PortfoliosLab logoPortfoliosLab logo
IUFS.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUFS.L vs. X7PS.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 STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUFS.L is traded in USD, while X7PS.L is traded in EUR. To make them comparable, the X7PS.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 3.27% return, which is significantly lower than X7PS.L's 13.49% return. Over the past 10 years, IUFS.L has underperformed X7PS.L with an annualized return of 13.14%, while X7PS.L has yielded a comparatively higher 16.65% annualized return.


IUFS.L

1D
-0.30%
1M
3.53%
6M
4.49%
YTD
3.27%
1Y
9.63%
3Y*
18.90%
5Y*
10.77%
10Y*
13.14%

X7PS.L

1D
-1.15%
1M
1.20%
6M
11.22%
YTD
13.49%
1Y
48.31%
3Y*
44.53%
5Y*
30.94%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUFS.L
iShares S&P 500 Financials Sector UCITS ETF USD Acc
3.27%15.05%30.22%12.12%-11.06%36.31%-3.28%31.05%-14.32%22.99%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
13.49%102.25%24.94%29.67%-5.60%28.80%-15.98%11.78%-29.67%27.47%

Correlation

The correlation between IUFS.L and X7PS.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.52

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.65

The correlation between IUFS.L and X7PS.L shifts across timeframes, from 0.52 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUFS.L vs. X7PS.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: 2222
Overall Rank
IUFS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IUFS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUFS.L Omega Ratio Rank: 2121
Omega Ratio Rank
IUFS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
IUFS.L Martin Ratio Rank: 2020
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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.

IUFS.L vs. X7PS.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 STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (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.


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

-1.35

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.12

1.33

-0.22

Calmar ratioReturn relative to maximum drawdown

0.69

2.64

-1.95

Martin ratioReturn relative to average drawdown

1.71

8.37

-6.66

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

The current IUFS.L Sharpe Ratio is 0.65, which is lower than the X7PS.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IUFS.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.


Loading charts...

Drawdowns

IUFS.L vs. X7PS.L - Drawdown Comparison

The maximum IUFS.L drawdown since its inception was -42.89%, smaller than the maximum X7PS.L drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for IUFS.L and X7PS.L.


Loading charts...

Drawdown Indicators


IUFS.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.89%

-64.58%

+21.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-18.24%

+4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-19.95%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-38.89%

+12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.89%

-61.95%

+19.06%

Current Drawdown

Current decline from peak

-0.30%

-2.12%

+1.82%

Average Drawdown

Average peak-to-trough decline

-7.79%

-21.86%

+14.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

5.76%

-0.13%

Volatility

IUFS.L vs. X7PS.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) is 3.81%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.92%. This indicates that IUFS.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.


Loading charts...

Volatility by Period


IUFS.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

5.92%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

20.48%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

24.02%

-9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

26.46%

-7.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

26.60%

-5.59%

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

IUFS.L has a 0.15% expense ratio, which is lower than X7PS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUFS.L vs. X7PS.L - Dividend Comparison

Neither IUFS.L nor X7PS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUFS.L and X7PS.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.20% for X7PS.L.

IUFS.L is categorized as Financials Equities, while X7PS.L is Europe Equities. IUFS.L tracks S&P 500 Capped 35/20 Financials Index, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IUFS.L and 0.20% for X7PS.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer