IUFS.L vs. S7XP.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L).

IUFS.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. IUFS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Financials Index. It was launched on Nov 20, 2015. 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 IUFS.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.

Performance

IUFS.L vs. S7XP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc	-9.56%	15.05%	30.22%	12.12%	-11.04%	36.28%	-3.33%	31.22%	-14.36%	23.02%
S7XP.L Invesco EURO STOXX Optimised Banks UCITS ETF	-6.58%	109.46%	23.30%	32.88%	-4.70%	28.85%	-16.19%	15.09%	-34.83%	30.34%

Different Trading Currencies

IUFS.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, IUFS.L achieves a -9.56% return, which is significantly lower than S7XP.L's -6.58% return. Over the past 10 years, IUFS.L has underperformed S7XP.L with an annualized return of 12.20%, while S7XP.L has yielded a comparatively higher 13.70% annualized return.

IUFS.L

• 1D: 1.98%
• 1M: -2.40%
• YTD: -9.56%
• 6M: -6.71%
• 1Y: 1.03%
• 3Y*: 17.37%
• 5Y*: 9.23%
• 10Y*: 12.20%

S7XP.L

• 1D: 4.94%
• 1M: -5.28%
• YTD: -6.58%
• 6M: 4.67%
• 1Y: 44.27%
• 3Y*: 44.13%
• 5Y*: 28.01%
• 10Y*: 13.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IUFS.L has a 0.15% expense ratio, which is lower than S7XP.L's 0.30% expense ratio.

S7XP.L

Invesco EURO STOXX Optimised Banks UCITS ETF

IUFS.L

iShares S&P 500 Financials Sector UCITS ETF USD Acc

Return for Risk

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

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

IUFS.L

IUFS.L Risk / Return Rank: 12
IUFS.L Sharpe Ratio Rank: 13
IUFS.L Sortino Ratio Rank: 12
IUFS.L Omega Ratio Rank: 12
IUFS.L Calmar Ratio Rank: 12
IUFS.L Martin Ratio Rank: 12

S7XP.L

S7XP.L Risk / Return Rank: 77
S7XP.L Sharpe Ratio Rank: 81
S7XP.L Sortino Ratio Rank: 78
S7XP.L Omega Ratio Rank: 72
S7XP.L Calmar Ratio Rank: 80
S7XP.L Martin Ratio Rank: 75

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.

IUFS.L vs. S7XP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.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.

	IUFS.L	S7XP.L	Difference
Sharpe ratio Return per unit of total volatility	0.06	1.62	-1.56
Sortino ratio Return per unit of downside risk	0.21	2.08	-1.87
Omega ratio Gain probability vs. loss probability	1.03	1.29	-0.26
Calmar ratio Return relative to maximum drawdown	0.04	2.29	-2.25
Martin ratio Return relative to average drawdown	0.11	7.81	-7.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IUFS.L Sharpe Ratio is 0.06, which is lower than the S7XP.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IUFS.L and S7XP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUFS.L	S7XP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	1.62	-1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.99	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.45	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.25	+0.26

Correlation

The correlation between IUFS.L and S7XP.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUFS.L vs. S7XP.L - Dividend Comparison

Neither IUFS.L nor S7XP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IUFS.L vs. S7XP.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.92%, smaller than the maximum S7XP.L drawdown of -67.65%. Use the drawdown chart below to compare losses from any high point for IUFS.L and S7XP.L.

Drawdown Indicators

	IUFS.L	S7XP.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.92%	-62.98%	+20.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.95%	-17.10%	+3.15%
Max Drawdown (5Y) Largest decline over 5 years	-26.02%	-35.01%	+8.99%
Max Drawdown (10Y) Largest decline over 10 years	-42.92%	-62.98%	+20.06%
Current Drawdown Current decline from peak	-11.29%	-11.08%	-0.21%
Average Drawdown Average peak-to-trough decline	-7.85%	-19.44%	+11.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.62%	4.81%	-0.19%

Volatility

IUFS.L vs. S7XP.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) is 5.40%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a volatility of 10.67%. This indicates that IUFS.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.

Volatility by Period

	IUFS.L	S7XP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.40%	10.67%	-5.27%
Volatility (6M) Calculated over the trailing 6-month period	10.89%	18.63%	-7.74%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	27.26%	-8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.02%	28.33%	-9.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.07%	30.51%	-9.44%