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X7PP.L vs. SPYZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X7PP.L vs. SPYZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco European Banks Sector UCITS ETF (X7PP.L) and SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

X7PP.L is traded in GBp, while SPYZ.DE is traded in EUR. To make them comparable, the SPYZ.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, X7PP.L achieves a 5.21% return, which is significantly higher than SPYZ.DE's 2.49% return. Over the past 10 years, X7PP.L has outperformed SPYZ.DE with an annualized return of 14.91%, while SPYZ.DE has yielded a comparatively lower 13.33% annualized return.


X7PP.L

1D
0.44%
1M
6.36%
YTD
5.21%
6M
11.61%
1Y
43.21%
3Y*
42.86%
5Y*
27.44%
10Y*
14.91%

SPYZ.DE

1D
0.68%
1M
3.71%
YTD
2.49%
6M
8.83%
1Y
25.72%
3Y*
28.93%
5Y*
19.55%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X7PP.L vs. SPYZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X7PP.L
Invesco European Banks Sector UCITS ETF
5.21%87.77%27.07%23.27%6.04%29.16%-18.50%8.33%-25.45%15.44%
SPYZ.DE
SPDR MSCI Europe Financials UCITS ETF
2.49%55.97%19.77%19.09%2.83%19.15%-10.54%17.57%-18.46%17.10%

Correlation

The correlation between X7PP.L and SPYZ.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.89

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.90

The correlation between X7PP.L and SPYZ.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

X7PP.L vs. SPYZ.DE — Risk / Return Rank

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

X7PP.L
X7PP.L Risk / Return Rank: 5656
Overall Rank
X7PP.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
X7PP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
X7PP.L Omega Ratio Rank: 5454
Omega Ratio Rank
X7PP.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
X7PP.L Martin Ratio Rank: 5454
Martin Ratio Rank

SPYZ.DE
SPYZ.DE Risk / Return Rank: 3636
Overall Rank
SPYZ.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SPYZ.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPYZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SPYZ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
SPYZ.DE Martin Ratio Rank: 4040
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.

X7PP.L vs. SPYZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (X7PP.L) and SPDR MSCI Europe Financials UCITS ETF (SPYZ.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.


X7PP.LSPYZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

2.70

2.12

+0.58

Martin ratioReturn relative to average drawdown

9.03

7.35

+1.68

X7PP.L vs. SPYZ.DE - Sharpe Ratio Comparison

The current X7PP.L Sharpe Ratio is 1.98, which is higher than the SPYZ.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of X7PP.L and SPYZ.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


X7PP.LSPYZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.48

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

1.04

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.65

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.50

-0.08

Drawdowns

X7PP.L vs. SPYZ.DE - Drawdown Comparison

The maximum X7PP.L drawdown since its inception was -56.28%, which is greater than SPYZ.DE's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for X7PP.L and SPYZ.DE.


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Drawdown Indicators


X7PP.LSPYZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.28%

-42.24%

-14.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.94%

-12.09%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.17%

-14.89%

-3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

-23.78%

-7.01%

Max Drawdown (10Y)

Largest decline over 10 years

-56.28%

-42.24%

-14.04%

Current Drawdown

Current decline from peak

-1.64%

-2.39%

+0.75%

Average Drawdown

Average peak-to-trough decline

-15.39%

-8.56%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

3.49%

+1.28%

Volatility

X7PP.L vs. SPYZ.DE - Volatility Comparison

Invesco European Banks Sector UCITS ETF (X7PP.L) has a higher volatility of 6.19% compared to SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) at 4.97%. This indicates that X7PP.L's price experiences larger fluctuations and is considered to be riskier than SPYZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X7PP.LSPYZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

4.97%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.80%

14.34%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

17.33%

+4.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.48%

18.67%

+4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.63%

20.46%

+4.17%

X7PP.L vs. SPYZ.DE - Expense Ratio Comparison

X7PP.L has a 0.20% expense ratio, which is higher than SPYZ.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

X7PP.L vs. SPYZ.DE - Dividend Comparison

Neither X7PP.L nor SPYZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


X7PP.L and SPYZ.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for X7PP.L.

X7PP.L tracks MSCI World/Financials NR USD, while SPYZ.DE tracks MSCI Europe Financials 20/35 Capped. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for X7PP.L and 0.18% for SPYZ.DE.

Portfolio Optimizer

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