PortfoliosLab logoPortfoliosLab logo
SC00.DE vs. WDTE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC00.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Chemicals Sector UCITS ETF (SC00.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 graphics...

SC00.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SC00.DE
Invesco European Chemicals Sector UCITS ETF
4.92%-5.68%-7.91%5.45%
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, SC00.DE achieves a 4.92% return, which is significantly higher than WDTE.DE's -8.13% return.


SC00.DE

1D
-0.26%
1M
1.70%
YTD
4.92%
6M
1.77%
1Y
-4.17%
3Y*
-0.50%
5Y*
-0.25%
10Y*
5.60%

WDTE.DE

1D
0.06%
1M
-2.70%
YTD
-8.13%
6M
-7.29%
1Y
13.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SC00.DE vs. WDTE.DE - Expense Ratio Comparison

SC00.DE has a 0.20% 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%.


Return for Risk

SC00.DE vs. WDTE.DE — Risk / Return Rank

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

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3232
Overall Rank
WDTE.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3434
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.

SC00.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Chemicals Sector UCITS ETF (SC00.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.


SC00.DEWDTE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.57

-0.81

Sortino ratio

Return per unit of downside risk

-0.22

0.92

-1.14

Omega ratio

Gain probability vs. loss probability

0.97

1.12

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.11

1.37

-1.48

Martin ratio

Return relative to average drawdown

-0.18

3.79

-3.96

SC00.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current SC00.DE Sharpe Ratio is -0.24, which is lower than the WDTE.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SC00.DE and WDTE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SC00.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.57

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.04

-0.49

Correlation

The correlation between SC00.DE and WDTE.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SC00.DE vs. WDTE.DE - Dividend Comparison

Neither SC00.DE nor WDTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC00.DE vs. WDTE.DE - Drawdown Comparison

The maximum SC00.DE drawdown since its inception was -30.50%, 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 SC00.DE and WDTE.DE.


Loading graphics...

Drawdown Indicators


SC00.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.50%

-28.19%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-15.79%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

Current Drawdown

Current decline from peak

-14.34%

-13.24%

-1.10%

Average Drawdown

Average peak-to-trough decline

-8.38%

-5.06%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

5.71%

+3.70%

Volatility

SC00.DE vs. WDTE.DE - Volatility Comparison

Invesco European Chemicals Sector UCITS ETF (SC00.DE) has a higher volatility of 6.61% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 4.99%. This indicates that SC00.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.


Loading graphics...

Volatility by Period


SC00.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.99%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

14.26%

-1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

23.01%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

21.53%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

21.53%

-1.60%