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SMLD.DE vs. S7XE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLD.DE vs. S7XE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) 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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Returns By Period

In the year-to-date period, SMLD.DE achieves a 18.24% return, which is significantly higher than S7XE.DE's 13.54% return. Over the past 10 years, SMLD.DE has underperformed S7XE.DE with an annualized return of 6.66%, while S7XE.DE has yielded a comparatively higher 18.15% annualized return.


SMLD.DE

1D
0.47%
1M
-3.56%
YTD
18.24%
6M
18.50%
1Y
14.78%
3Y*
16.01%
5Y*
17.30%
10Y*
6.66%

S7XE.DE

1D
0.56%
1M
7.99%
YTD
13.54%
6M
14.68%
1Y
51.06%
3Y*
47.69%
5Y*
30.88%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLD.DE vs. S7XE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
18.24%-8.84%28.79%15.50%39.45%46.81%-37.59%12.61%-11.81%-19.80%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
13.54%86.82%30.66%28.83%0.46%39.15%-23.11%18.12%-32.15%14.80%

Correlation

The correlation between SMLD.DE and S7XE.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

0.06

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

0.19

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 16, 2013

0.30

The correlation between SMLD.DE and S7XE.DE shifts across timeframes, from -0.14 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SMLD.DE vs. S7XE.DE — Risk / Return Rank

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

SMLD.DE
SMLD.DE Risk / Return Rank: 2727
Overall Rank
SMLD.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2424
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 2727
Martin Ratio Rank

S7XE.DE
S7XE.DE Risk / Return Rank: 6868
Overall Rank
S7XE.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
S7XE.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
S7XE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
S7XE.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
S7XE.DE Martin Ratio Rank: 5959
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.

SMLD.DE vs. S7XE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) 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.

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.


SMLD.DES7XE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.52

2.92

-1.40

Martin ratioReturn relative to average drawdown

3.39

9.23

-5.84

SMLD.DE vs. S7XE.DE - Sharpe Ratio Comparison

The current SMLD.DE Sharpe Ratio is 0.89, which is lower than the S7XE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SMLD.DE 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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Drawdowns

SMLD.DE vs. S7XE.DE - Drawdown Comparison

The maximum SMLD.DE drawdown since its inception was -83.65%, which is greater than S7XE.DE's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for SMLD.DE and S7XE.DE.


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Drawdown Indicators


SMLD.DES7XE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.65%

-65.32%

-18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-17.42%

+7.74%

Max Drawdown (3Y)

Largest decline over 3 years

-22.99%

-19.82%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-35.41%

+12.42%

Max Drawdown (10Y)

Largest decline over 10 years

-76.32%

-63.09%

-13.23%

Current Drawdown

Current decline from peak

-5.47%

-1.70%

-3.77%

Average Drawdown

Average peak-to-trough decline

-34.06%

-22.92%

-11.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

5.52%

-1.17%

Volatility

SMLD.DE vs. S7XE.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) is 5.41%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 6.41%. This indicates that SMLD.DE experiences smaller price fluctuations and is considered to be less risky 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


SMLD.DES7XE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

6.41%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

19.74%

-6.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

24.00%

-7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.37%

25.65%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

27.90%

+1.23%

SMLD.DE vs. S7XE.DE - Expense Ratio Comparison

SMLD.DE has a 0.50% expense ratio, which is higher than S7XE.DE's 0.30% expense ratio.


Dividends

SMLD.DE vs. S7XE.DE - Dividend Comparison

SMLD.DE's dividend yield for the trailing twelve months is around 7.86%, while S7XE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
S7XE.DE
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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.86%8.45%7.99%8.81%8.09%8.24%11.54%9.90%9.70%8.60%7.76%9.80%

Frequently Asked Questions


SMLD.DE and S7XE.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, S7XE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S7XE.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for SMLD.DE.

SMLD.DE is categorized as Energy Equities, while S7XE.DE is Financials Equities. SMLD.DE tracks Morningstar MLP Composite, while S7XE.DE tracks EURO STOXX® Optimised Banks. Their fees differ too: 0.50% for SMLD.DE and 0.30% for S7XE.DE.

Portfolio Optimizer

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