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ENGW.L vs. WDEE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENGW.L vs. WDEE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in State Street SPDR MSCI World Energy UCITS ETF (ENGW.L) and Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENGW.L is traded in GBP, while WDEE.L is traded in USD. To make them comparable, the WDEE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENGW.L achieves a 21.74% return, which is significantly lower than WDEE.L's 26.08% return.


ENGW.L

1D
0.00%
1M
-4.42%
YTD
21.74%
6M
24.08%
1Y
34.77%
3Y*
13.98%
5Y*
10.46%
10Y*
5.63%

WDEE.L

1D
0.00%
1M
-2.35%
YTD
26.08%
6M
27.48%
1Y
34.58%
3Y*
15.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGW.L vs. WDEE.L - Yearly Performance Comparison


2026 (YTD)202520242023
ENGW.L
State Street SPDR MSCI World Energy UCITS ETF
21.74%7.20%3.55%-0.88%
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
26.08%1.24%5.84%5.35%

Correlation

The correlation between ENGW.L and WDEE.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2023

0.93

The correlation between ENGW.L and WDEE.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

ENGW.L vs. WDEE.L — Risk / Return Rank

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

ENGW.L
ENGW.L Risk / Return Rank: 5151
Overall Rank
ENGW.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ENGW.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
ENGW.L Omega Ratio Rank: 5454
Omega Ratio Rank
ENGW.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
ENGW.L Martin Ratio Rank: 4545
Martin Ratio Rank

WDEE.L
WDEE.L Risk / Return Rank: 5454
Overall Rank
WDEE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 4848
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 5353
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.

ENGW.L vs. WDEE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Energy UCITS ETF (ENGW.L) and Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENGW.LWDEE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

2.32

2.90

-0.58

Martin ratioReturn relative to average drawdown

6.63

8.27

-1.64

ENGW.L vs. WDEE.L - Sharpe Ratio Comparison

The current ENGW.L Sharpe Ratio is 1.63, which is comparable to the WDEE.L Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ENGW.L and WDEE.L, 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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Drawdowns

ENGW.L vs. WDEE.L - Drawdown Comparison

The maximum ENGW.L drawdown since its inception was -69.49%, which is greater than WDEE.L's maximum drawdown of -21.91%. Use the drawdown chart below to compare losses from any high point for ENGW.L and WDEE.L.


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Drawdown Indicators


ENGW.LWDEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-21.91%

-47.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.03%

-11.86%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-21.40%

-21.91%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

Max Drawdown (10Y)

Largest decline over 10 years

-64.68%

Current Drawdown

Current decline from peak

-13.96%

-8.67%

-5.29%

Average Drawdown

Average peak-to-trough decline

-20.74%

-7.28%

-13.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

4.17%

+1.09%

Volatility

ENGW.L vs. WDEE.L - Volatility Comparison

State Street SPDR MSCI World Energy UCITS ETF (ENGW.L) has a higher volatility of 7.37% compared to Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) at 6.88%. This indicates that ENGW.L's price experiences larger fluctuations and is considered to be riskier than WDEE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENGW.LWDEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

6.88%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.85%

16.53%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

19.56%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

19.37%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

19.37%

+7.40%

ENGW.L vs. WDEE.L - Expense Ratio Comparison

ENGW.L has a 0.30% expense ratio, which is higher than WDEE.L's 0.18% expense ratio.


Dividends

ENGW.L vs. WDEE.L - Dividend Comparison

Neither ENGW.L nor WDEE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, ENGW.L and WDEE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WDEE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEE.L is cheaper with a 0.18% expense ratio, compared with 0.30% for ENGW.L.

ENGW.L tracks MSCI World Energy 35/20 Capped Index, while WDEE.L tracks S&P World Energy Targeted & Screened Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for ENGW.L and 0.18% for WDEE.L.

Portfolio Optimizer

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