PortfoliosLab logoPortfoliosLab logo
EXH1.DE vs. WDEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH1.DE vs. WDEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EXH1.DE having a 32.64% return and WDEE.DE slightly higher at 33.31%.


EXH1.DE

1D
-0.74%
1M
-1.97%
YTD
32.64%
6M
31.85%
1Y
55.75%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH1.DE vs. WDEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%4.49%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between EXH1.DE and WDEE.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.77

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

0.78

The correlation between EXH1.DE and WDEE.DE has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXH1.DE vs. WDEE.DE — Risk / Return Rank

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

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
Martin Ratio Rank

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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.

EXH1.DE vs. WDEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.


EXH1.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.52

1.31

+0.22

Calmar ratioReturn relative to maximum drawdown

8.05

2.94

+5.11

Martin ratioReturn relative to average drawdown

26.11

9.51

+16.61

EXH1.DE vs. WDEE.DE - Sharpe Ratio Comparison

The current EXH1.DE Sharpe Ratio is 3.05, which is higher than the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EXH1.DE and WDEE.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.


Loading charts...

Sharpe Ratios by Period


EXH1.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.75

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.69

-0.45

Drawdowns

EXH1.DE vs. WDEE.DE - Drawdown Comparison

The maximum EXH1.DE drawdown since its inception was -55.76%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for EXH1.DE and WDEE.DE.


Loading charts...

Drawdown Indicators


EXH1.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-23.77%

-31.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-12.42%

+5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-23.77%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-4.62%

-4.37%

-0.25%

Average Drawdown

Average peak-to-trough decline

-13.64%

-7.19%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.85%

-1.73%

Volatility

EXH1.DE vs. WDEE.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) is 5.94%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that EXH1.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXH1.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

7.54%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

17.53%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

20.89%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

19.94%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

19.94%

+4.14%

EXH1.DE vs. WDEE.DE - Expense Ratio Comparison

EXH1.DE has a 0.47% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.


Dividends

EXH1.DE vs. WDEE.DE - Dividend Comparison

EXH1.DE's dividend yield for the trailing twelve months is around 2.98%, while WDEE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
WDEE.DE
Invesco S&P World Energy 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


EXH1.DE and WDEE.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.47% for EXH1.DE.

EXH1.DE tracks STOXX® Europe 600 Oil & Gas, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for EXH1.DE and 0.18% for WDEE.DE.

Portfolio Optimizer

Find the right allocation for EXH1.DE and WDEE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer