IDPE.L vs. S7XP.L
IDPE.L (iShares Listed Private Equity UCITS ETF USD (Dist)) and S7XP.L (Invesco EURO STOXX Optimised Banks UCITS ETF) are both Financials Equities funds - IDPE.L tracks the S&P LISTED PRIVATE EQUITY INDEX (NET) (USD) while S7XP.L tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 10 years, IDPE.L returned 10.81%/yr vs 17.31%/yr for S7XP.L. A 0.59 correlation means they provide meaningful diversification when combined. IDPE.L charges 0.75%/yr vs 0.30%/yr for S7XP.L.
Performance
IDPE.L vs. S7XP.L - Performance Comparison
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Different Trading Currencies
IDPE.L is traded in USD, while S7XP.L is traded in GBp. To make them comparable, the S7XP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IDPE.L achieves a -11.15% return, which is significantly lower than S7XP.L's 12.10% return. Over the past 10 years, IDPE.L has underperformed S7XP.L with an annualized return of 10.81%, while S7XP.L has yielded a comparatively higher 17.31% annualized return.
IDPE.L
- 1D
- -0.16%
- 1M
- 0.45%
- 6M
- -13.72%
- YTD
- -11.15%
- 1Y
- -16.47%
- 3Y*
- 9.31%
- 5Y*
- 4.52%
- 10Y*
- 10.81%
S7XP.L
- 1D
- -1.37%
- 1M
- -0.02%
- 6M
- 10.21%
- YTD
- 12.10%
- 1Y
- 45.86%
- 3Y*
- 45.45%
- 5Y*
- 32.35%
- 10Y*
- 17.31%
IDPE.L vs. S7XP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | -11.15% | 1.30% | 23.80% | 39.29% | -28.48% | 41.86% | 4.59% | 43.87% | -13.92% | 25.05% |
S7XP.L Invesco EURO STOXX Optimised Banks UCITS ETF | 12.10% | 109.46% | 23.30% | 32.88% | -4.70% | 28.85% | -16.19% | 15.09% | -34.83% | 30.34% |
Correlation
The correlation between IDPE.L and S7XP.L is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2011 | 0.59 |
The correlation between IDPE.L and S7XP.L has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.
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Return for Risk
IDPE.L vs. S7XP.L — Risk / Return Rank
IDPE.L
S7XP.L
IDPE.L vs. S7XP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.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.
| IDPE.L | S7XP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.31 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.37 | -3.04 |
| Martin ratioReturn relative to average drawdown | -1.18 | 7.39 | -8.57 |
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Drawdowns
IDPE.L vs. S7XP.L - Drawdown Comparison
The maximum IDPE.L drawdown since its inception was -82.58%, which is greater than S7XP.L's maximum drawdown of -76.37%. Use the drawdown chart below to compare losses from any high point for IDPE.L and S7XP.L.
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Drawdown Indicators
| IDPE.L | S7XP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.58% | -76.37% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -19.25% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -25.17% | -20.05% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -38.86% | -43.31% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -50.36% | -67.65% | +17.29% |
Current DrawdownCurrent decline from peak | -17.65% | -2.44% | -15.21% |
Average DrawdownAverage peak-to-trough decline | -20.32% | -37.60% | +17.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.88% | 6.19% | +7.69% |
Volatility
IDPE.L vs. S7XP.L - Volatility Comparison
The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) is 5.39%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 5.86%. This indicates that IDPE.L experiences smaller price fluctuations and is considered to be less risky than S7XP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDPE.L | S7XP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.86% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 16.87% | 21.02% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.82% | 24.88% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.36% | 29.53% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 29.98% | -7.87% |
IDPE.L vs. S7XP.L - Expense Ratio Comparison
IDPE.L has a 0.75% expense ratio, which is higher than S7XP.L's 0.30% expense ratio.
Dividends
IDPE.L vs. S7XP.L - Dividend Comparison
IDPE.L's dividend yield for the trailing twelve months is around 3.82%, while S7XP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDPE.L iShares Listed Private Equity UCITS ETF USD (Dist) | 3.82% | 2.96% | 3.03% | 3.35% | 4.36% | 2.54% | 3.56% | 3.25% | 5.05% | 4.96% | 4.33% | 5.53% |
S7XP.L 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
IDPE.L and S7XP.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S7XP.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S7XP.L is cheaper with a 0.30% expense ratio, compared with 0.75% for IDPE.L.
IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD), while S7XP.L tracks MSCI World/Financials NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.75% for IDPE.L and 0.30% for S7XP.L.
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