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

Performance

FNCE.L vs. X7PS.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 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

FNCE.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, FNCE.L achieves a 11.70% return, which is significantly lower than X7PS.L's 13.65% return. Over the past 10 years, FNCE.L has underperformed X7PS.L with an annualized return of 12.61%, while X7PS.L has yielded a comparatively higher 16.34% annualized return.


FNCE.L

1D
0.00%
1M
2.13%
6M
10.36%
YTD
11.70%
1Y
32.46%
3Y*
31.65%
5Y*
19.05%
10Y*
12.61%

X7PS.L

1D
-0.99%
1M
-0.04%
6M
10.58%
YTD
13.65%
1Y
47.90%
3Y*
43.02%
5Y*
31.54%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
FNCE.L
SPDR MSCI Europe Financials UCITS ETF
11.70%54.52%20.29%18.87%-13.17%28.99%-15.61%22.69%-19.01%12.15%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
13.65%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between FNCE.L and X7PS.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.92

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

0.90

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

0.88

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

0.86

The correlation between FNCE.L and X7PS.L has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

FNCE.L vs. X7PS.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: 7474
Overall Rank
FNCE.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FNCE.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FNCE.L Omega Ratio Rank: 7575
Omega Ratio Rank
FNCE.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
FNCE.L Martin Ratio Rank: 7171
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
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: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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. X7PS.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 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.


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

-0.26

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.77

2.97

-0.20

Martin ratioReturn relative to average drawdown

9.70

9.92

-0.22

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

The current FNCE.L Sharpe Ratio is 1.87, which is comparable to the X7PS.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FNCE.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

FNCE.L vs. X7PS.L - Drawdown Comparison

The maximum FNCE.L drawdown since its inception was -45.35%, smaller than the maximum X7PS.L drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for FNCE.L and X7PS.L.


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Drawdown Indicators


FNCE.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.35%

-56.34%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-16.07%

+4.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.71%

-18.22%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-30.73%

-2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-45.35%

-56.34%

+10.99%

Current Drawdown

Current decline from peak

-0.75%

-2.58%

+1.83%

Average Drawdown

Average peak-to-trough decline

-12.25%

-14.49%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

4.81%

-1.46%

Volatility

FNCE.L vs. X7PS.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Financials UCITS ETF (FNCE.L) is 4.22%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.51%. This indicates that FNCE.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


FNCE.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

5.51%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

18.93%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

22.34%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.98%

23.77%

-3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

24.61%

-3.40%

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

FNCE.L has a 0.18% 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

FNCE.L vs. X7PS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, FNCE.L and X7PS.L 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, FNCE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNCE.L is cheaper with a 0.18% expense ratio, compared with 0.20% for X7PS.L.

FNCE.L is categorized as Financials Equities, while X7PS.L is Europe Equities. FNCE.L tracks MSCI World/Financials NR USD, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for FNCE.L and 0.20% for X7PS.L.

Portfolio Optimizer

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