S250.L vs. WDEP.L
S250.L (Invesco FTSE 250 UCITS ETF) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - S250.L tracks the FTSE 250 Ex Investment Trust TR GBP while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, S250.L returned 14.35% vs -0.69% for WDEP.L. At a 0.30 correlation, their price movements are largely independent. S250.L charges 0.12%/yr vs 0.45%/yr for WDEP.L.
Performance
S250.L vs. WDEP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, S250.L achieves a 5.31% return, which is significantly higher than WDEP.L's 1.13% return.
S250.L
- 1D
- 0.50%
- 1M
- 4.20%
- YTD
- 5.31%
- 6M
- 7.34%
- 1Y
- 14.35%
- 3Y*
- 10.35%
- 5Y*
- 3.40%
- 10Y*
- 5.79%
WDEP.L
- 1D
- 1.35%
- 1M
- -3.38%
- YTD
- 1.13%
- 6M
- 4.34%
- 1Y
- -0.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S250.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
S250.L Invesco FTSE 250 UCITS ETF | 5.31% | 16.60% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
Correlation
The correlation between S250.L and WDEP.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.30 |
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
S250.L vs. WDEP.L — Risk / Return Rank
S250.L
WDEP.L
S250.L vs. WDEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). 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.
| S250.L | WDEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.02 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.04 | +1.28 |
| Martin ratioReturn relative to average drawdown | 4.49 | -0.08 | +4.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| S250.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | -0.02 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.04 |
Drawdowns
S250.L vs. WDEP.L - Drawdown Comparison
The maximum S250.L drawdown since its inception was -40.91%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for S250.L and WDEP.L.
Loading charts...
Drawdown Indicators
| S250.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -19.56% | -21.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -19.56% | +8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.91% | — | — |
Current DrawdownCurrent decline from peak | -0.69% | -14.70% | +14.01% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.15% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 8.32% | -5.13% |
Volatility
S250.L vs. WDEP.L - Volatility Comparison
The current volatility for Invesco FTSE 250 UCITS ETF (S250.L) is 4.15%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that S250.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| S250.L | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 10.28% | -6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 22.06% | -11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 28.59% | -16.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 30.09% | -15.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 30.09% | -13.66% |
S250.L vs. WDEP.L - Expense Ratio Comparison
S250.L has a 0.12% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.
Dividends
S250.L vs. WDEP.L - Dividend Comparison
Neither S250.L nor WDEP.L has paid dividends to shareholders.
Frequently Asked Questions
S250.L and WDEP.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S250.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S250.L is cheaper with a 0.12% expense ratio, compared with 0.45% for WDEP.L.
S250.L tracks FTSE 250 Ex Investment Trust TR GBP, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.12% for S250.L and 0.45% for WDEP.L.
Find the right allocation for S250.L and WDEP.L
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