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

Performance

S7XE.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S7XE.DE achieves a 4.99% return, which is significantly lower than PSWD.DE's 16.46% return. Over the past 10 years, S7XE.DE has outperformed PSWD.DE with an annualized return of 14.41%, while PSWD.DE has yielded a comparatively lower 11.86% annualized return.


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%

PSWD.DE

1D
-0.19%
1M
3.52%
YTD
16.46%
6M
17.38%
1Y
33.03%
3Y*
18.93%
5Y*
13.34%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-32.15%14.80%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
16.46%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%5.60%

Correlation

The correlation between S7XE.DE and PSWD.DE is 0.55, 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

0.55

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

0.52

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2014

0.57

The correlation between S7XE.DE and PSWD.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

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Return for Risk

S7XE.DE vs. PSWD.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: 4444
Overall Rank
S7XE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 4343
Martin Ratio Rank

PSWD.DE
PSWD.DE Risk / Return Rank: 9191
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9292
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. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.DEPSWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.27

1.58

-0.31

Calmar ratioReturn relative to maximum drawdown

2.20

5.56

-3.36

Martin ratioReturn relative to average drawdown

6.92

22.39

-15.47

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

The current S7XE.DE Sharpe Ratio is 1.59, which is lower than the PSWD.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of S7XE.DE and PSWD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


S7XE.DEPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

3.10

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

1.00

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.80

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.68

-0.44

Drawdowns

S7XE.DE vs. PSWD.DE - Drawdown Comparison

The maximum S7XE.DE drawdown since its inception was -65.33%, which is greater than PSWD.DE's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and PSWD.DE.


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Drawdown Indicators


S7XE.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.33%

-36.39%

-28.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.42%

-5.89%

-11.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

-18.19%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-35.42%

-18.19%

-17.23%

Max Drawdown (10Y)

Largest decline over 10 years

-63.10%

-36.39%

-26.71%

Current Drawdown

Current decline from peak

-2.02%

-0.31%

-1.71%

Average Drawdown

Average peak-to-trough decline

-23.01%

-4.65%

-18.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

1.46%

+4.08%

Volatility

S7XE.DE vs. PSWD.DE - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a higher volatility of 6.10% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) at 3.08%. This indicates that S7XE.DE's price experiences larger fluctuations and is considered to be riskier than PSWD.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.DEPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.08%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.27%

7.86%

+11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

24.08%

10.54%

+13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.60%

13.16%

+12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.66%

15.19%

+13.47%

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

S7XE.DE has a 0.30% expense ratio, which is lower than PSWD.DE's 0.39% expense ratio.


Dividends

S7XE.DE vs. PSWD.DE - Dividend Comparison

S7XE.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.75%.


PositionTTM20252024202320222021202020192018201720162015
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.75%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%
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%0.00%0.00%

Frequently Asked Questions


S7XE.DE and PSWD.DE have a correlation of 0.55, 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 0.39% for PSWD.DE.

S7XE.DE is categorized as Financials Equities, while PSWD.DE is Global Equities. S7XE.DE tracks EURO STOXX® Optimised Banks, while PSWD.DE tracks FTSE RAFI All-World 3000. Their fees differ too: 0.30% for S7XE.DE and 0.39% for PSWD.DE.

Portfolio Optimizer

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