SC0K.DE vs. WDTE.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, 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, SC0K.DE returned 15.51%/yr vs 25.83%/yr for WDTE.DE. At a 0.50 correlation, their price movements are largely independent. SC0K.DE charges 0.45%/yr vs 0.18%/yr for WDTE.DE.
Performance
SC0K.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SC0K.DE having a 17.93% return and WDTE.DE slightly higher at 18.32%.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
SC0K.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.45% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
Correlation
The correlation between SC0K.DE and WDTE.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.50 |
The correlation between SC0K.DE and WDTE.DE has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. WDTE.DE — Risk / Return Rank
SC0K.DE
WDTE.DE
SC0K.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.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.
| SC0K.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.33 | +2.24 |
| Martin ratioReturn relative to average drawdown | 13.31 | 6.14 | +7.17 |
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
| SC0K.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.88 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.44 | -0.80 |
Drawdowns
SC0K.DE vs. WDTE.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, 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 SC0K.DE and WDTE.DE.
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Drawdown Indicators
| SC0K.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -28.19% | -12.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -15.79% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -28.19% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.63% | +3.63% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -4.97% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.99% | -3.10% |
Volatility
SC0K.DE vs. WDTE.DE - Volatility Comparison
The current volatility for Invesco Russell 2000 UCITS ETF (SC0K.DE) is 5.37%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that SC0K.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
| SC0K.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 8.26% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 15.09% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 19.51% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 21.74% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 21.74% | -0.14% |
SC0K.DE vs. WDTE.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
SC0K.DE vs. WDTE.DE - Dividend Comparison
Neither SC0K.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and WDTE.DE have a correlation of 0.55, 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 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while WDTE.DE is Technology Equities. SC0K.DE tracks Russell 2000®, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.45% for SC0K.DE and 0.18% for WDTE.DE.
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