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S7XP.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S7XP.L vs. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L). 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 X7PS.L is traded in EUR. To make them comparable, the X7PS.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 12.16% return, which is significantly lower than X7PS.L's 13.65% return. Both investments have delivered pretty close results over the past 10 years, with S7XP.L having a 17.01% annualized return and X7PS.L not far behind at 16.34%.


S7XP.L

1D
-1.16%
1M
-1.21%
6M
9.63%
YTD
12.16%
1Y
45.50%
3Y*
43.95%
5Y*
32.95%
10Y*
17.01%

X7PS.L

1D
-0.99%
1M
-0.04%
6M
10.58%
YTD
13.65%
1Y
47.90%
3Y*
43.02%
5Y*
31.54%
10Y*
16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S7XP.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S7XP.L
Invesco EURO STOXX Optimised Banks UCITS ETF
12.16%94.76%25.39%26.22%6.71%30.03%-18.68%10.65%-30.92%19.01%
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
13.65%87.84%27.12%23.19%5.63%30.02%-18.45%7.52%-25.50%16.45%

Correlation

The correlation between S7XP.L and X7PS.L is 0.97 - 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

0.97

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2011

0.92

The correlation between S7XP.L and X7PS.L has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

S7XP.L vs. X7PS.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: 7171
Overall Rank
S7XP.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
S7XP.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
S7XP.L Omega Ratio Rank: 7070
Omega Ratio Rank
S7XP.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
S7XP.L Martin Ratio Rank: 6464
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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. X7PS.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 Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


S7XP.LX7PS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.65

2.97

-0.32

Martin ratioReturn relative to average drawdown

8.71

9.92

-1.21

S7XP.L vs. X7PS.L - Sharpe Ratio Comparison

The current S7XP.L Sharpe Ratio is 1.94, which is comparable to the X7PS.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of S7XP.L and X7PS.L, 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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Drawdowns

S7XP.L vs. X7PS.L - Drawdown Comparison

The maximum S7XP.L drawdown since its inception was -67.72%, which is greater than X7PS.L's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for S7XP.L and X7PS.L.


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Drawdown Indicators


S7XP.LX7PS.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.72%

-56.34%

-11.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.10%

-16.07%

-1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.26%

-18.22%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.01%

-30.73%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-62.98%

-56.34%

-6.64%

Current Drawdown

Current decline from peak

-2.88%

-2.58%

-0.30%

Average Drawdown

Average peak-to-trough decline

-27.91%

-14.49%

-13.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

4.81%

+0.40%

Volatility

S7XP.L vs. X7PS.L - Volatility Comparison

Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) have volatilities of 5.45% and 5.51%, 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.LX7PS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.51%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.47%

18.93%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

22.34%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.05%

23.77%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

24.61%

+3.47%

S7XP.L vs. X7PS.L - Expense Ratio Comparison

S7XP.L has a 0.30% expense ratio, which is higher than X7PS.L's 0.20% expense ratio.


Dividends

S7XP.L vs. X7PS.L - Dividend Comparison

Neither S7XP.L nor X7PS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, S7XP.L and X7PS.L 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.

On fees, X7PS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X7PS.L is cheaper with a 0.20% expense ratio, compared with 0.30% for S7XP.L.

S7XP.L is categorized as Financials Equities, while X7PS.L is Europe Equities. S7XP.L tracks MSCI World/Financials NR USD, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). Their fees differ too: 0.30% for S7XP.L and 0.20% for X7PS.L.

Portfolio Optimizer

Find the right allocation for S7XP.L and X7PS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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