S7XP.L vs. XWFS.L
Compare and contrast key facts about Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L).
S7XP.L and XWFS.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. XWFS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Mar 4, 2016. Both S7XP.L and XWFS.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: S7XP.L or XWFS.L.
Key characteristics
| S7XP.L | XWFS.L | |
|---|---|---|
| YTD Return | 21.99% | 29.21% |
| 1Y Return | 28.73% | 39.50% |
| Sharpe Ratio | 1.54 | 2.74 |
| Sortino Ratio | 2.04 | 3.78 |
| Omega Ratio | 1.28 | 1.53 |
| Calmar Ratio | 2.40 | 1.66 |
| Martin Ratio | 7.09 | 21.02 |
| Ulcer Index | 3.94% | 1.85% |
| Daily Std Dev | 18.14% | 14.19% |
| Max Drawdown | -62.98% | -34.26% |
| Current Drawdown | -5.18% | 0.00% |
Correlation
The correlation between S7XP.L and XWFS.L is 0.72, 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.
Performance
S7XP.L vs. XWFS.L - Performance Comparison
In the year-to-date period, S7XP.L achieves a 21.99% return, which is significantly lower than XWFS.L's 29.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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S7XP.L vs. XWFS.L - Expense Ratio Comparison
S7XP.L has a 0.30% expense ratio, which is higher than XWFS.L's 0.25% expense ratio.
Risk-Adjusted Performance
S7XP.L vs. XWFS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.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.
Dividends
S7XP.L vs. XWFS.L - Dividend Comparison
Neither S7XP.L nor XWFS.L has paid dividends to shareholders.
Drawdowns
S7XP.L vs. XWFS.L - Drawdown Comparison
The maximum S7XP.L drawdown since its inception was -62.98%, which is greater than XWFS.L's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for S7XP.L and XWFS.L. For additional features, visit the drawdowns tool.
Volatility
S7XP.L vs. XWFS.L - Volatility Comparison
Invesco EURO STOXX Optimised Banks UCITS ETF (S7XP.L) has a higher volatility of 6.70% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XWFS.L) at 3.96%. This indicates that S7XP.L's price experiences larger fluctuations and is considered to be riskier than XWFS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.