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INDA.DE vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDA.DE vs. S7XE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDA.DE achieves a 7.47% return, which is significantly higher than S7XE.DE's 4.99% return. Both investments have delivered pretty close results over the past 10 years, with INDA.DE having a 13.89% annualized return and S7XE.DE not far ahead at 14.41%.


INDA.DE

1D
0.46%
1M
6.24%
YTD
7.47%
6M
14.62%
1Y
41.55%
3Y*
40.68%
5Y*
26.58%
10Y*
13.89%

S7XE.DE

1D
1.09%
1M
6.30%
YTD
4.99%
6M
11.64%
1Y
38.45%
3Y*
44.23%
5Y*
28.00%
10Y*
14.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDA.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
7.47%76.64%32.75%22.04%1.47%37.53%-23.78%15.32%-25.43%11.50%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.99%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Correlation

The correlation between INDA.DE and S7XE.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.91

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

0.88

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

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2011

0.83

The correlation between INDA.DE and S7XE.DE shifts across timeframes, from 0.83 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

INDA.DE vs. S7XE.DE — Risk / Return Rank

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

INDA.DE
INDA.DE Risk / Return Rank: 5353
Overall Rank
INDA.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
INDA.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
INDA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
INDA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
INDA.DE Martin Ratio Rank: 5353
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
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.

INDA.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). 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.


INDA.DES7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.65

2.20

+0.45

Martin ratioReturn relative to average drawdown

8.93

6.92

+2.01

INDA.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current INDA.DE Sharpe Ratio is 1.86, which is comparable to the S7XE.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of INDA.DE and S7XE.DE, 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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Sharpe Ratios by Period


INDA.DES7XE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.59

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.08

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.50

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.24

-0.05

Drawdowns

INDA.DE vs. S7XE.DE - Drawdown Comparison

The maximum INDA.DE drawdown since its inception was -70.13%, which is greater than S7XE.DE's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for INDA.DE and S7XE.DE.


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Drawdown Indicators


INDA.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-65.33%

-4.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-17.42%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-19.82%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-35.42%

+7.65%

Max Drawdown (10Y)

Largest decline over 10 years

-55.08%

-63.10%

+8.02%

Current Drawdown

Current decline from peak

-1.73%

-2.02%

+0.29%

Average Drawdown

Average peak-to-trough decline

-26.50%

-23.01%

-3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

5.54%

-0.90%

Volatility

INDA.DE vs. S7XE.DE - Volatility Comparison

Lyxor STOXX Europe 600 Banks UCITS ETF Dist (INDA.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) have volatilities of 5.98% and 6.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INDA.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.10%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.92%

19.27%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

24.08%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.05%

25.60%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.34%

28.66%

-2.32%

INDA.DE vs. S7XE.DE - Expense Ratio Comparison

Both INDA.DE and S7XE.DE have an expense ratio of 0.30%.


Dividends

INDA.DE vs. S7XE.DE - Dividend Comparison

INDA.DE's dividend yield for the trailing twelve months is around 5.05%, while S7XE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
5.05%5.42%5.93%1.58%5.04%3.76%1.42%4.45%4.56%
S7XE.DE
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%

Frequently Asked Questions


With a correlation of 0.96, INDA.DE and S7XE.DE 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.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

INDA.DE and S7XE.DE have the same expense ratio: 0.30% per year.

INDA.DE tracks STOXX® Europe 600 Banks, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: Amundi and Invesco.

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