Correlation
The correlation between IEDL.L and S7XP.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
IEDL.L vs. S7XP.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L).
IEDL.L and S7XP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEDL.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Feb 23, 2018. S7XP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Apr 11, 2011. Both IEDL.L and S7XP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEDL.L or S7XP.L.
Performance
IEDL.L vs. S7XP.L - Performance Comparison
Loading data...
Key characteristics
IEDL.L:
0.98
S7XP.L:
1.77
IEDL.L:
1.26
S7XP.L:
2.23
IEDL.L:
1.19
S7XP.L:
1.31
IEDL.L:
0.87
S7XP.L:
2.31
IEDL.L:
4.05
S7XP.L:
8.64
IEDL.L:
3.78%
S7XP.L:
4.88%
IEDL.L:
16.68%
S7XP.L:
24.92%
IEDL.L:
-39.74%
S7XP.L:
-62.98%
IEDL.L:
-0.73%
S7XP.L:
-1.25%
Returns By Period
In the year-to-date period, IEDL.L achieves a 15.89% return, which is significantly lower than S7XP.L's 43.99% return.
IEDL.L
15.89%
5.93%
17.14%
16.34%
11.00%
15.83%
N/A
S7XP.L
43.99%
7.20%
51.92%
44.35%
35.30%
32.27%
8.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IEDL.L vs. S7XP.L - Expense Ratio Comparison
IEDL.L has a 0.25% expense ratio, which is lower than S7XP.L's 0.30% expense ratio.
Risk-Adjusted Performance
IEDL.L vs. S7XP.L — Risk-Adjusted Performance Rank
IEDL.L
S7XP.L
IEDL.L vs. S7XP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.
Loading data...
Dividends
IEDL.L vs. S7XP.L - Dividend Comparison
IEDL.L's dividend yield for the trailing twelve months is around 3.64%, while S7XP.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.64% | 4.22% | 4.76% | 4.23% | 3.56% | 2.32% | 3.86% | 3.19% |
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% |
Drawdowns
IEDL.L vs. S7XP.L - Drawdown Comparison
The maximum IEDL.L drawdown since its inception was -39.74%, smaller than the maximum S7XP.L drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for IEDL.L and S7XP.L.
Loading data...
Volatility
IEDL.L vs. S7XP.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) is 3.46%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 5.69%. This indicates that IEDL.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.
Loading data...