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EXX1.DE vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX1.DE vs. S7XE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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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Returns By Period

In the year-to-date period, EXX1.DE achieves a 5.47% return, which is significantly higher than S7XE.DE's 4.99% return. Both investments have delivered pretty close results over the past 10 years, with EXX1.DE having a 14.90% annualized return and S7XE.DE not far behind at 14.41%.


EXX1.DE

1D
0.88%
1M
2.57%
YTD
5.47%
6M
12.82%
1Y
39.11%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%

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

EXX1.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
5.47%90.63%30.20%30.03%0.67%39.66%-23.43%17.97%-31.04%14.78%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.99%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Correlation

The correlation between EXX1.DE and S7XE.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

0.99

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2011

0.98

The correlation between EXX1.DE and S7XE.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

EXX1.DE vs. S7XE.DE — Risk / Return Rank

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

EXX1.DE
EXX1.DE Risk / Return Rank: 4949
Overall Rank
EXX1.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 4747
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
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.

EXX1.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.


EXX1.DES7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.41

2.20

+0.22

Martin ratioReturn relative to average drawdown

7.65

6.92

+0.73

EXX1.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current EXX1.DE Sharpe Ratio is 1.74, which is comparable to the S7XE.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of EXX1.DE and S7XE.DE, 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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Sharpe Ratios by Period


EXX1.DES7XE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.59

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

1.08

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.24

-0.13

Drawdowns

EXX1.DE vs. S7XE.DE - Drawdown Comparison

The maximum EXX1.DE drawdown since its inception was -84.32%, which is greater than S7XE.DE's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and S7XE.DE.


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Drawdown Indicators


EXX1.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-65.33%

-18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-17.42%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-19.82%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

-35.42%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-62.43%

-63.10%

+0.67%

Current Drawdown

Current decline from peak

-1.57%

-2.02%

+0.45%

Average Drawdown

Average peak-to-trough decline

-49.66%

-23.01%

-26.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

5.54%

-0.18%

Volatility

EXX1.DE vs. S7XE.DE - Volatility Comparison

The current volatility for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) is 5.65%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 6.10%. This indicates that EXX1.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


EXX1.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

6.10%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

19.27%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

24.08%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

25.60%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

28.66%

-0.32%

EXX1.DE vs. S7XE.DE - Expense Ratio Comparison

EXX1.DE has a 0.52% expense ratio, which is higher than S7XE.DE's 0.30% expense ratio.


Dividends

EXX1.DE vs. S7XE.DE - Dividend Comparison

EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, while S7XE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
3.59%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%
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%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, EXX1.DE and S7XE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S7XE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S7XE.DE is cheaper with a 0.30% expense ratio, compared with 0.52% for EXX1.DE.

EXX1.DE tracks EURO STOXX® Banks 30-15, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.52% for EXX1.DE and 0.30% for S7XE.DE.

Portfolio Optimizer

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