EQQQ.DE vs. WDTE.DE

Last updated Jun 5, 2026

EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, 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, EQQQ.DE returned 24.54%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.93 suggests significant overlap in exposure. EQQQ.DE charges 0.30%/yr vs 0.18%/yr for WDTE.DE.

Performance

EQQQ.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.

Returns By Period

In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than WDTE.DE's 18.32% return.

EQQQ.DE

• 1D: -0.85%
• 1M: 7.99%
• YTD: 20.52%
• 6M: 18.72%
• 1Y: 37.03%
• 3Y*: 24.54%
• 5Y*: 18.69%
• 10Y*: 21.28%

WDTE.DE

• 1D: -2.54%
• 1M: 10.74%
• YTD: 18.32%
• 6M: 17.59%
• 1Y: 35.87%
• 3Y*: 25.83%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF	20.52%	6.94%	33.67%	28.71%
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc	18.32%	6.19%	42.11%	32.17%

Correlation

The correlation between EQQQ.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 EQQQ.DE and WDTE.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

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

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

EQQQ.DE

EQQQ.DE Risk / Return Rank: 71
EQQQ.DE Sharpe Ratio Rank: 75
EQQQ.DE Sortino Ratio Rank: 71
EQQQ.DE Omega Ratio Rank: 72
EQQQ.DE Calmar Ratio Rank: 76
EQQQ.DE Martin Ratio Rank: 62

WDTE.DE

WDTE.DE Risk / Return Rank: 50
WDTE.DE Sharpe Ratio Rank: 56
WDTE.DE Sortino Ratio Rank: 52
WDTE.DE Omega Ratio Rank: 52
WDTE.DE Calmar Ratio Rank: 48
WDTE.DE Martin Ratio Rank: 40

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.

EQQQ.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 (EQQQ.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.

	EQQQ.DE	WDTE.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.88	+0.52
Sortino ratio: Return per unit of downside risk	3.19	2.51	+0.68
Omega ratio: Gain probability vs. loss probability	1.42	1.32	+0.10
Calmar ratio: Return relative to maximum drawdown	3.74	2.33	+1.41
Martin ratio: Return 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.

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

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of EQQQ.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.

Sharpe Ratios by Period

	EQQQ.DE	WDTE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	1.88	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.44	-0.64

Drawdowns

EQQQ.DE vs. WDTE.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, 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 EQQQ.DE and WDTE.DE.

Drawdown Indicators

	EQQQ.DE	WDTE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-47.04%	-28.19%	-18.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.05%	-15.79%	+5.74%
Max Drawdown (3Y) Largest decline over 3 years	-26.70%	-28.19%	+1.49%
Max Drawdown (5Y) Largest decline over 5 years	-31.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.30%	—	—
Current Drawdown Current decline from peak	-0.85%	-3.63%	+2.78%
Average Drawdown Average peak-to-trough decline	-7.35%	-4.97%	-2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	5.99%	-2.60%

Volatility

EQQQ.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 4.26%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that EQQQ.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

	EQQQ.DE	WDTE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	8.26%	-4.00%
Volatility (6M) Calculated over the trailing 6-month period	10.90%	15.09%	-4.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	19.51%	-3.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	21.74%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	21.74%	-2.09%

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

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

Dividends

EQQQ.DE vs. WDTE.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while WDTE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF	0.23%	0.29%	0.37%	0.39%	0.57%	0.25%	0.41%	0.54%	0.64%	0.68%	0.78%	0.73%
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%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQQQ.DE and WDTE.DE in my portfolio?

With a correlation of 0.92, EQQQ.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.

Which ETF is better, EQQQ.DE or WDTE.DE?

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.

Which ETF is cheaper, EQQQ.DE or WDTE.DE?

WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EQQQ.DE.

What is the main difference between EQQQ.DE and WDTE.DE?

EQQQ.DE is categorized as Nasdaq-100, while WDTE.DE is Technology Equities. EQQQ.DE tracks NASDAQ-100 Index, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.30% for EQQQ.DE and 0.18% for WDTE.DE.