SC0H.DE vs. WDTE.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA, 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, SC0H.DE returned 19.18%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.84 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.18%/yr for WDTE.DE.
Performance
SC0H.DE vs. WDTE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly lower than WDTE.DE's 18.32% return.
SC0H.DE
- 1D
- -0.11%
- 1M
- 5.36%
- YTD
- 11.30%
- 6M
- 11.28%
- 1Y
- 25.34%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
SC0H.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 16.44% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between SC0H.DE and WDTE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.84 |
The correlation between SC0H.DE and WDTE.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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
SC0H.DE vs. WDTE.DE — Risk / Return Rank
SC0H.DE
WDTE.DE
SC0H.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.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.
| SC0H.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.33 | +1.12 |
| Martin ratioReturn relative to average drawdown | 11.96 | 6.14 | +5.82 |
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
| SC0H.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.88 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 1.44 | -0.46 |
Drawdowns
SC0H.DE vs. WDTE.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -34.20%, 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 SC0H.DE and WDTE.DE.
Loading charts...
Drawdown Indicators
| SC0H.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -28.19% | -6.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -15.79% | +8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -28.19% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | -3.63% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -4.97% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 5.99% | -3.88% |
Volatility
SC0H.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that SC0H.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
| SC0H.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 8.26% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 15.09% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 19.51% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 21.74% | -6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 21.74% | -5.51% |
SC0H.DE vs. WDTE.DE - Expense Ratio Comparison
SC0H.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
SC0H.DE vs. WDTE.DE - Dividend Comparison
Neither SC0H.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0H.DE and WDTE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for WDTE.DE.
SC0H.DE is categorized as Large Cap Blend Equities, while WDTE.DE is Technology Equities. SC0H.DE tracks MSCI USA, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.05% for SC0H.DE and 0.18% for WDTE.DE.
Find the right allocation for SC0H.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