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X7PS.L vs. CMB1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X7PS.L vs. CMB1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

X7PS.L is traded in EUR, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, X7PS.L achieves a 17.93% return, which is significantly lower than CMB1.L's 20.34% return. Both investments have delivered pretty close results over the past 10 years, with X7PS.L having a 16.30% annualized return and CMB1.L not far behind at 16.08%.


X7PS.L

1D
0.13%
1M
6.39%
6M
14.44%
YTD
17.93%
1Y
53.36%
3Y*
44.72%
5Y*
32.08%
10Y*
16.30%

CMB1.L

1D
-0.84%
1M
1.47%
6M
17.90%
YTD
20.34%
1Y
37.10%
3Y*
28.04%
5Y*
21.64%
10Y*
16.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X7PS.L vs. CMB1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF
17.93%78.30%33.17%25.70%0.44%38.22%-22.81%13.99%-26.23%11.67%
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)
20.34%36.33%18.72%33.45%-8.53%25.99%-4.00%32.77%-14.85%17.65%

Correlation

The correlation between X7PS.L and CMB1.L is 0.82, 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

0.82

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

0.81

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

0.79

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

0.74

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

0.76

The correlation between X7PS.L and CMB1.L has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

X7PS.L vs. CMB1.L — Risk / Return Rank

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

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
X7PS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
X7PS.L Omega Ratio Rank: 8383
Omega Ratio Rank
X7PS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7373
Martin Ratio Rank

CMB1.L
CMB1.L Risk / Return Rank: 8282
Overall Rank
CMB1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 8282
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 7878
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.

X7PS.L vs. CMB1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.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.


X7PS.LCMB1.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

3.24

3.95

-0.71

Martin ratioReturn relative to average drawdown

10.66

14.30

-3.64

X7PS.L vs. CMB1.L - Sharpe Ratio Comparison

The current X7PS.L Sharpe Ratio is 2.39, which is comparable to the CMB1.L Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of X7PS.L and CMB1.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

X7PS.L vs. CMB1.L - Drawdown Comparison

The maximum X7PS.L drawdown since its inception was -60.64%, which is greater than CMB1.L's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for X7PS.L and CMB1.L.


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Drawdown Indicators


X7PS.LCMB1.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-52.45%

-8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-9.35%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-17.56%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-25.02%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-41.13%

-15.38%

Current Drawdown

Current decline from peak

-0.94%

-0.85%

-0.09%

Average Drawdown

Average peak-to-trough decline

-17.85%

-14.46%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.59%

+2.43%

Volatility

X7PS.L vs. CMB1.L - Volatility Comparison

Invesco STOXX Europe 600 Optimised Banks UCITS ETF (X7PS.L) has a higher volatility of 5.45% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 3.70%. This indicates that X7PS.L's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X7PS.LCMB1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

3.70%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

12.43%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

22.39%

15.22%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

18.12%

+5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.86%

20.25%

+4.61%

X7PS.L vs. CMB1.L - Expense Ratio Comparison

X7PS.L has a 0.30% expense ratio, which is lower than CMB1.L's 0.33% expense ratio.


Dividends

X7PS.L vs. CMB1.L - Dividend Comparison

Neither X7PS.L nor CMB1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


X7PS.L and CMB1.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X7PS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X7PS.L is cheaper with a 0.30% expense ratio, compared with 0.33% for CMB1.L.

X7PS.L tracks Invesco STOXX Europe 600 Optimised Banks UCITS ETF, while CMB1.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for X7PS.L and 0.33% for CMB1.L.

Portfolio Optimizer

Find the right allocation for X7PS.L and CMB1.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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