D500.DE vs. WDEE.DE

Last updated Jun 5, 2026

D500.DE (Invesco S&P 500 UCITS ETF Dist) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both exchange-traded funds - D500.DE is a S&P 500 fund tracking the S&P 500 Index, while WDEE.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Both are passively managed. Over the past 3 years, D500.DE returned 19.34%/yr vs 16.13%/yr for WDEE.DE. At a 0.26 correlation, their price movements are largely independent. D500.DE charges 0.05%/yr vs 0.18%/yr for WDEE.DE.

Performance

D500.DE vs. WDEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF Dist (D500.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, D500.DE achieves a 11.58% return, which is significantly lower than WDEE.DE's 33.31% return.

D500.DE

• 1D: -0.31%
• 1M: 4.52%
• YTD: 11.58%
• 6M: 11.08%
• 1Y: 25.86%
• 3Y*: 19.34%
• 5Y*: 15.48%
• 10Y*: 15.85%

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)

D500.DE vs. WDEE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
D500.DE Invesco S&P 500 UCITS ETF Dist	11.58%	4.86%	32.62%	15.66%
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc	33.31%	-2.96%	9.29%	6.37%

Correlation

The correlation between D500.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 D500.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.

Return for Risk

D500.DE vs. WDEE.DE — Risk / Return Rank

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

D500.DE

D500.DE Risk / Return Rank: 70
D500.DE Sharpe Ratio Rank: 69
D500.DE Sortino Ratio Rank: 67
D500.DE Omega Ratio Rank: 71
D500.DE Calmar Ratio Rank: 73
D500.DE Martin Ratio Rank: 70

WDEE.DE

WDEE.DE Risk / Return Rank: 53
WDEE.DE Sharpe Ratio Rank: 52
WDEE.DE Sortino Ratio Rank: 48
WDEE.DE Omega Ratio Rank: 50
WDEE.DE Calmar Ratio Rank: 60
WDEE.DE Martin Ratio Rank: 55

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.

D500.DE vs. WDEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.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.

	D500.DE	WDEE.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.24	1.75	+0.48
Sortino ratio: Return per unit of downside risk	3.04	2.29	+0.75
Omega ratio: Gain probability vs. loss probability	1.42	1.31	+0.11
Calmar ratio: Return relative to maximum drawdown	3.60	2.94	+0.66
Martin ratio: Return relative to average drawdown	12.88	9.51	+3.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

D500.DE vs. WDEE.DE - Sharpe Ratio Comparison

The current D500.DE Sharpe Ratio is 2.24, which is comparable to the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of D500.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.

Sharpe Ratios by Period

	D500.DE	WDEE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	1.75	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.98	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.69	+0.19

Drawdowns

D500.DE vs. WDEE.DE - Drawdown Comparison

The maximum D500.DE drawdown since its inception was -33.57%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for D500.DE and WDEE.DE.

Drawdown Indicators

	D500.DE	WDEE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.57%	-23.77%	-9.80%
Max Drawdown (1Y) Largest decline over 1 year	-7.14%	-12.42%	+5.28%
Max Drawdown (3Y) Largest decline over 3 years	-23.29%	-23.77%	+0.48%
Max Drawdown (5Y) Largest decline over 5 years	-23.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.57%	—	—
Current Drawdown Current decline from peak	-0.31%	-4.37%	+4.06%
Average Drawdown Average peak-to-trough decline	-4.25%	-7.19%	+2.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	3.85%	-1.85%

Volatility

D500.DE vs. WDEE.DE - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF Dist (D500.DE) is 2.66%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that D500.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.

Volatility by Period

	D500.DE	WDEE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	7.54%	-4.88%
Volatility (6M) Calculated over the trailing 6-month period	7.54%	17.53%	-9.99%
Volatility (1Y) Calculated over the trailing 1-year period	11.59%	20.89%	-9.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	19.94%	-4.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	19.94%	-3.86%

D500.DE vs. WDEE.DE - Expense Ratio Comparison

D500.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

D500.DE vs. WDEE.DE - Dividend Comparison

D500.DE's dividend yield for the trailing twelve months is around 1.08%, while WDEE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
D500.DE Invesco S&P 500 UCITS ETF Dist	1.08%	1.18%	1.27%	1.54%	2.63%	2.72%	3.53%	2.34%	2.08%	1.67%	1.70%	0.29%
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both D500.DE and WDEE.DE in my portfolio?

D500.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.

Which ETF is better, D500.DE or WDEE.DE?

On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, D500.DE or WDEE.DE?

D500.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WDEE.DE.

What is the main difference between D500.DE and WDEE.DE?

D500.DE is categorized as S&P 500, while WDEE.DE is Energy Equities. D500.DE tracks S&P 500 Index, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.05% for D500.DE and 0.18% for WDEE.DE.