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FNCE.L vs. X7PP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNCE.L vs. X7PP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Europe Financials UCITS ETF (FNCE.L) and Invesco European Banks Sector UCITS ETF (X7PP.L). The values are adjusted to include any dividend payments, if applicable.

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FNCE.L vs. X7PP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FNCE.L
SPDR MSCI Europe Financials UCITS ETF
-6.48%54.52%20.29%18.87%5.67%
X7PP.L
Invesco European Banks Sector UCITS ETF
-7.71%87.77%27.07%23.27%12.60%
Different Trading Currencies

FNCE.L is traded in GBP, while X7PP.L is traded in GBp. To make them comparable, the X7PP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FNCE.L achieves a -6.48% return, which is significantly higher than X7PP.L's -7.71% return.


FNCE.L

1D
1.54%
1M
-8.66%
YTD
-6.48%
6M
3.03%
1Y
22.86%
3Y*
25.98%
5Y*
10Y*

X7PP.L

1D
1.46%
1M
-11.09%
YTD
-7.71%
6M
5.84%
1Y
37.93%
3Y*
37.77%
5Y*
26.75%
10Y*
13.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNCE.L vs. X7PP.L - Expense Ratio Comparison

FNCE.L has a 0.18% expense ratio, which is lower than X7PP.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%.


Return for Risk

FNCE.L vs. X7PP.L — Risk / Return Rank

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

FNCE.L
FNCE.L Risk / Return Rank: 6464
Overall Rank
FNCE.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FNCE.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
FNCE.L Omega Ratio Rank: 6363
Omega Ratio Rank
FNCE.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
FNCE.L Martin Ratio Rank: 6060
Martin Ratio Rank

X7PP.L
X7PP.L Risk / Return Rank: 8080
Overall Rank
X7PP.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
X7PP.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
X7PP.L Omega Ratio Rank: 7777
Omega Ratio Rank
X7PP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
X7PP.L Martin Ratio Rank: 7676
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.

FNCE.L vs. X7PP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Financials UCITS ETF (FNCE.L) and Invesco European Banks Sector UCITS ETF (X7PP.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.


FNCE.LX7PP.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.62

-0.40

Sortino ratio

Return per unit of downside risk

1.61

2.06

-0.45

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.68

2.25

-0.58

Martin ratio

Return relative to average drawdown

6.05

7.63

-1.57

FNCE.L vs. X7PP.L - Sharpe Ratio Comparison

The current FNCE.L Sharpe Ratio is 1.22, which is comparable to the X7PP.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FNCE.L and X7PP.L, 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


FNCE.LX7PP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.62

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.38

+0.87

Correlation

The correlation between FNCE.L and X7PP.L is 0.90, 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

FNCE.L vs. X7PP.L - Dividend Comparison

Neither FNCE.L nor X7PP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FNCE.L vs. X7PP.L - Drawdown Comparison

The maximum FNCE.L drawdown since its inception was -14.71%, smaller than the maximum X7PP.L drawdown of -56.28%. Use the drawdown chart below to compare losses from any high point for FNCE.L and X7PP.L.


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Drawdown Indicators


FNCE.LX7PP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.71%

-56.28%

+41.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-15.94%

+3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

Max Drawdown (10Y)

Largest decline over 10 years

-56.28%

Current Drawdown

Current decline from peak

-8.96%

-13.73%

+4.77%

Average Drawdown

Average peak-to-trough decline

-3.04%

-15.55%

+12.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

4.71%

-1.16%

Volatility

FNCE.L vs. X7PP.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Financials UCITS ETF (FNCE.L) is 8.27%, while Invesco European Banks Sector UCITS ETF (X7PP.L) has a volatility of 9.56%. This indicates that FNCE.L experiences smaller price fluctuations and is considered to be less risky than X7PP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNCE.LX7PP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

9.56%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

16.03%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

23.45%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

23.22%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

24.61%

-7.27%