XLFS.L vs. X7PS.L
XLFS.L (Invesco Financials S&P US Select Sector UCITS ETF Acc) and X7PS.L (Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)) are both exchange-traded funds - XLFS.L is a Financials Equities fund tracking the S&P® Select Sector Capped 20% Financials Index, while X7PS.L is a Europe Equities fund tracking the STOXX Europe 600 Optimised Banks Index (EUR). Both are passively managed. Over the past 10 years, XLFS.L returned 13.10%/yr vs 16.65%/yr for X7PS.L. A 0.65 correlation means they provide meaningful diversification when combined. XLFS.L charges 0.14%/yr vs 0.20%/yr for X7PS.L.
Performance
XLFS.L vs. X7PS.L - Performance Comparison
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Different Trading Currencies
XLFS.L is traded in USD, while X7PS.L is traded in EUR. To make them comparable, the X7PS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XLFS.L achieves a 3.22% return, which is significantly lower than X7PS.L's 13.49% return. Over the past 10 years, XLFS.L has underperformed X7PS.L with an annualized return of 13.10%, while X7PS.L has yielded a comparatively higher 16.65% annualized return.
XLFS.L
- 1D
- -0.47%
- 1M
- 3.53%
- 6M
- 4.27%
- YTD
- 3.22%
- 1Y
- 9.53%
- 3Y*
- 18.84%
- 5Y*
- 10.75%
- 10Y*
- 13.10%
X7PS.L
- 1D
- -1.15%
- 1M
- 1.20%
- 6M
- 11.22%
- YTD
- 13.49%
- 1Y
- 48.31%
- 3Y*
- 44.53%
- 5Y*
- 30.94%
- 10Y*
- 16.65%
XLFS.L vs. X7PS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLFS.L Invesco Financials S&P US Select Sector UCITS ETF Acc | 3.22% | 14.99% | 29.97% | 12.27% | -11.03% | 36.17% | -3.27% | 31.25% | -14.44% | 22.86% |
X7PS.L Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) | 13.49% | 102.25% | 24.94% | 29.67% | -5.60% | 28.80% | -15.98% | 11.78% | -29.67% | 27.47% |
Correlation
The correlation between XLFS.L and X7PS.L is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2011 | 0.65 |
The correlation between XLFS.L and X7PS.L shifts across timeframes, from 0.52 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLFS.L vs. X7PS.L — Risk / Return Rank
XLFS.L
X7PS.L
XLFS.L vs. X7PS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.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.
| XLFS.L | X7PS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 2.64 | -1.96 |
| Martin ratioReturn relative to average drawdown | 1.67 | 8.37 | -6.70 |
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Drawdowns
XLFS.L vs. X7PS.L - Drawdown Comparison
The maximum XLFS.L drawdown since its inception was -42.76%, smaller than the maximum X7PS.L drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for XLFS.L and X7PS.L.
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Drawdown Indicators
| XLFS.L | X7PS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.76% | -64.58% | +21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -18.24% | +4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -19.95% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.06% | -38.89% | +12.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.76% | -61.95% | +19.19% |
Current DrawdownCurrent decline from peak | -0.47% | -2.12% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -21.86% | +14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 5.76% | -0.06% |
Volatility
XLFS.L vs. X7PS.L - Volatility Comparison
The current volatility for Invesco Financials S&P US Select Sector UCITS ETF Acc (XLFS.L) is 4.34%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.92%. This indicates that XLFS.L experiences smaller price fluctuations and is considered to be less risky than X7PS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLFS.L | X7PS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.92% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 20.48% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 24.02% | -9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 26.46% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.83% | 26.60% | -5.77% |
XLFS.L vs. X7PS.L - Expense Ratio Comparison
XLFS.L has a 0.14% expense ratio, which is lower than X7PS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XLFS.L vs. X7PS.L - Dividend Comparison
Neither XLFS.L nor X7PS.L has paid dividends to shareholders.
Frequently Asked Questions
XLFS.L and X7PS.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLFS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLFS.L is cheaper with a 0.14% expense ratio, compared with 0.20% for X7PS.L.
XLFS.L is categorized as Financials Equities, while X7PS.L is Europe Equities. XLFS.L tracks S&P® Select Sector Capped 20% Financials Index, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). Their fees differ too: 0.14% for XLFS.L and 0.20% for X7PS.L.
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