EHDV.DE vs. WDTE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE).

EHDV.DE and WDTE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EHDV.DE is a passively managed fund by Invesco that tracks the performance of the EURO iSTOXX High Dividend Low Volatility 50 Index. It was launched on Jan 6, 2016. WDTE.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. It was launched on Apr 12, 2023. Both EHDV.DE and WDTE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EHDV.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). The values are adjusted to include any dividend payments, if applicable.

EHDV.DE vs. WDTE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist	7.09%	36.57%	9.85%	5.00%
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc	-8.18%	6.19%	42.11%	32.17%

Returns By Period

In the year-to-date period, EHDV.DE achieves a 7.09% return, which is significantly higher than WDTE.DE's -8.18% return.

EHDV.DE

• 1D: 1.54%
• 1M: -0.80%
• YTD: 7.09%
• 6M: 13.33%
• 1Y: 25.61%
• 3Y*: 19.99%
• 5Y*: 12.83%
• 10Y*: 6.36%

WDTE.DE

• 1D: 2.95%
• 1M: -2.76%
• YTD: -8.18%
• 6M: -6.33%
• 1Y: 13.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EHDV.DE vs. WDTE.DE - Expense Ratio Comparison

EHDV.DE has a 0.30% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.

EHDV.DE

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist

WDTE.DE

Invesco S&P World Information Technology ESG UCITS ETF Acc

Return for Risk

EHDV.DE vs. WDTE.DE — Risk / Return Rank

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

EHDV.DE

EHDV.DE Risk / Return Rank: 87
EHDV.DE Sharpe Ratio Rank: 88
EHDV.DE Sortino Ratio Rank: 85
EHDV.DE Omega Ratio Rank: 90
EHDV.DE Calmar Ratio Rank: 83
EHDV.DE Martin Ratio Rank: 88

WDTE.DE

WDTE.DE Risk / Return Rank: 29
WDTE.DE Sharpe Ratio Rank: 29
WDTE.DE Sortino Ratio Rank: 30
WDTE.DE Omega Ratio Rank: 29
WDTE.DE Calmar Ratio Rank: 31
WDTE.DE Martin Ratio Rank: 27

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.

EHDV.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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.

	EHDV.DE	WDTE.DE	Difference
Sharpe ratio Return per unit of total volatility	1.94	0.58	+1.36
Sortino ratio Return per unit of downside risk	2.39	0.93	+1.47
Omega ratio Gain probability vs. loss probability	1.40	1.13	+0.27
Calmar ratio Return relative to maximum drawdown	2.70	0.83	+1.87
Martin ratio Return relative to average drawdown	12.01	2.31	+9.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EHDV.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 1.94, which is higher than the WDTE.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EHDV.DE and WDTE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EHDV.DE	WDTE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	0.58	+1.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	1.04	-0.61

Correlation

The correlation between EHDV.DE and WDTE.DE is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EHDV.DE vs. WDTE.DE - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 4.10%, while WDTE.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist	4.10%	4.70%	5.79%	5.57%	5.62%	4.18%	1.36%
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%

Drawdowns

EHDV.DE vs. WDTE.DE - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, 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 EHDV.DE and WDTE.DE.

Drawdown Indicators

	EHDV.DE	WDTE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-41.47%	-28.19%	-13.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-15.79%	+4.86%
Max Drawdown (5Y) Largest decline over 5 years	-22.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.47%	—	—
Current Drawdown Current decline from peak	-1.26%	-13.29%	+12.03%
Average Drawdown Average peak-to-trough decline	-8.43%	-5.05%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	5.69%	-3.51%

Volatility

EHDV.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) is 4.67%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 5.20%. This indicates that EHDV.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.

Volatility by Period

	EHDV.DE	WDTE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.67%	5.20%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	7.59%	14.26%	-6.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.13%	23.10%	-9.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.47%	21.55%	-8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.00%	21.55%	-5.55%