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S7XP.L vs. HSBA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

S7XP.L vs. HSBA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and HSBC Holdings plc (HSBA.L). The values are adjusted to include any dividend payments, if applicable.

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S7XP.L vs. HSBA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

S7XP.L vs. HSBA.L — Risk / Return Rank

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

S7XP.L
S7XP.L Risk / Return Rank: 7777
Overall Rank
S7XP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
S7XP.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
S7XP.L Omega Ratio Rank: 7272
Omega Ratio Rank
S7XP.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
S7XP.L Martin Ratio Rank: 7575
Martin Ratio Rank

HSBA.L
HSBA.L Risk / Return Rank: 8888
Overall Rank
HSBA.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HSBA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
HSBA.L Omega Ratio Rank: 8989
Omega Ratio Rank
HSBA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
HSBA.L Martin Ratio Rank: 9191
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.

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.LHSBA.LDifference

Sharpe ratio

Return per unit of total volatility

1.59

2.00

-0.41

Sortino ratio

Return per unit of downside risk

2.07

2.48

-0.41

Omega ratio

Gain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratio

Return relative to maximum drawdown

2.38

3.34

-0.96

Martin ratio

Return relative to average drawdown

8.46

12.08

-3.62

S7XP.L vs. HSBA.L - Sharpe Ratio Comparison

The current S7XP.L Sharpe Ratio is 1.59, which is comparable to the HSBA.L Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of S7XP.L and HSBA.L, 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


S7XP.LHSBA.LDifference

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%.


TTM20252024202320222021202020192018201720162015
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.LHSBA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.08%

-5.46%

-5.62%

Average Drawdown

Average peak-to-trough decline

-19.44%

-14.86%

-4.58%

Ulcer Index

Depth 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.LHSBA.LDifference

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%