FWEA.DE vs. WDEE.DE
FWEA.DE (Invesco FTSE All-World UCITS ETF) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both exchange-traded funds - FWEA.DE is a Global Equities fund tracking the FTSE All-World Index, while WDEE.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Both are passively managed. Over the past year, FWEA.DE returned 25.98% vs 39.15% for WDEE.DE. At a 0.15 correlation, their price movements are largely independent. FWEA.DE charges 0.20%/yr vs 0.18%/yr for WDEE.DE.
Performance
FWEA.DE vs. WDEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FWEA.DE achieves a 10.64% return, which is significantly lower than WDEE.DE's 33.31% return.
FWEA.DE
- 1D
- -0.24%
- 1M
- 2.84%
- YTD
- 10.64%
- 6M
- 11.58%
- 1Y
- 25.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDEE.DE
- 1D
- 2.19%
- 1M
- 3.35%
- YTD
- 33.31%
- 6M
- 28.18%
- 1Y
- 39.15%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
FWEA.DE vs. WDEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 12.29% |
Correlation
The correlation between FWEA.DE and WDEE.DE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.15 |
The correlation between FWEA.DE and WDEE.DE shifts across timeframes, from -0.17 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FWEA.DE vs. WDEE.DE — Risk / Return Rank
FWEA.DE
WDEE.DE
FWEA.DE vs. WDEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF (FWEA.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.
| FWEA.DE | WDEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.31 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.94 | +0.24 |
| Martin ratioReturn relative to average drawdown | 13.52 | 9.51 | +4.02 |
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
| FWEA.DE | WDEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.75 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.51 | 0.69 | +0.82 |
Drawdowns
FWEA.DE vs. WDEE.DE - Drawdown Comparison
The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum WDEE.DE drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and WDEE.DE.
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Drawdown Indicators
| FWEA.DE | WDEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.48% | -23.77% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -12.42% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.77% | — |
Current DrawdownCurrent decline from peak | -0.81% | -4.37% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -7.19% | +5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.85% | -1.90% |
Volatility
FWEA.DE vs. WDEE.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF (FWEA.DE) is 3.36%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that FWEA.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.
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Volatility by Period
| FWEA.DE | WDEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 7.54% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 17.53% | -8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 20.89% | -9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 19.94% | -7.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 19.94% | -7.22% |
FWEA.DE vs. WDEE.DE - Expense Ratio Comparison
FWEA.DE has a 0.20% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FWEA.DE vs. WDEE.DE - Dividend Comparison
Neither FWEA.DE nor WDEE.DE has paid dividends to shareholders.
Frequently Asked Questions
FWEA.DE and WDEE.DE have a correlation of -0.17, 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 0.20% for FWEA.DE.
FWEA.DE is categorized as Global Equities, while WDEE.DE is Energy Equities. FWEA.DE tracks FTSE All-World Index, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.20% for FWEA.DE and 0.18% for WDEE.DE.
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