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IPRV.L vs. S7XP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IPRV.L vs. S7XP.L

Last updated Jun 5, 2026

IPRV.L (iShares Listed Private Equity UCITS ETF USD (Dist)) and S7XP.L (Invesco EURO STOXX Optimised Banks UCITS ETF) are both Financials Equities funds - IPRV.L tracks the S&P Listed Private Equity Index while S7XP.L tracks the MSCI World/Financials NR USD. Both are passively managed. Over the past 10 years, IPRV.L returned 12.65%/yr vs 15.50%/yr for S7XP.L. A 0.52 correlation means they provide meaningful diversification when combined. IPRV.L charges 0.75%/yr vs 0.30%/yr for S7XP.L.

Performance

IPRV.L vs. S7XP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPRV.L achieves a -12.08% return, which is significantly lower than S7XP.L's 4.29% return. Over the past 10 years, IPRV.L has underperformed S7XP.L with an annualized return of 12.65%, while S7XP.L has yielded a comparatively higher 15.50% annualized return.

IPRV.L

1D
2.62%
1M
-2.90%
YTD
-12.08%
6M
-10.54%
1Y
-7.71%
3Y*
10.33%
5Y*
6.33%
10Y*
12.65%

S7XP.L

1D
0.77%
1M
6.44%
YTD
4.29%
6M
10.76%
1Y
41.95%
3Y*
44.34%
5Y*
28.16%
10Y*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRV.L vs. S7XP.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)		-12.08%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%
S7XP.L
Invesco EURO STOXX Optimised Banks UCITS ETF		4.29%94.76%25.39%26.22%6.71%30.03%-18.68%10.65%-30.92%19.01%

Correlation

The correlation between IPRV.L and S7XP.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.46

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

0.49

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2014

0.52

The correlation between IPRV.L and S7XP.L has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

IPRV.L vs. S7XP.L - Sectors Allocation Comparison

Sectors
IPRV.L
S7XP.L

Financial Services

99.0%
100.0%

Industrials

0.7%

-

Consumer Cyclical

0.3%

-

Technology

0.1%

-

Healthcare

0.0%

-

Consumer Defensive

0.0%

-

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Real Estate

-

-

Utilities

-

-

Financial Services

IPRV.L
99.0%
S7XP.L
100.0%

Industrials

IPRV.L
0.7%
S7XP.L

-

Consumer Cyclical

IPRV.L
0.3%
S7XP.L

-

Technology

IPRV.L
0.1%
S7XP.L

-

Healthcare

IPRV.L
0.0%
S7XP.L

-

Consumer Defensive

IPRV.L
0.0%
S7XP.L

-

Basic Materials

IPRV.L

-

S7XP.L

-

Communication Services

IPRV.L

-

S7XP.L

-

Energy

IPRV.L

-

S7XP.L

-

Real Estate

IPRV.L

-

S7XP.L

-

Utilities

IPRV.L

-

S7XP.L

-

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iShares Listed Private Equity UCITS ETF USD (Dist)

Invesco EURO STOXX Optimised Banks UCITS ETF

Often compared with IPRV.L:
IPRV.L vs. SPYIPRV.L vs. QQQ3.LIPRV.L vs. IWMO.LIPRV.L vs. BRK-BIPRV.L vs. BXIPRV.L vs. SWDA.LIPRV.L vs. HMWO.L
Often compared with S7XP.L:
S7XP.L vs. X7PP.LS7XP.L vs. TDGB.LS7XP.L vs. LDEG.LS7XP.L vs. FLXD.LS7XP.L vs. IEDL.LS7XP.L vs. UB17.LS7XP.L vs. XWFS.L

Return for Risk

IPRV.L vs. S7XP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
Martin Ratio Rank
S7XP.L
S7XP.L Risk / Return Rank: 5050
Overall Rank
S7XP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
S7XP.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
S7XP.L Omega Ratio Rank: 4848
Omega Ratio Rank
S7XP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
S7XP.L Martin Ratio Rank: 4949
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.

IPRV.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) (IPRV.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.

IPRV.LS7XP.LDifference
Sharpe ratioReturn per unit of total volatility
-0.41
1.79

-2.20

Sortino ratioReturn per unit of downside risk
-0.45
2.46

-2.91

Omega ratioGain probability vs. loss probability

0.95

1.30

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.33

2.44

-2.77

Martin ratioReturn relative to average drawdown

-0.69

8.05

-8.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IPRV.L vs. S7XP.L - Sharpe Ratio Comparison

The current IPRV.L Sharpe Ratio is -0.41, which is lower than the S7XP.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IPRV.L and S7XP.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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Sharpe Ratios by Period

IPRV.LS7XP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.79

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.09

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.55

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.37

-0.20

Drawdowns

IPRV.L vs. S7XP.L - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -74.08%, which is greater than S7XP.L's maximum drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for IPRV.L and S7XP.L.

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Drawdown Indicators

IPRV.LS7XP.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-62.98%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-17.10%

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-27.90%

-18.26%

-9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-35.01%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

-62.98%

+18.45%

Current Drawdown

Current decline from peak

-22.45%

-1.85%

-20.60%

Average Drawdown

Average peak-to-trough decline

-11.64%

-19.23%

+7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

5.20%

+5.88%

Volatility

IPRV.L vs. S7XP.L - Volatility Comparison

The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) is 5.75%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 6.49%. This indicates that IPRV.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

IPRV.LS7XP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

6.49%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

18.61%

-3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

23.31%

-4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

25.83%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

27.92%

-7.56%

IPRV.L vs. S7XP.L - Expense Ratio Comparison

IPRV.L has a 0.75% expense ratio, which is higher than S7XP.L's 0.30% expense ratio.

Dividends

IPRV.L vs. S7XP.L - Dividend Comparison

IPRV.L's dividend yield for the trailing twelve months is around 5.23%, while S7XP.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)		5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%
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

IPRV.L and S7XP.L have a correlation of 0.47, 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 IPRV.L.

IPRV.L tracks S&P Listed Private Equity Index, 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 IPRV.L and 0.30% for S7XP.L.

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