EQQB.DE vs. WDTE.DE
EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while WDTE.DE is a Technology Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, EQQB.DE returned 24.52%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.93 suggests significant overlap in exposure. EQQB.DE charges 0.30%/yr vs 0.18%/yr for WDTE.DE.
Performance
EQQB.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQB.DE achieves a 20.54% return, which is significantly higher than WDTE.DE's 18.32% return.
EQQB.DE
- 1D
- -0.82%
- 1M
- 7.97%
- YTD
- 20.54%
- 6M
- 18.70%
- 1Y
- 36.95%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 10.74%
- YTD
- 18.32%
- 6M
- 17.59%
- 1Y
- 35.87%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
EQQB.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 28.75% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between EQQB.DE and WDTE.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.93 |
The correlation between EQQB.DE and WDTE.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
EQQB.DE vs. WDTE.DE — Risk / Return Rank
EQQB.DE
WDTE.DE
EQQB.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.
| EQQB.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.33 | +1.40 |
| Martin ratioReturn relative to average drawdown | 11.10 | 6.14 | +4.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQQB.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 1.88 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 1.44 | -0.47 |
Drawdowns
EQQB.DE vs. WDTE.DE - Drawdown Comparison
The maximum EQQB.DE drawdown since its inception was -26.59%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for EQQB.DE and WDTE.DE.
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Drawdown Indicators
| EQQB.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -28.19% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -15.79% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -28.19% | +1.60% |
Current DrawdownCurrent decline from peak | -0.82% | -3.63% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -4.97% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 5.99% | -2.60% |
Volatility
EQQB.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) is 4.38%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that EQQB.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
| EQQB.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 8.26% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 15.09% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 19.51% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 21.74% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 21.74% | -1.77% |
EQQB.DE vs. WDTE.DE - Expense Ratio Comparison
EQQB.DE has a 0.30% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
EQQB.DE vs. WDTE.DE - Dividend Comparison
Neither EQQB.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, EQQB.DE and WDTE.DE 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, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EQQB.DE.
EQQB.DE is categorized as Nasdaq-100, while WDTE.DE is Technology Equities. EQQB.DE tracks Nasdaq 100®, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.30% for EQQB.DE and 0.18% for WDTE.DE.
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