S6X0.DE vs. WDTE.DE
S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - S6X0.DE is a Europe Equities fund tracking the EURO STOXX 50, 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 3 years, S6X0.DE returned 15.53%/yr vs 25.83%/yr for WDTE.DE. A 0.51 correlation means they provide meaningful diversification when combined. S6X0.DE charges 0.05%/yr vs 0.18%/yr for WDTE.DE.
Performance
S6X0.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6X0.DE achieves a 7.30% return, which is significantly lower than WDTE.DE's 18.32% return.
S6X0.DE
- 1D
- 0.75%
- 1M
- 1.98%
- YTD
- 7.30%
- 6M
- 8.70%
- 1Y
- 15.59%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
WDTE.DE
- 1D
- -2.54%
- 1M
- 10.74%
- YTD
- 18.32%
- 6M
- 17.59%
- 1Y
- 35.87%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
S6X0.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 6.25% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between S6X0.DE and WDTE.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.51 |
The correlation between S6X0.DE and WDTE.DE has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
S6X0.DE vs. WDTE.DE — Risk / Return Rank
S6X0.DE
WDTE.DE
S6X0.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| S6X0.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.33 | -0.89 |
| Martin ratioReturn relative to average drawdown | 4.89 | 6.14 | -1.26 |
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
| S6X0.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.88 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.44 | -0.93 |
Drawdowns
S6X0.DE vs. WDTE.DE - Drawdown Comparison
The maximum S6X0.DE drawdown since its inception was -38.54%, 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 S6X0.DE and WDTE.DE.
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Drawdown Indicators
| S6X0.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -28.19% | -10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -15.79% | +4.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -28.19% | +11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -3.63% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -4.97% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 5.99% | -2.78% |
Volatility
S6X0.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) is 4.96%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that S6X0.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
| S6X0.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 8.26% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 15.09% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 19.51% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 21.74% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 21.74% | -1.14% |
S6X0.DE vs. WDTE.DE - Expense Ratio Comparison
S6X0.DE has a 0.05% 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
S6X0.DE vs. WDTE.DE - Dividend Comparison
S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while WDTE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
S6X0.DE and WDTE.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WDTE.DE.
S6X0.DE is categorized as Europe Equities, while WDTE.DE is Technology Equities. S6X0.DE tracks EURO STOXX 50, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.05% for S6X0.DE and 0.18% for WDTE.DE.
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