S7XE.DE vs. S7XP.L
Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L).
S7XE.DE and S7XP.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. S7XP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Apr 11, 2011. Both S7XE.DE and S7XP.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. S7XP.L - Performance Comparison
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S7XE.DE vs. S7XP.L - 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% |
S7XP.L Invesco EURO STOXX Optimised Banks UCITS ETF | -5.14% | 84.60% | 31.44% | 28.89% | 1.21% | 38.48% | -23.10% | 17.69% | -31.77% | 14.32% |
Different Trading Currencies
S7XE.DE is traded in EUR, while S7XP.L is traded in GBp. To make them comparable, the S7XP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, S7XE.DE achieves a -5.44% return, which is significantly lower than S7XP.L's -5.14% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: S7XE.DE at 13.53% and S7XP.L at 13.53%.
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%
S7XP.L
- 1D
- 4.83%
- 1M
- -4.28%
- YTD
- -5.14%
- 6M
- 6.16%
- 1Y
- 34.61%
- 3Y*
- 41.05%
- 5Y*
- 28.47%
- 10Y*
- 13.53%
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S7XE.DE vs. S7XP.L - Expense Ratio Comparison
Both S7XE.DE and S7XP.L have an expense ratio of 0.30%.
Return for Risk
S7XE.DE vs. S7XP.L — Risk / Return Rank
S7XE.DE
S7XP.L
S7XE.DE vs. S7XP.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 EURO STOXX Optimised Banks UCITS ETF (S7XP.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 | S7XP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.33 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.78 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.99 | +0.05 |
Martin ratioReturn relative to average drawdown | 6.94 | 6.82 | +0.12 |
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 | S7XP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.33 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 1.11 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.47 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.29 | -0.08 |
Correlation
The correlation between S7XE.DE and S7XP.L is 0.97, 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. S7XP.L - Dividend Comparison
Neither S7XE.DE nor S7XP.L has paid dividends to shareholders.
Drawdowns
S7XE.DE vs. S7XP.L - Drawdown Comparison
The maximum S7XE.DE drawdown since its inception was -65.33%, roughly equal to the maximum S7XP.L drawdown of -65.27%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and S7XP.L.
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Drawdown Indicators
| S7XE.DE | S7XP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.33% | -62.98% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -17.42% | -17.10% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -35.42% | -35.01% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -63.10% | -62.98% | -0.12% |
Current DrawdownCurrent decline from peak | -11.75% | -11.08% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -19.44% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 4.81% | +0.31% |
Volatility
S7XE.DE vs. S7XP.L - Volatility Comparison
Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) have volatilities of 10.05% and 10.27%, 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
| S7XE.DE | S7XP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 10.27% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 17.33% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.00% | 25.91% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 25.58% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.78% | 28.78% | 0.00% |