S7XE.DE vs. BCHN.L
Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Invesco Elwood Global Blockchain Ucits ETF (BCHN.L).
S7XE.DE and BCHN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. S7XE.DE is a passively managed fund by Invesco that tracks the performance of the EURO STOXX® Optimised Banks. It was launched on Apr 11, 2011. BCHN.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 8, 2019. Both S7XE.DE and BCHN.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
S7XE.DE vs. BCHN.L - Performance Comparison
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S7XE.DE vs. BCHN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | -5.44% | 86.82% | 30.66% | 28.83% | 0.46% | 39.15% | -23.11% | 7.99% |
BCHN.L Invesco Elwood Global Blockchain Ucits ETF | -5.27% | 28.23% | 25.05% | 61.40% | -49.05% | 33.25% | 80.24% | 15.34% |
Different Trading Currencies
S7XE.DE is traded in EUR, while BCHN.L is traded in USD. To make them comparable, the BCHN.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with S7XE.DE having a -5.44% return and BCHN.L slightly higher at -5.27%.
S7XE.DE
- 1D
- 4.52%
- 1M
- -3.91%
- YTD
- -5.44%
- 6M
- 6.25%
- 1Y
- 35.12%
- 3Y*
- 41.01%
- 5Y*
- 28.42%
- 10Y*
- 13.53%
BCHN.L
- 1D
- 4.98%
- 1M
- -4.40%
- YTD
- -5.27%
- 6M
- -13.59%
- 1Y
- 45.01%
- 3Y*
- 29.64%
- 5Y*
- 2.18%
- 10Y*
- —
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S7XE.DE vs. BCHN.L - Expense Ratio Comparison
S7XE.DE has a 0.30% expense ratio, which is lower than BCHN.L's 0.65% expense ratio.
Return for Risk
S7XE.DE vs. BCHN.L — Risk / Return Rank
S7XE.DE
BCHN.L
S7XE.DE vs. BCHN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Invesco Elwood Global Blockchain Ucits ETF (BCHN.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.
| S7XE.DE | BCHN.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.04 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.59 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.42 | +0.62 |
Martin ratioReturn relative to average drawdown | 6.94 | 3.10 | +3.83 |
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
| S7XE.DE | BCHN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.04 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.06 | +1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.54 | -0.32 |
Correlation
The correlation between S7XE.DE and BCHN.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
S7XE.DE vs. BCHN.L - Dividend Comparison
Neither S7XE.DE nor BCHN.L has paid dividends to shareholders.
Drawdowns
S7XE.DE vs. BCHN.L - Drawdown Comparison
The maximum S7XE.DE drawdown since its inception was -65.33%, which is greater than BCHN.L's maximum drawdown of -57.55%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and BCHN.L.
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Drawdown Indicators
| S7XE.DE | BCHN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.33% | -61.69% | -3.64% |
Max Drawdown (1Y)Largest decline over 1 year | -17.42% | -31.54% | +14.12% |
Max Drawdown (5Y)Largest decline over 5 years | -35.42% | -61.11% | +25.69% |
Max Drawdown (10Y)Largest decline over 10 years | -63.10% | — | — |
Current DrawdownCurrent decline from peak | -11.75% | -28.06% | +16.31% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -23.96% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 14.03% | -8.91% |
Volatility
S7XE.DE vs. BCHN.L - Volatility Comparison
The current volatility for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) is 10.05%, while Invesco Elwood Global Blockchain Ucits ETF (BCHN.L) has a volatility of 12.47%. This indicates that S7XE.DE experiences smaller price fluctuations and is considered to be less risky than BCHN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S7XE.DE | BCHN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 12.47% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 32.14% | -14.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.00% | 43.05% | -17.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 37.81% | -12.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.78% | 35.82% | -7.04% |