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EGV1.DE vs. S7XE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGV1.DE vs. S7XE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). The values are adjusted to include any dividend payments, if applicable.

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EGV1.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
-2.56%23.89%22.98%12.79%3.54%19.62%-10.07%30.21%-6.75%11.48%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
-7.11%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Returns By Period

In the year-to-date period, EGV1.DE achieves a -2.56% return, which is significantly higher than S7XE.DE's -7.11% return. Over the past 10 years, EGV1.DE has underperformed S7XE.DE with an annualized return of 11.22%, while S7XE.DE has yielded a comparatively higher 13.39% annualized return.


EGV1.DE

1D
0.25%
1M
3.80%
YTD
-2.56%
6M
-2.14%
1Y
2.90%
3Y*
18.46%
5Y*
12.96%
10Y*
11.22%

S7XE.DE

1D
-1.77%
1M
-1.33%
YTD
-7.11%
6M
5.38%
1Y
33.09%
3Y*
39.87%
5Y*
27.96%
10Y*
13.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EGV1.DE vs. S7XE.DE - Expense Ratio Comparison

Both EGV1.DE and S7XE.DE have an expense ratio of 0.30%.


Return for Risk

EGV1.DE vs. S7XE.DE — Risk / Return Rank

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

EGV1.DE
EGV1.DE Risk / Return Rank: 1515
Overall Rank
EGV1.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EGV1.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EGV1.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EGV1.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
EGV1.DE Martin Ratio Rank: 1515
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 6666
Overall Rank
S7XE.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 5858
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 6767
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.

EGV1.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.


EGV1.DES7XE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.27

-1.11

Sortino ratio

Return per unit of downside risk

0.33

1.72

-1.38

Omega ratio

Gain probability vs. loss probability

1.05

1.23

-0.18

Calmar ratio

Return relative to maximum drawdown

0.41

2.32

-1.90

Martin ratio

Return relative to average drawdown

0.92

8.08

-7.16

EGV1.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current EGV1.DE Sharpe Ratio is 0.15, which is lower than the S7XE.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of EGV1.DE and S7XE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EGV1.DES7XE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.27

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.09

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.21

+0.20

Correlation

The correlation between EGV1.DE and S7XE.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EGV1.DE vs. S7XE.DE - Dividend Comparison

Neither EGV1.DE nor S7XE.DE has paid dividends to shareholders.


TTM202520242023202220212020201920182017
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
0.00%0.00%4.77%3.93%5.03%4.53%4.35%3.71%4.26%0.59%
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%0.00%0.00%

Drawdowns

EGV1.DE vs. S7XE.DE - Drawdown Comparison

The maximum EGV1.DE drawdown since its inception was -58.31%, smaller than the maximum S7XE.DE drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and S7XE.DE.


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Drawdown Indicators


EGV1.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.31%

-65.33%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-17.42%

+6.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-35.42%

+17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-47.02%

-63.10%

+16.08%

Current Drawdown

Current decline from peak

-5.31%

-13.31%

+8.00%

Average Drawdown

Average peak-to-trough decline

-7.92%

-23.20%

+15.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.99%

-0.46%

Volatility

EGV1.DE vs. S7XE.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 5.11%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 9.93%. This indicates that EGV1.DE experiences smaller price fluctuations and is considered to be less risky 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


EGV1.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

9.93%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

17.56%

-6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.81%

26.02%

-7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

25.36%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

28.78%

-8.63%