XS7R.L vs. X7PS.L
XS7R.L (Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C) and X7PS.L (Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc)) are both exchange-traded funds - XS7R.L is a Financials Equities fund tracking the MSCI World/Financials NR USD, 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, XS7R.L returned 11.97%/yr vs 16.34%/yr for X7PS.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XS7R.L vs. X7PS.L - Performance Comparison
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Different Trading Currencies
XS7R.L is traded in GBp, while X7PS.L is traded in EUR. To make them comparable, the X7PS.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XS7R.L achieves a 11.30% return, which is significantly lower than X7PS.L's 13.65% return. Over the past 10 years, XS7R.L has underperformed X7PS.L with an annualized return of 11.97%, while X7PS.L has yielded a comparatively higher 16.34% annualized return.
XS7R.L
- 1D
- -0.30%
- 1M
- 1.96%
- 6M
- 9.89%
- YTD
- 11.30%
- 1Y
- 28.51%
- 3Y*
- 29.33%
- 5Y*
- 21.51%
- 10Y*
- 11.97%
X7PS.L
- 1D
- -0.99%
- 1M
- -0.04%
- 6M
- 10.58%
- YTD
- 13.65%
- 1Y
- 47.90%
- 3Y*
- 43.02%
- 5Y*
- 31.54%
- 10Y*
- 16.34%
XS7R.L vs. X7PS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XS7R.L Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C | 11.30% | 46.88% | 18.78% | 20.38% | 3.42% | 27.01% | -19.81% | 7.94% | -24.58% | 16.49% |
X7PS.L Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) | 13.65% | 87.84% | 27.12% | 23.19% | 5.63% | 30.02% | -18.45% | 7.52% | -25.50% | 16.45% |
Correlation
The correlation between XS7R.L and X7PS.L 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 | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2011 | 0.93 |
The correlation between XS7R.L and X7PS.L has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
XS7R.L vs. X7PS.L — Risk / Return Rank
XS7R.L
X7PS.L
XS7R.L vs. X7PS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.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.
| XS7R.L | X7PS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.97 | -0.46 |
| Martin ratioReturn relative to average drawdown | 8.54 | 9.92 | -1.39 |
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Drawdowns
XS7R.L vs. X7PS.L - Drawdown Comparison
The maximum XS7R.L drawdown since its inception was -79.31%, which is greater than X7PS.L's maximum drawdown of -56.34%. Use the drawdown chart below to compare losses from any high point for XS7R.L and X7PS.L.
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Drawdown Indicators
| XS7R.L | X7PS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.31% | -56.34% | -22.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -16.07% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.17% | -18.22% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.60% | -30.73% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -55.42% | -56.34% | +0.92% |
Current DrawdownCurrent decline from peak | -0.85% | -2.58% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -51.66% | -14.49% | -37.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 4.81% | -1.48% |
Volatility
XS7R.L vs. X7PS.L - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) is 4.15%, while Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L) has a volatility of 5.51%. This indicates that XS7R.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
| XS7R.L | X7PS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.51% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 18.93% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 22.34% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 23.77% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 24.61% | -3.01% |
XS7R.L vs. X7PS.L - Expense Ratio Comparison
Both XS7R.L and X7PS.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XS7R.L vs. X7PS.L - Dividend Comparison
Neither XS7R.L nor X7PS.L has paid dividends to shareholders.
Frequently Asked Questions
XS7R.L and X7PS.L 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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XS7R.L and X7PS.L have the same expense ratio: 0.20% per year.
XS7R.L is categorized as Financials Equities, while X7PS.L is Europe Equities. XS7R.L tracks MSCI World/Financials NR USD, while X7PS.L tracks STOXX Europe 600 Optimised Banks Index (EUR). They also come from different issuers: Xtrackers and Invesco.
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