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S7XE.DE vs. EGV1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S7XE.DE vs. EGV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE). The values are adjusted to include any dividend payments, if applicable.

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S7XE.DE vs. EGV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
-5.44%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
-2.81%23.89%22.98%12.79%3.54%19.62%-10.07%30.21%-6.75%11.48%

Returns By Period

In the year-to-date period, S7XE.DE achieves a -5.44% return, which is significantly lower than EGV1.DE's -2.81% return. Over the past 10 years, S7XE.DE has outperformed EGV1.DE with an annualized return of 13.53%, while EGV1.DE has yielded a comparatively lower 11.21% annualized return.


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%

EGV1.DE

1D
1.97%
1M
-0.80%
YTD
-2.81%
6M
-3.11%
1Y
1.90%
3Y*
18.31%
5Y*
12.91%
10Y*
11.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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S7XE.DE vs. EGV1.DE - Expense Ratio Comparison

Both S7XE.DE and EGV1.DE have an expense ratio of 0.30%.


Return for Risk

S7XE.DE vs. EGV1.DE — Risk / Return Rank

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

S7XE.DE
S7XE.DE Risk / Return Rank: 6868
Overall Rank
S7XE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 6363
Martin Ratio Rank

EGV1.DE
EGV1.DE Risk / Return Rank: 1414
Overall Rank
EGV1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EGV1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EGV1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EGV1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EGV1.DE Martin Ratio Rank: 1515
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.

S7XE.DE vs. EGV1.DE - 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 Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.


S7XE.DEEGV1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.10

+1.25

Sortino ratio

Return per unit of downside risk

1.80

0.26

+1.54

Omega ratio

Gain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratio

Return relative to maximum drawdown

2.04

0.25

+1.79

Martin ratio

Return relative to average drawdown

6.94

0.57

+6.37

S7XE.DE vs. EGV1.DE - Sharpe Ratio Comparison

The current S7XE.DE Sharpe Ratio is 1.35, which is higher than the EGV1.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of S7XE.DE and EGV1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


S7XE.DEEGV1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.10

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.76

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.56

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.41

-0.20

Correlation

The correlation between S7XE.DE and EGV1.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

S7XE.DE vs. EGV1.DE - Dividend Comparison

Neither S7XE.DE nor EGV1.DE has paid dividends to shareholders.


TTM202520242023202220212020201920182017
S7XE.DE
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%
EGV1.DE
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist
0.00%0.00%4.77%3.93%5.03%4.53%4.35%3.71%4.26%0.59%

Drawdowns

S7XE.DE vs. EGV1.DE - Drawdown Comparison

The maximum S7XE.DE drawdown since its inception was -65.33%, which is greater than EGV1.DE's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and EGV1.DE.


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Drawdown Indicators


S7XE.DEEGV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.33%

-58.31%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-11.89%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-18.39%

-17.03%

Max Drawdown (10Y)

Largest decline over 10 years

-63.10%

-47.02%

-16.08%

Current Drawdown

Current decline from peak

-11.75%

-5.55%

-6.20%

Average Drawdown

Average peak-to-trough decline

-23.20%

-7.92%

-15.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

4.67%

+0.45%

Volatility

S7XE.DE vs. EGV1.DE - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a higher volatility of 10.05% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) at 5.23%. This indicates that S7XE.DE's price experiences larger fluctuations and is considered to be riskier than EGV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S7XE.DEEGV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

5.23%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

11.09%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

18.83%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

16.85%

+8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.78%

20.16%

+8.62%