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

Performance

IMIB.L vs. X7PS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IMIB.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, IMIB.L achieves a 16.66% return, which is significantly higher than X7PS.L's 14.56% return. Over the past 10 years, IMIB.L has underperformed X7PS.L with an annualized return of 15.63%, while X7PS.L has yielded a comparatively higher 16.45% annualized return.


IMIB.L

1D
-1.48%
1M
-0.44%
6M
15.26%
YTD
16.66%
1Y
33.91%
3Y*
27.43%
5Y*
21.23%
10Y*
15.63%

X7PS.L

1D
0.00%
1M
4.26%
6M
11.91%
YTD
14.56%
1Y
49.84%
3Y*
44.04%
5Y*
31.75%
10Y*
16.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
16.66%43.78%13.17%30.55%-3.59%18.30%1.46%24.85%-15.32%18.99%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
14.56%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between IMIB.L and X7PS.L is 0.81, 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

0.81

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

0.81

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

0.80

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

0.75

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

0.79

The correlation between IMIB.L and X7PS.L has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

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

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

IMIB.L
IMIB.L Risk / Return Rank: 8282
Overall Rank
IMIB.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 8383
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 7878
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: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF (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.


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

0.00

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.28

3.10

+0.19

Martin ratioReturn relative to average drawdown

11.74

10.36

+1.37

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

The current IMIB.L Sharpe Ratio is 2.23, which is comparable to the X7PS.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IMIB.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

IMIB.L vs. X7PS.L - Drawdown Comparison

The maximum IMIB.L drawdown since its inception was -70.29%, which is greater than X7PS.L's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for IMIB.L and X7PS.L.


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Drawdown Indicators


IMIB.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-56.34%

-13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-16.07%

+5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-18.22%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

-30.73%

+6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-56.34%

+19.66%

Current Drawdown

Current decline from peak

-2.97%

-1.80%

-1.17%

Average Drawdown

Average peak-to-trough decline

-33.79%

-14.49%

-19.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.81%

-1.93%

Volatility

IMIB.L vs. X7PS.L - Volatility Comparison

The current volatility for iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) is 3.93%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has a volatility of 5.39%. This indicates that IMIB.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


IMIB.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

5.39%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

18.89%

-6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

22.30%

-7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

23.78%

-5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

24.60%

-5.33%

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

IMIB.L has a 0.35% expense ratio, which is higher than X7PS.L's 0.30% expense ratio.


Dividends

IMIB.L vs. X7PS.L - Dividend Comparison

IMIB.L's dividend yield for the trailing twelve months is around 3.75%, while X7PS.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
3.75%3.83%4.53%3.77%3.90%3.15%1.44%3.41%0.00%0.61%2.82%2.15%
X7PS.L
Invesco STOXX Europe 600 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


IMIB.L and X7PS.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X7PS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X7PS.L is cheaper with a 0.30% expense ratio, compared with 0.35% for IMIB.L.

IMIB.L tracks FTSE Italia AllShare TR EUR, while X7PS.L tracks Invesco STOXX Europe 600 Optimised Banks UCITS ETF. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for IMIB.L and 0.30% for X7PS.L.

Portfolio Optimizer

Find the right allocation for IMIB.L and X7PS.L

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