S7XE.DE vs. EGV1.DE
Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE).
S7XE.DE and EGV1.DE 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. EGV1.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Sep 3, 2020. Both S7XE.DE and EGV1.DE 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. EGV1.DE - Performance Comparison
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S7XE.DE vs. EGV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
S7XE.DE
EGV1.DE
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.DE | EGV1.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.10 | +1.25 |
Sortino ratioReturn per unit of downside risk | 1.80 | 0.26 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 0.25 | +1.79 |
Martin ratioReturn relative to average drawdown | 6.94 | 0.57 | +6.37 |
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 | EGV1.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.DE | EGV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.75% | -5.55% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -7.92% | -15.28% |
Ulcer IndexDepth 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.DE | EGV1.DE | Difference | |
|---|---|---|---|
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% |