IUS2.DE vs. S7XE.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and S7XE.DE (Invesco EURO STOXX Optimised Banks UCITS ETF) are both Financials Equities funds - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while S7XE.DE tracks the EURO STOXX® Optimised Banks. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 28.00%/yr for S7XE.DE. A 0.59 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.30%/yr for S7XE.DE.
Performance
IUS2.DE vs. S7XE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly lower than S7XE.DE's 4.99% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 0.42%
- YTD
- 4.22%
- 6M
- 7.63%
- 1Y
- 26.47%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
S7XE.DE
- 1D
- 1.09%
- 1M
- 2.40%
- YTD
- 4.99%
- 6M
- 12.49%
- 1Y
- 36.30%
- 3Y*
- 44.23%
- 5Y*
- 28.00%
- 10Y*
- 14.41%
IUS2.DE vs. S7XE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
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% | -27.88% |
Correlation
The correlation between IUS2.DE and S7XE.DE 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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.59 |
The correlation between IUS2.DE and S7XE.DE shifts across timeframes, from 0.47 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUS2.DE vs. S7XE.DE — Risk / Return Rank
IUS2.DE
S7XE.DE
IUS2.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.
| IUS2.DE | S7XE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.20 | -0.46 |
| Martin ratioReturn relative to average drawdown | 4.72 | 6.92 | -2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS2.DE | S7XE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.59 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.08 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.24 | -0.03 |
Drawdowns
IUS2.DE vs. S7XE.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, smaller than the maximum S7XE.DE drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and S7XE.DE.
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Drawdown Indicators
| IUS2.DE | S7XE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -65.33% | +15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -17.42% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -19.82% | -12.50% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -35.42% | -12.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.10% | — |
Current DrawdownCurrent decline from peak | -3.92% | -2.02% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -23.01% | +6.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 5.54% | -0.10% |
Volatility
IUS2.DE vs. S7XE.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) have volatilities of 5.80% 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
| IUS2.DE | S7XE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 6.10% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 19.27% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 24.08% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 25.60% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 28.66% | +1.44% |
IUS2.DE vs. S7XE.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than S7XE.DE's 0.30% expense ratio.
Dividends
IUS2.DE vs. S7XE.DE - Dividend Comparison
Neither IUS2.DE nor S7XE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and S7XE.DE 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, S7XE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S7XE.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for IUS2.DE and 0.30% for S7XE.DE.
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