2B7F.DE vs. WDTE.DE
2B7F.DE (iShares Automation & Robotics UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - 2B7F.DE is a Robotics fund tracking the iSTOXX® FactSet Automation & Robotics, while WDTE.DE is a Technology Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, 2B7F.DE returned 18.68%/yr vs 25.83%/yr for WDTE.DE. A 0.79 correlation means they provide meaningful diversification when combined. 2B7F.DE charges 0.40%/yr vs 0.18%/yr for WDTE.DE.
Performance
2B7F.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7F.DE achieves a 29.78% return, which is significantly higher than WDTE.DE's 18.32% return.
2B7F.DE
- 1D
- -0.59%
- 1M
- 8.63%
- YTD
- 29.78%
- 6M
- 27.32%
- 1Y
- 43.79%
- 3Y*
- 18.68%
- 5Y*
- 11.74%
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
2B7F.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
2B7F.DE iShares Automation & Robotics UCITS ETF | 29.78% | 4.63% | 11.96% | 19.55% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between 2B7F.DE and WDTE.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.79 |
The correlation between 2B7F.DE and WDTE.DE has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
2B7F.DE vs. WDTE.DE — Risk / Return Rank
2B7F.DE
WDTE.DE
2B7F.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (2B7F.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). 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.
| 2B7F.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.33 | +1.00 |
| Martin ratioReturn relative to average drawdown | 10.14 | 6.14 | +3.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7F.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.88 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.44 | -0.82 |
Drawdowns
2B7F.DE vs. WDTE.DE - Drawdown Comparison
The maximum 2B7F.DE drawdown since its inception was -35.44%, which is greater than WDTE.DE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for 2B7F.DE and WDTE.DE.
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Drawdown Indicators
| 2B7F.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -28.19% | -7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -15.79% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -29.34% | -28.19% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.44% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -3.63% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -4.97% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 5.99% | -1.68% |
Volatility
2B7F.DE vs. WDTE.DE - Volatility Comparison
The current volatility for iShares Automation & Robotics UCITS ETF (2B7F.DE) is 7.47%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that 2B7F.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7F.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 8.26% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 17.19% | 15.09% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 19.51% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 21.74% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.35% | 21.74% | +0.61% |
2B7F.DE vs. WDTE.DE - Expense Ratio Comparison
2B7F.DE has a 0.40% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
2B7F.DE vs. WDTE.DE - Dividend Comparison
2B7F.DE's dividend yield for the trailing twelve months is around 0.27%, while WDTE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
2B7F.DE iShares Automation & Robotics UCITS ETF | 0.27% | 0.35% | 0.35% | 0.45% | 0.57% | 0.31% | 0.35% | 0.78% | 1.18% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
2B7F.DE and WDTE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for 2B7F.DE.
2B7F.DE is categorized as Robotics, while WDTE.DE is Technology Equities. 2B7F.DE tracks iSTOXX® FactSet Automation & Robotics, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for 2B7F.DE and 0.18% for WDTE.DE.
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