Source STOXX Europe 600 Optimised Banks UCITS

10-Year Study

X7PP.LSE · · GB · ETF

Executive Summary: Source STOXX Europe 600 Optimised Banks UCITS has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 51.6% and an annualized volatility of 28.3%.

1Y CAGR
+43.5%
3Y CAGR
+45.0%
5Y CAGR
+27.4%
10Y CAGR
+14.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
51.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +87.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.2-0.4-11.111.5————————2.9%
202511.111.41.51.39.01.38.81.95.12.04.97.287.8%
2024-0.42.711.53.95.0-5.55.5-1.4-0.01.9-2.04.127.1%
202313.35.4-13.13.1-4.47.65.4-2.93.1-4.77.04.123.3%
20226.1-9.8-2.0-3.27.8-9.8-1.22.1-1.97.39.53.26.0%
2021-4.713.45.25.94.6-4.5-1.13.44.63.9-6.93.929.2%
2020-6.0-6.3-28.60.75.26.7-6.25.7-11.4-0.831.5-0.1-18.5%
20192.63.4-3.97.8-8.23.1-1.2-7.07.6-0.21.64.08.3%
20183.4-2.3-7.02.7-7.8-0.05.4-7.71.4-8.6-0.9-6.4-25.5%
20172.6-2.06.21.72.41.54.6-0.1-0.0-1.9-1.51.415.4%
2016———5.2-1.2-11.07.09.8-1.512.6-2.08.528.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 54.0% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110523.825244855287
2016-05-0110398.371299658853
2016-06-019251.678221635304
2016-07-019898.75646528007
2016-08-0110873.775723561132
2016-09-0110715.307582260371
2016-10-0112068.88962253769
2016-11-0111824.584571365689
2016-12-0112832.618025751073
2017-01-0113167.161879608231
2017-02-0112903.048310773633
2017-03-0113699.790910091338
2017-04-0113926.488390007704
2017-05-0114262.132717068338
2017-06-0114480.026411356883
2017-07-0115149.1141190712
2017-08-0115129.305601408605
2017-09-0115122.70276218774
2017-10-0114831.077363266206
2017-11-0114610.982722570705
2017-12-0114813.469792010565
2018-01-0115320.78793881369
2018-02-0114970.837460107847
2018-03-0113918.78507758336
2018-04-0114299.548805986575
2018-05-0113189.17134367778
2018-06-0113188.070870474305
2018-07-0113905.57939914163
2018-08-0112839.220864971938
2018-09-0113024.100363156156
2018-10-0111906.019588423022
2018-11-0111800.374160889181
2018-12-0111043.248596896667
2019-01-0111330.472103004293
2019-02-0111710.135358204028
2019-03-0111256.7403983713
2019-04-0112129.415648728955
2019-05-0111135.688345988774
2019-06-0111476.8350390668
2019-07-0111341.476835039066
2019-08-0110551.887311543964
2019-09-0111354.682513480797
2019-10-0111328.271156597337
2019-11-0111506.54781556069
2019-12-0111963.244195003852
2020-01-0111251.238032353911
2020-02-0110539.78210630571
2020-03-017528.337184989546
2020-04-017580.059425552988
2020-05-017977.3302520083635
2020-06-018515.461648508859
2020-07-017988.885220644876
2020-08-018442.830417079345
2020-09-017482.66754704523
2020-10-017419.390337845273
2020-11-019756.795422031473
2020-12-019749.64234620887
2021-01-019289.094310553539
2021-02-0110530.97832067789
2021-03-0111077.363266204467
2021-04-0111726.642456256192
2021-05-0112269.175745570596
2021-06-0111715.637724221415
2021-07-0111592.384725431937
2021-08-0111990.75602509079
2021-09-0112538.79168042258
2021-10-0113021.899416749204
2021-11-0112123.913282711566
2021-12-0112592.71486739298
2022-01-0113359.744690216792
2022-02-0112049.081104875097
2022-03-0111802.575107296138
2022-04-0111428.414218113789
2022-05-0112325.299878947948
2022-06-0111112.578408715748
2022-07-0110982.722570705404
2022-08-0111218.223836249588
2022-09-0111009.133927588864
2022-10-0111814.680312534389
2022-11-0112941.564872895346
2022-12-0113353.14185099593
2023-01-0115128.205128205127
2023-02-0115950.258611202817
2023-03-0113862.660944206009
2023-04-0114289.644547155276
2023-05-0113667.877187190492
2023-06-0114702.321998459338
2023-07-0115500.16507098052
2023-08-0115048.971057554747
2023-09-0115519.973588643117
2023-10-0114789.259381534059
2023-11-0115819.302299988994
2023-12-0116460.878177616374
2024-01-0116395.950258611203
2024-02-0116830.63717398481
2024-03-0118760.86717288434
2024-04-0119495.983272807305
2024-05-0120469.90205788489
2024-06-0119350.720809948278
2024-07-0120417.07934411797
2024-08-0120128.755364806868
2024-09-0120119.951579179047
2024-10-0120498.514361175305
2024-11-0120097.942115109494
2024-12-0120916.694178496753
2025-01-0123230.989325409926
2025-02-0125883.12974579069
2025-03-0126279.30009904259
2025-04-0126622.647738527565
2025-05-0129012.875536480686
2025-06-0129382.634532849122
2025-07-0131979.751293056015
2025-08-0132582.810608561682
2025-09-0134246.72609221966
2025-10-0134924.61758556179
2025-11-0136625.949158138
2025-12-0139275.88863211181
2026-01-0140926.598437328044
2026-02-0140770.331242434244
2026-03-0136247.38637614174
2026-04-0140402.77319247276
Annual Return Matrix
YearAnnual Return
20170.15436068947774628
2018-0.25451303766436373
20190.08330842052815157
2020-0.18503357556802502
20210.2916078785484508
20220.060386262343790964
20230.23273446513927798
20240.27069126888621464
20250.8777292576419213
20260.028691510226954264
Total Factor Risk
0.28307391952320965
VTI.US Exposure
0.44671046164607464
VEA.US Exposure
0.5403941340378638
VWO.US Exposure
0.0016184618544075695
QQQ.US Exposure
-0.05706758851341798
VTV.US Exposure
-0.062087498603328774
IJR.US Exposure
-0.02591748637213077
QUAL.US Exposure
-0.0898907669047016
SHV.US Exposure
0.08902618485731335
TLT.US Exposure
0.0007257555282429986
LQD.US Exposure
-0.0035396831516111703
HYG.US Exposure
0.026526394732155643
GLD.US Exposure
-0.0061309888006579535
USO.US Exposure
0.0010110159272638517
VNQ.US Exposure
-0.013881619122081825
BTC-USD.CC Exposure
0.0021851249589760176
CPER.US Exposure
0.011085721037260273
VIX.INDX Exposure
-0.0329721949532307
UUP.US Exposure
0.00219101300424617
TIP.US Exposure
0.02260212736304593
Idiosyncratic Exposure
0.14741143147431046
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →9.27%
Market Cap$69.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+13.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Source STOXX Europe 600 Optimised Banks UCITS a high-risk investment?

Source STOXX Europe 600 Optimised Banks UCITS (X7PP.LSE) has an annualized volatility of 28.3% and experienced a maximum drawdown of 51.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of X7PP.LSE?

Over the past 10 years, X7PP.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Source STOXX Europe 600 Optimised Banks UCITS

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest