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EIB3.DE vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB3.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.

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Returns By Period

In the year-to-date period, EIB3.DE achieves a 0.19% return, which is significantly lower than WDTE.DE's 18.32% return.


EIB3.DE

1D
0.93%
1M
0.27%
YTD
0.19%
6M
0.55%
1Y
0.81%
3Y*
2.63%
5Y*
0.63%
10Y*

WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIB3.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%2.87%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%

Correlation

The correlation between EIB3.DE and WDTE.DE is 0.05, 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

0.05

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

-0.00

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

-0.01

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Return for Risk

EIB3.DE vs. WDTE.DE — Risk / Return Rank

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

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
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.

EIB3.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.


EIB3.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.06

1.32

-0.26

Calmar ratioReturn relative to maximum drawdown

0.50

2.33

-1.82

Martin ratioReturn relative to average drawdown

1.50

6.14

-4.64

EIB3.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current EIB3.DE Sharpe Ratio is 0.26, which is lower than the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EIB3.DE and WDTE.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


EIB3.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

1.88

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.44

-1.27

Drawdowns

EIB3.DE vs. WDTE.DE - Drawdown Comparison

The maximum EIB3.DE drawdown since its inception was -6.78%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for EIB3.DE and WDTE.DE.


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Drawdown Indicators


EIB3.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-28.19%

+21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-15.79%

+14.19%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

-28.19%

+26.59%

Max Drawdown (5Y)

Largest decline over 5 years

-5.91%

Current Drawdown

Current decline from peak

-0.68%

-3.63%

+2.95%

Average Drawdown

Average peak-to-trough decline

-2.06%

-4.97%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

5.99%

-5.45%

Volatility

EIB3.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) is 1.50%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that EIB3.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


EIB3.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

8.26%

-6.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

15.09%

-12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

19.51%

-16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

21.74%

-19.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

21.74%

-19.85%

EIB3.DE vs. WDTE.DE - Expense Ratio Comparison

EIB3.DE has a 0.10% expense ratio, which is lower than WDTE.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

EIB3.DE vs. WDTE.DE - Dividend Comparison

EIB3.DE's dividend yield for the trailing twelve months is around 2.41%, while WDTE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIB3.DE and WDTE.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for WDTE.DE.

EIB3.DE is categorized as European Government Bonds, while WDTE.DE is Technology Equities. EIB3.DE tracks Bloomberg Euro Government Select 1-3, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.10% for EIB3.DE and 0.18% for WDTE.DE.

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