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

Performance

FASA.L vs. X7PS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FASA.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, FASA.L achieves a 4.29% return, which is significantly lower than X7PS.L's 14.82% return.


FASA.L

1D
0.23%
1M
1.10%
6M
2.28%
YTD
4.29%
1Y
15.33%
3Y*
12.75%
5Y*
10Y*

X7PS.L

1D
0.36%
1M
2.82%
6M
11.45%
YTD
14.82%
1Y
50.34%
3Y*
44.14%
5Y*
31.81%
10Y*
16.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
FASA.L
Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc)
4.29%21.28%9.36%4.57%-2.43%3.75%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
14.82%87.84%27.12%23.19%5.63%-2.60%

Correlation

The correlation between FASA.L and X7PS.L is 0.60, 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

0.60

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

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.64

The correlation between FASA.L and X7PS.L has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

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

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

FASA.L
FASA.L Risk / Return Rank: 4141
Overall Rank
FASA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FASA.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
FASA.L Omega Ratio Rank: 4545
Omega Ratio Rank
FASA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
FASA.L Martin Ratio Rank: 3636
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: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (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.


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

-0.92

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.43

3.12

-1.69

Martin ratioReturn relative to average drawdown

4.47

10.43

-5.96

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

The current FASA.L Sharpe Ratio is 1.33, which is lower than the X7PS.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FASA.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

FASA.L vs. X7PS.L - Drawdown Comparison

The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum X7PS.L drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for FASA.L and X7PS.L.


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Drawdown Indicators


FASA.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-56.34%

+43.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-16.07%

+5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

-18.22%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.73%

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

Current Drawdown

Current decline from peak

-2.45%

-1.58%

-0.87%

Average Drawdown

Average peak-to-trough decline

-3.12%

-14.49%

+11.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

4.81%

-1.31%

Volatility

FASA.L vs. X7PS.L - Volatility Comparison

The current volatility for Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) is 3.42%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.42%. This indicates that FASA.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


FASA.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

5.42%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

18.90%

-8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

22.31%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

23.78%

-10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.10%

24.60%

-11.50%

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

FASA.L has a 0.12% expense ratio, which is lower than X7PS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FASA.L vs. X7PS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FASA.L and X7PS.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FASA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FASA.L is cheaper with a 0.12% expense ratio, compared with 0.20% for X7PS.L.

FASA.L tracks FTSE All-Share ex Investment Trusts ESG Climate Select Index, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). Their fees differ too: 0.12% for FASA.L and 0.20% for X7PS.L.

Portfolio Optimizer

Find the right allocation for FASA.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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