SC02.DE vs. WDTE.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - SC02.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services, 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, SC02.DE returned 16.32%/yr vs 25.83%/yr for WDTE.DE. At a 0.45 correlation, their price movements are largely independent. SC02.DE charges 0.20%/yr vs 0.18%/yr for WDTE.DE.
Performance
SC02.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC02.DE achieves a 1.67% return, which is significantly lower than WDTE.DE's 18.32% return.
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
WDTE.DE
- 1D
- -2.54%
- 1M
- 10.74%
- YTD
- 18.32%
- 6M
- 17.59%
- 1Y
- 35.87%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
SC02.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 20.86% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between SC02.DE and WDTE.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.45 |
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Return for Risk
SC02.DE vs. WDTE.DE — Risk / Return Rank
SC02.DE
WDTE.DE
SC02.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Financials Sector UCITS ETF (SC02.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.
| SC02.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.33 | -2.01 |
| Martin ratioReturn relative to average drawdown | 0.86 | 6.14 | -5.28 |
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
| SC02.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.88 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.44 | -0.89 |
Drawdowns
SC02.DE vs. WDTE.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, 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 SC02.DE and WDTE.DE.
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Drawdown Indicators
| SC02.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -28.19% | -14.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -15.79% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -28.19% | +9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -3.63% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -4.97% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.99% | -1.53% |
Volatility
SC02.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco European Financials Sector UCITS ETF (SC02.DE) is 4.93%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that SC02.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
| SC02.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 8.26% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 15.09% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 19.51% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 21.74% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 21.74% | -1.09% |
SC02.DE vs. WDTE.DE - Expense Ratio Comparison
SC02.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%.
Dividends
SC02.DE vs. WDTE.DE - Dividend Comparison
Neither SC02.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and WDTE.DE have a correlation of 0.43, 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 0.20% for SC02.DE.
SC02.DE is categorized as Financials Equities, while WDTE.DE is Technology Equities. SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.20% for SC02.DE and 0.18% for WDTE.DE.
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