PortfoliosLab logoPortfoliosLab logo
NS4E.DE vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NS4E.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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.

Loading charts...

Returns By Period

In the year-to-date period, NS4E.DE achieves a 20.94% return, which is significantly higher than WDTE.DE's 11.66% return.


NS4E.DE

1D
0.76%
1M
2.16%
6M
19.66%
YTD
20.94%
1Y
46.51%
3Y*
26.09%
5Y*
20.00%
10Y*
15.07%

WDTE.DE

1D
0.00%
1M
-8.03%
6M
12.16%
YTD
11.66%
1Y
23.52%
3Y*
22.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NS4E.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
NS4E.DE
Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)
20.94%27.33%22.81%21.66%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
11.66%6.19%42.11%32.50%

Correlation

The correlation between NS4E.DE and WDTE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

0.48

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

NS4E.DE vs. WDTE.DE — Risk / Return Rank

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

NS4E.DE
NS4E.DE Risk / Return Rank: 9090
Overall Rank
NS4E.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NS4E.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
NS4E.DE Omega Ratio Rank: 8888
Omega Ratio Rank
NS4E.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
NS4E.DE Martin Ratio Rank: 9090
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3434
Overall Rank
WDTE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3030
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.

NS4E.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NS4E.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.45

1.20

+0.25

Calmar ratioReturn relative to maximum drawdown

4.83

1.50

+3.33

Martin ratioReturn relative to average drawdown

16.73

3.72

+13.01

NS4E.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current NS4E.DE Sharpe Ratio is 2.42, which is higher than the WDTE.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of NS4E.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.


Loading charts...

Drawdowns

NS4E.DE vs. WDTE.DE - Drawdown Comparison

The maximum NS4E.DE drawdown since its inception was -35.32%, 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 NS4E.DE and WDTE.DE.


Loading charts...

Drawdown Indicators


NS4E.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-28.19%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-15.79%

+6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-28.19%

+7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-1.49%

-9.06%

+7.57%

Average Drawdown

Average peak-to-trough decline

-8.02%

-5.02%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

6.33%

-3.56%

Volatility

NS4E.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.DE) is 5.77%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 7.51%. This indicates that NS4E.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.


Loading charts...

Volatility by Period


NS4E.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

7.51%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

16.55%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

20.88%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

21.88%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

21.88%

-3.63%

NS4E.DE vs. WDTE.DE - Expense Ratio Comparison

NS4E.DE has a 0.19% expense ratio, which is higher than WDTE.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

NS4E.DE vs. WDTE.DE - Dividend Comparison

Neither NS4E.DE nor WDTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NS4E.DE and WDTE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for NS4E.DE.

NS4E.DE is categorized as Japan Equities, while WDTE.DE is Technology Equities. NS4E.DE tracks JPX-Nikkei Index 400, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.19% for NS4E.DE and 0.18% for WDTE.DE.

Portfolio Optimizer

Find the right allocation for NS4E.DE and WDTE.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