SC0I.DE vs. WDTE.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - SC0I.DE is a Japan Equities fund tracking the MSCI Japan, 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, SC0I.DE returned 15.32%/yr vs 22.37%/yr for WDTE.DE. At a 0.46 correlation, their price movements are largely independent. SC0I.DE charges 0.19%/yr vs 0.18%/yr for WDTE.DE.
Performance
SC0I.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly higher than WDTE.DE's 11.43% return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
WDTE.DE
- 1D
- 0.00%
- 1M
- -2.85%
- 6M
- 10.96%
- YTD
- 11.43%
- 1Y
- 20.22%
- 3Y*
- 22.37%
- 5Y*
- —
- 10Y*
- —
SC0I.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 11.76% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 11.43% | 6.19% | 42.11% | 32.50% |
Correlation
The correlation between SC0I.DE and WDTE.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2023 | 0.46 |
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Return for Risk
SC0I.DE vs. WDTE.DE — Risk / Return Rank
SC0I.DE
WDTE.DE
SC0I.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SC0I.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.29 | +1.82 |
| Martin ratioReturn relative to average drawdown | 9.87 | 3.10 | +6.78 |
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Drawdowns
SC0I.DE vs. WDTE.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, 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 SC0I.DE and WDTE.DE.
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Drawdown Indicators
| SC0I.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -28.19% | -13.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -15.79% | +5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -28.19% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -9.24% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -5.06% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 6.55% | -3.32% |
Volatility
SC0I.DE vs. WDTE.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) have volatilities of 6.75% and 6.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0I.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 6.64% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 16.75% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 21.05% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 21.89% | -4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 21.89% | -4.54% |
SC0I.DE vs. WDTE.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% 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
SC0I.DE vs. WDTE.DE - Dividend Comparison
Neither SC0I.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and WDTE.DE have a correlation of 0.46, 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 0.19% for SC0I.DE.
SC0I.DE is categorized as Japan Equities, while WDTE.DE is Technology Equities. SC0I.DE tracks MSCI Japan, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.19% for SC0I.DE and 0.18% for WDTE.DE.
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