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

Performance

X7PS.L vs. RIEU.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, X7PS.L achieves a 17.85% return, which is significantly higher than RIEU.L's 9.09% return.


X7PS.L

1D
0.07%
1M
4.65%
6M
13.84%
YTD
17.85%
1Y
53.58%
3Y*
44.69%
5Y*
32.06%
10Y*
16.29%

RIEU.L

1D
0.00%
1M
1.50%
6M
5.47%
YTD
9.09%
1Y
17.21%
3Y*
12.92%
5Y*
8.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
X7PS.L
Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)
17.85%78.30%33.17%25.70%0.44%38.22%-22.81%20.49%
RIEU.L
L&G MSCI Europe Select UCITS ETF EUR (Acc)
9.09%15.57%9.47%15.33%-12.34%24.84%0.23%10.89%

Correlation

The correlation between X7PS.L and RIEU.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.72

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

0.69

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2019

0.67

The correlation between X7PS.L and RIEU.L has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

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Return for Risk

X7PS.L vs. RIEU.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: 8585
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

RIEU.L
RIEU.L Risk / Return Rank: 4545
Overall Rank
RIEU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RIEU.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
RIEU.L Omega Ratio Rank: 4848
Omega Ratio Rank
RIEU.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
RIEU.L Martin Ratio Rank: 4545
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. RIEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) and L&G MSCI Europe Select UCITS ETF EUR (Acc) (RIEU.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.LRIEU.LDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.39

1.25

+0.14

Calmar ratioReturn relative to maximum drawdown

3.23

1.68

+1.55

Martin ratioReturn relative to average drawdown

10.64

5.87

+4.77

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

The current X7PS.L Sharpe Ratio is 2.38, which is higher than the RIEU.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of X7PS.L and RIEU.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. RIEU.L - Drawdown Comparison

The maximum X7PS.L drawdown since its inception was -60.64%, which is greater than RIEU.L's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for X7PS.L and RIEU.L.


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Drawdown Indicators


X7PS.LRIEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-34.22%

-26.42%

Max Drawdown (1Y)

Largest decline over 1 year

-16.49%

-10.20%

-6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-16.18%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.70%

-22.82%

-6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

Current Drawdown

Current decline from peak

-1.00%

-1.65%

+0.65%

Average Drawdown

Average peak-to-trough decline

-17.85%

-5.56%

-12.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.92%

+2.10%

Volatility

X7PS.L vs. RIEU.L - Volatility Comparison

Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a higher volatility of 5.45% compared to L&G MSCI Europe Select UCITS ETF EUR (Acc) (RIEU.L) at 2.92%. This indicates that X7PS.L's price experiences larger fluctuations and is considered to be riskier than RIEU.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.LRIEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

2.92%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

10.40%

+8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.39%

12.56%

+9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

14.60%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.86%

16.60%

+8.26%

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

X7PS.L has a 0.20% expense ratio, which is higher than RIEU.L's 0.10% 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

X7PS.L vs. RIEU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


X7PS.L and RIEU.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RIEU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RIEU.L is cheaper with a 0.10% expense ratio, compared with 0.20% for X7PS.L.

X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR), while RIEU.L tracks MSCI Global Select 500 Index – Europe Subset. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.20% for X7PS.L and 0.10% for RIEU.L.

Portfolio Optimizer

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