IEVD.DE vs. WDTE.DE
Compare and contrast key facts about iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE).
IEVD.DE and WDTE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEVD.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Global Electric Vehicles & Driving Technology. It was launched on Feb 20, 2019. WDTE.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. It was launched on Apr 12, 2023. Both IEVD.DE and WDTE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IEVD.DE vs. WDTE.DE - Performance Comparison
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IEVD.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IEVD.DE iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) | 2.94% | 10.81% | 5.27% | 7.48% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | -8.13% | 6.19% | 42.11% | 32.17% |
Returns By Period
In the year-to-date period, IEVD.DE achieves a 2.94% return, which is significantly higher than WDTE.DE's -8.13% return.
IEVD.DE
- 1D
- -1.27%
- 1M
- 1.28%
- YTD
- 2.94%
- 6M
- 3.71%
- 1Y
- 27.65%
- 3Y*
- 8.19%
- 5Y*
- 4.81%
- 10Y*
- —
WDTE.DE
- 1D
- 0.06%
- 1M
- -2.70%
- YTD
- -8.13%
- 6M
- -7.29%
- 1Y
- 13.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IEVD.DE vs. WDTE.DE - Expense Ratio Comparison
IEVD.DE has a 0.40% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Return for Risk
IEVD.DE vs. WDTE.DE — Risk / Return Rank
IEVD.DE
WDTE.DE
IEVD.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.
| IEVD.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.57 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.39 | 0.92 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.37 | +0.36 |
Martin ratioReturn relative to average drawdown | 4.05 | 3.79 | +0.27 |
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
| IEVD.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.57 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 1.04 | -0.69 |
Correlation
The correlation between IEVD.DE and WDTE.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IEVD.DE vs. WDTE.DE - Dividend Comparison
Neither IEVD.DE nor WDTE.DE has paid dividends to shareholders.
Drawdowns
IEVD.DE vs. WDTE.DE - Drawdown Comparison
The maximum IEVD.DE drawdown since its inception was -42.37%, 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 IEVD.DE and WDTE.DE.
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Drawdown Indicators
| IEVD.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.37% | -28.19% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -21.18% | -15.79% | -5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -30.39% | — | — |
Current DrawdownCurrent decline from peak | -12.34% | -13.24% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -10.46% | -5.06% | -5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 5.71% | +3.31% |
Volatility
IEVD.DE vs. WDTE.DE - Volatility Comparison
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a higher volatility of 8.39% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 4.99%. This indicates that IEVD.DE's price experiences larger fluctuations and is considered to be riskier 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
| IEVD.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 4.99% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.92% | 14.26% | +12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.14% | 23.01% | +10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.56% | 21.53% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.93% | 21.53% | +3.40% |