return. Over the past 10 years, CEUR.L has underperformed X7PS.L with an annualized return of 7.46%, while X7PS.L has yielded a comparatively higher 16.45% annualized return.


CEUR.L

1D
-0.63%
1M
-0.52%
6M
5.51%
YTD
7.94%
1Y
18.84%
3Y*
14.28%
5Y*
9.63%
10Y*
7.46%

X7PS.L

1D
0.00%
1M
4.26%
6M
11.91%
YTD
14.56%
1Y
49.84%
3Y*
44.04%
5Y*
31.75%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEUR.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEUR.L
Amundi MSCI Europe
7.94%24.46%4.90%12.93%-5.96%17.02%2.29%19.59%-19.56%10.42%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
14.56%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between CEUR.L and X7PS.L is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2011

0.68

The correlation between CEUR.L and X7PS.L shifts across timeframes, from 0.65 (10 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CEUR.L vs. X7PS.L — Risk / Return Rank

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

CEUR.L
CEUR.L Risk / Return Rank: 4949
Overall Rank
CEUR.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 5555
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 4444
Martin Ratio Rank

X7PS.L
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.

CEUR.L vs. X7PS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe (CEUR.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.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.


CEUR.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.70

3.10

-1.40

Martin ratioReturn relative to average drawdown

5.91

10.36

-4.45

CEUR.L vs. X7PS.L - Sharpe Ratio Comparison

The current CEUR.L Sharpe Ratio is 1.47, which is lower than the X7PS.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of CEUR.L and X7PS.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.


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Drawdowns

CEUR.L vs. X7PS.L - Drawdown Comparison

The maximum CEUR.L drawdown since its inception was -42.56%, smaller than the maximum X7PS.L drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for CEUR.L and X7PS.L.


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Drawdown Indicators


CEUR.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.56%

-56.34%

+13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-16.07%

+5.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.66%

-18.22%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-30.73%

+12.88%

Max Drawdown (10Y)

Largest decline over 10 years

-32.11%

-56.34%

+24.23%

Current Drawdown

Current decline from peak

-2.60%

-1.80%

-0.80%

Average Drawdown

Average peak-to-trough decline

-7.48%

-14.49%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

4.81%

-1.63%

Volatility

CEUR.L vs. X7PS.L - Volatility Comparison

The current volatility for Amundi MSCI Europe (CEUR.L) is 3.37%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has a volatility of 5.39%. This indicates that CEUR.L experiences smaller price fluctuations and is considered to be less risky than X7PS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEUR.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

5.39%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

18.89%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

22.30%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

23.78%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

24.60%

-9.40%

CEUR.L vs. X7PS.L - Expense Ratio Comparison

CEUR.L has a 0.05% expense ratio, which is lower than X7PS.L's 0.30% expense ratio.


Dividends

CEUR.L vs. X7PS.L - Dividend Comparison

Neither CEUR.L nor X7PS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEUR.L and X7PS.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEUR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEUR.L is cheaper with a 0.05% expense ratio, compared with 0.30% for X7PS.L.

CEUR.L tracks MSCI Europe NR EUR, while X7PS.L tracks Invesco STOXX Europe 600 Optimised Banks UCITS ETF. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for CEUR.L and 0.30% for X7PS.L.

Portfolio Optimizer

Find the right allocation for CEUR.L and X7PS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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