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XS7R.L vs. X7PS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS7R.L vs. X7PS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and Invesco STOXX Europe 600 Optimised Banks UCITS ETF EUR (Acc) (X7PS.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS7R.L vs. X7PS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XS7R.L
XS7R.L Risk / Return Rank: 6565
Overall Rank
XS7R.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XS7R.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XS7R.L Omega Ratio Rank: 6666
Omega Ratio Rank
XS7R.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XS7R.L Martin Ratio Rank: 6363
Martin Ratio Rank

X7PS.L
X7PS.L Risk / Return Rank: 8282
Overall Rank
X7PS.L Sharpe Ratio Rank: 8888
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: 7979
Calmar Ratio Rank
X7PS.L Martin Ratio Rank: 7474
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.

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.LX7PS.LDifference
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

XS7R.L vs. X7PS.L - Sharpe Ratio Comparison

The current XS7R.L Sharpe Ratio is 1.71, which is comparable to the X7PS.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of XS7R.L and X7PS.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

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.LX7PS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.85%

-2.58%

+1.73%

Average Drawdown

Average peak-to-trough decline

-51.66%

-14.49%

-37.17%

Ulcer Index

Depth 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.LX7PS.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for XS7R.L and X7PS.L

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