FWIA.DE vs. WDTE.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - FWIA.DE is a Global Equities fund tracking the FTSE All-World, 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 year, FWIA.DE returned 26.57% vs 36.88% for WDTE.DE. A 0.79 correlation means they provide meaningful diversification when combined. FWIA.DE charges 0.15%/yr vs 0.18%/yr for WDTE.DE.
Performance
FWIA.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FWIA.DE achieves a 12.60% return, which is significantly lower than WDTE.DE's 18.32% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
FWIA.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 11.09% |
Correlation
The correlation between FWIA.DE and WDTE.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.79 |
The correlation between FWIA.DE and WDTE.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
FWIA.DE vs. WDTE.DE — Risk / Return Rank
FWIA.DE
WDTE.DE
FWIA.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Acc (FWIA.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.
| FWIA.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.32 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.33 | +1.75 |
| Martin ratioReturn relative to average drawdown | 16.52 | 6.14 | +10.38 |
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
| FWIA.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.88 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 1.44 | -0.04 |
Drawdowns
FWIA.DE vs. WDTE.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and WDTE.DE.
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Drawdown Indicators
| FWIA.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -28.19% | +7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -15.79% | +9.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -0.62% | -3.63% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -4.97% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 5.99% | -4.39% |
Volatility
FWIA.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that FWIA.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
| FWIA.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 8.26% | -5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 15.09% | -7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 19.51% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 21.74% | -8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 21.74% | -8.56% |
FWIA.DE vs. WDTE.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than WDTE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FWIA.DE vs. WDTE.DE - Dividend Comparison
Neither FWIA.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and WDTE.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WDTE.DE.
FWIA.DE is categorized as Global Equities, while WDTE.DE is Technology Equities. FWIA.DE tracks FTSE All-World, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.15% for FWIA.DE and 0.18% for WDTE.DE.
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