S7XP.L vs. HSBA.L
Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and HSBC Holdings plc (HSBA.L).
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.
Performance
S7XP.L vs. HSBA.L - Performance Comparison
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S7XP.L vs. HSBA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S7XP.L Invesco EURO STOXX Optimised Banks UCITS ETF | -5.51% | 94.76% | 25.39% | 26.22% | 6.71% | 30.03% | -18.68% | 10.65% | -30.92% | 19.01% |
HSBA.L HSBC Holdings plc | 12.59% | 57.78% | 34.72% | 32.14% | 19.91% | 22.90% | -35.99% | -2.42% | -11.05% | 23.54% |
Returns By Period
In the year-to-date period, S7XP.L achieves a -5.51% return, which is significantly lower than HSBA.L's 12.59% return. Over the past 10 years, S7XP.L has underperformed HSBA.L with an annualized return of 14.46%, while HSBA.L has yielded a comparatively higher 17.66% annualized return.
S7XP.L
- 1D
- 4.25%
- 1M
- -4.56%
- YTD
- -5.51%
- 6M
- 6.02%
- 1Y
- 40.13%
- 3Y*
- 40.52%
- 5Y*
- 29.01%
- 10Y*
- 14.46%
HSBA.L
- 1D
- 5.32%
- 1M
- -0.78%
- YTD
- 12.59%
- 6M
- 26.66%
- 1Y
- 54.26%
- 3Y*
- 42.24%
- 5Y*
- 32.42%
- 10Y*
- 17.66%
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Return for Risk
S7XP.L vs. HSBA.L — Risk / Return Rank
S7XP.L
HSBA.L
S7XP.L vs. HSBA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and HSBC Holdings plc (HSBA.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.
| S7XP.L | HSBA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 2.00 | -0.41 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.48 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 3.34 | -0.96 |
Martin ratioReturn relative to average drawdown | 8.46 | 12.08 | -3.62 |
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
| S7XP.L | HSBA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.00 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.33 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.71 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.15 |
Correlation
The correlation between S7XP.L and HSBA.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
S7XP.L vs. HSBA.L - Dividend Comparison
S7XP.L has not paid dividends to shareholders, while HSBA.L's dividend yield for the trailing twelve months is around 4.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S7XP.L 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% |
HSBA.L HSBC Holdings plc | 4.36% | 4.29% | 7.16% | 6.80% | 4.11% | 3.54% | 0.00% | 6.79% | 5.83% | 5.18% | 5.79% | 6.12% |
Drawdowns
S7XP.L vs. HSBA.L - Drawdown Comparison
The maximum S7XP.L drawdown since its inception was -62.98%, roughly equal to the maximum HSBA.L drawdown of -61.74%. Use the drawdown chart below to compare losses from any high point for S7XP.L and HSBA.L.
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Drawdown Indicators
| S7XP.L | HSBA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -61.74% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -17.10% | -19.23% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -35.01% | -21.98% | -13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -62.98% | -59.97% | -3.01% |
Current DrawdownCurrent decline from peak | -11.08% | -5.46% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -19.44% | -14.86% | -4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.81% | 4.41% | +0.40% |
Volatility
S7XP.L vs. HSBA.L - Volatility Comparison
Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and HSBC Holdings plc (HSBA.L) have volatilities of 9.96% and 9.96%, 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
| S7XP.L | HSBA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.96% | 9.96% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.45% | 20.20% | -2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.15% | 26.97% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.68% | 24.37% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.01% | 24.70% | +3.31% |