SC0J.DE vs. WDTE.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - SC0J.DE is a Global Equities fund tracking the MSCI World, 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, SC0J.DE returned 17.62%/yr vs 25.83%/yr for WDTE.DE. Their correlation of 0.81 suggests significant overlap in exposure. SC0J.DE charges 0.19%/yr vs 0.18%/yr for WDTE.DE.
Performance
SC0J.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0J.DE achieves a 10.95% return, which is significantly lower than WDTE.DE's 18.32% return.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
SC0J.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 12.84% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between SC0J.DE and WDTE.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.81 |
The correlation between SC0J.DE and WDTE.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
SC0J.DE vs. WDTE.DE — Risk / Return Rank
SC0J.DE
WDTE.DE
SC0J.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.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.
| SC0J.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.33 | +1.33 |
| Martin ratioReturn relative to average drawdown | 14.66 | 6.14 | +8.52 |
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
| SC0J.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.88 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.44 | -0.57 |
Drawdowns
SC0J.DE vs. WDTE.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, 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 SC0J.DE and WDTE.DE.
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Drawdown Indicators
| SC0J.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -28.19% | -5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -15.79% | +9.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -28.19% | +6.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -3.63% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -4.97% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 5.99% | -4.36% |
Volatility
SC0J.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.62%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that SC0J.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
| SC0J.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 8.26% | -5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 15.09% | -7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 19.51% | -8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 21.74% | -7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 21.74% | -6.65% |
SC0J.DE vs. WDTE.DE - Expense Ratio Comparison
SC0J.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
SC0J.DE vs. WDTE.DE - Dividend Comparison
Neither SC0J.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0J.DE and WDTE.DE have a correlation of 0.82, 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 SC0J.DE.
SC0J.DE is categorized as Global Equities, while WDTE.DE is Technology Equities. SC0J.DE tracks MSCI World, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.19% for SC0J.DE and 0.18% for WDTE.DE.
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