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6PSE.DE vs. WDEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSE.DE vs. WDEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6PSE.DE achieves a 11.33% return, which is significantly lower than WDEE.DE's 33.31% return.


6PSE.DE

1D
-0.18%
1M
4.51%
YTD
11.33%
6M
10.72%
1Y
25.24%
3Y*
19.18%
5Y*
10Y*

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSE.DE vs. WDEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
11.33%4.78%32.52%16.39%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between 6PSE.DE and WDEE.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.26

The correlation between 6PSE.DE and WDEE.DE shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

6PSE.DE vs. WDEE.DE — Risk / Return Rank

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

6PSE.DE
6PSE.DE Risk / Return Rank: 6767
Overall Rank
6PSE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6666
Martin Ratio Rank

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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.

6PSE.DE vs. WDEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.


6PSE.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.44

2.94

+0.50

Martin ratioReturn relative to average drawdown

11.99

9.51

+2.49

6PSE.DE vs. WDEE.DE - Sharpe Ratio Comparison

The current 6PSE.DE Sharpe Ratio is 2.15, which is comparable to the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of 6PSE.DE and WDEE.DE, 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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Sharpe Ratios by Period


6PSE.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.75

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.69

+0.24

Drawdowns

6PSE.DE vs. WDEE.DE - Drawdown Comparison

The maximum 6PSE.DE drawdown since its inception was -23.70%, roughly equal to the maximum WDEE.DE drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for 6PSE.DE and WDEE.DE.


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Drawdown Indicators


6PSE.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-23.77%

+0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-12.42%

+5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-23.77%

+0.07%

Current Drawdown

Current decline from peak

-0.41%

-4.37%

+3.96%

Average Drawdown

Average peak-to-trough decline

-4.83%

-7.19%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.85%

-1.75%

Volatility

6PSE.DE vs. WDEE.DE - Volatility Comparison

The current volatility for Invesco MSCI USA UCITS ETF Dist (6PSE.DE) is 2.73%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that 6PSE.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSE.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

7.54%

-4.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

17.53%

-9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

20.89%

-9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

19.94%

-4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

19.94%

-4.53%

6PSE.DE vs. WDEE.DE - Expense Ratio Comparison

6PSE.DE has a 0.05% expense ratio, which is lower than WDEE.DE's 0.18% 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

6PSE.DE vs. WDEE.DE - Dividend Comparison

6PSE.DE's dividend yield for the trailing twelve months is around 1.05%, while WDEE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.05%1.16%1.26%1.51%1.69%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6PSE.DE and WDEE.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WDEE.DE.

6PSE.DE is categorized as Large Cap Blend Equities, while WDEE.DE is Energy Equities. 6PSE.DE tracks MSCI USA, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.05% for 6PSE.DE and 0.18% for WDEE.DE.

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