S7XP.L vs. IEDL.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L).

S7XP.L and IEDL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IEDL.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Feb 23, 2018. Both S7XP.L and IEDL.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

S7XP.L vs. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%	-32.72%
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	4.92%	42.22%	5.44%	11.24%	1.22%	19.20%	-3.60%	14.87%	-10.37%

Different Trading Currencies

S7XP.L is traded in GBp, while IEDL.L is traded in EUR. To make them comparable, the IEDL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, S7XP.L achieves a -5.51% return, which is significantly lower than IEDL.L's 4.92% 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%

IEDL.L

• 1D: 2.31%
• 1M: -3.02%
• YTD: 4.92%
• 6M: 15.00%
• 1Y: 33.35%
• 3Y*: 18.10%
• 5Y*: 14.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

S7XP.L vs. IEDL.L - Expense Ratio Comparison

S7XP.L has a 0.30% expense ratio, which is higher than IEDL.L's 0.25% expense ratio.

S7XP.L

Invesco EURO STOXX Optimised Banks UCITS ETF

IEDL.L

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

Return for Risk

S7XP.L vs. IEDL.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: 77
S7XP.L Sharpe Ratio Rank: 81
S7XP.L Sortino Ratio Rank: 78
S7XP.L Omega Ratio Rank: 72
S7XP.L Calmar Ratio Rank: 80
S7XP.L Martin Ratio Rank: 75

IEDL.L

IEDL.L Risk / Return Rank: 82
IEDL.L Sharpe Ratio Rank: 82
IEDL.L Sortino Ratio Rank: 79
IEDL.L Omega Ratio Rank: 83
IEDL.L Calmar Ratio Rank: 83
IEDL.L Martin Ratio Rank: 82

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. IEDL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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	IEDL.L	Difference
Sharpe ratio Return per unit of total volatility	1.59	2.09	-0.50
Sortino ratio Return per unit of downside risk	2.07	2.63	-0.56
Omega ratio Gain probability vs. loss probability	1.28	1.41	-0.13
Calmar ratio Return relative to maximum drawdown	2.38	3.26	-0.88
Martin ratio Return relative to average drawdown	8.46	11.79	-3.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current S7XP.L Sharpe Ratio is 1.59, which is comparable to the IEDL.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of S7XP.L and IEDL.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.

Sharpe Ratios by Period

	S7XP.L	IEDL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	2.09	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.13	0.93	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.54	-0.21

Correlation

The correlation between S7XP.L and IEDL.L is 0.78, 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

S7XP.L vs. IEDL.L - Dividend Comparison

S7XP.L has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.29%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)	3.29%	3.44%	4.22%	4.76%	4.23%	3.56%	2.32%	3.86%	3.19%

Drawdowns

S7XP.L vs. IEDL.L - Drawdown Comparison

The maximum S7XP.L drawdown since its inception was -62.98%, which is greater than IEDL.L's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for S7XP.L and IEDL.L.

Drawdown Indicators

	S7XP.L	IEDL.L	Difference
Max Drawdown Largest peak-to-trough decline	-62.98%	-39.74%	-23.24%
Max Drawdown (1Y) Largest decline over 1 year	-17.10%	-13.71%	-3.39%
Max Drawdown (5Y) Largest decline over 5 years	-35.01%	-19.57%	-15.44%
Max Drawdown (10Y) Largest decline over 10 years	-62.98%	—	—
Current Drawdown Current decline from peak	-11.08%	-5.07%	-6.01%
Average Drawdown Average peak-to-trough decline	-19.44%	-6.29%	-13.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.81%	2.86%	+1.95%

Volatility

S7XP.L vs. IEDL.L - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a higher volatility of 9.96% compared to iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) at 6.22%. This indicates that S7XP.L's price experiences larger fluctuations and is considered to be riskier than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	S7XP.L	IEDL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.96%	6.22%	+3.74%
Volatility (6M) Calculated over the trailing 6-month period	17.45%	10.21%	+7.24%
Volatility (1Y) Calculated over the trailing 1-year period	25.15%	15.86%	+9.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.68%	15.25%	+10.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.01%	17.62%	+10.39%