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S7XP.L vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S7XP.L vs. S7XE.DE - 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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S7XP.L is traded in GBp, while S7XE.DE is traded in EUR. To make them comparable, the S7XE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with S7XP.L having a 4.29% return and S7XE.DE slightly lower at 4.16%. Both investments have delivered pretty close results over the past 10 years, with S7XP.L having a 15.50% annualized return and S7XE.DE not far ahead at 15.53%.


S7XP.L

1D
0.77%
1M
6.44%
YTD
4.29%
6M
10.76%
1Y
41.95%
3Y*
44.34%
5Y*
28.16%
10Y*
15.50%

S7XE.DE

1D
1.21%
1M
6.54%
YTD
4.16%
6M
10.56%
1Y
42.20%
3Y*
44.44%
5Y*
28.19%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S7XP.L vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S7XP.L
Invesco EURO STOXX Optimised Banks UCITS ETF
4.29%94.76%25.39%26.22%6.71%30.03%-18.68%10.65%-30.92%19.01%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
4.16%96.54%24.96%26.26%5.96%29.33%-18.77%11.98%-31.20%19.71%

Correlation

The correlation between S7XP.L and S7XE.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2014

0.96

The correlation between S7XP.L and S7XE.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

S7XP.L vs. S7XE.DE — 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: 5050
Overall Rank
S7XP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
S7XP.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
S7XP.L Omega Ratio Rank: 4848
Omega Ratio Rank
S7XP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
S7XP.L Martin Ratio Rank: 4949
Martin Ratio Rank

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
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. S7XE.DE - 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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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.


S7XP.LS7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.44

2.47

-0.03

Martin ratioReturn relative to average drawdown

8.05

8.02

+0.03

S7XP.L vs. S7XE.DE - Sharpe Ratio Comparison

The current S7XP.L Sharpe Ratio is 1.79, which is comparable to the S7XE.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of S7XP.L and S7XE.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


S7XP.LS7XE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.76

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

1.08

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.23

+0.13

Drawdowns

S7XP.L vs. S7XE.DE - Drawdown Comparison

The maximum S7XP.L drawdown since its inception was -62.98%, roughly equal to the maximum S7XE.DE drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for S7XP.L and S7XE.DE.


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Drawdown Indicators


S7XP.LS7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.98%

-63.14%

+0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.10%

-17.00%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.26%

-18.29%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-35.01%

-35.08%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-62.98%

-63.14%

+0.16%

Current Drawdown

Current decline from peak

-1.85%

-1.73%

-0.12%

Average Drawdown

Average peak-to-trough decline

-19.23%

-22.51%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

5.25%

-0.05%

Volatility

S7XP.L vs. S7XE.DE - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a higher volatility of 6.49% compared to Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) at 5.98%. This indicates that S7XP.L's price experiences larger fluctuations and is considered to be riskier than S7XE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S7XP.LS7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

5.98%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

19.26%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

23.82%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.83%

25.84%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

28.12%

-0.20%

S7XP.L vs. S7XE.DE - Expense Ratio Comparison

Both S7XP.L and S7XE.DE have an expense ratio of 0.30%.


Dividends

S7XP.L vs. S7XE.DE - Dividend Comparison

Neither S7XP.L nor S7XE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, S7XP.L and S7XE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S7XP.L and S7XE.DE have the same expense ratio: 0.30% per year.

S7XP.L tracks MSCI World/Financials NR USD, while S7XE.DE tracks EURO STOXX® Optimised Banks.

Portfolio Optimizer

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