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SC0S.DE vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0S.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC0S.DE achieves a 8.38% return, which is significantly lower than WDTE.DE's 18.32% return.


SC0S.DE

1D
0.58%
1M
1.35%
YTD
8.38%
6M
10.69%
1Y
14.05%
3Y*
18.41%
5Y*
11.43%
10Y*
12.01%

WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0S.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
8.38%24.49%14.80%9.53%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%

Correlation

The correlation between SC0S.DE and WDTE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

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 SC0S.DE and WDTE.DE has been stable across timeframes, ranging from 0.50 to 0.50 - a consistent structural relationship.

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Return for Risk

SC0S.DE vs. WDTE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0S.DE
SC0S.DE Risk / Return Rank: 2424
Overall Rank
SC0S.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SC0S.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SC0S.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SC0S.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SC0S.DE Martin Ratio Rank: 2828
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0S.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Industrials Sector UCITS ETF Acc (SC0S.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.


SC0S.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.14

1.32

-0.18

Calmar ratioReturn relative to maximum drawdown

1.11

2.33

-1.22

Martin ratioReturn relative to average drawdown

3.85

6.14

-2.29

SC0S.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current SC0S.DE Sharpe Ratio is 0.72, which is lower than the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SC0S.DE and WDTE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0S.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.88

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.44

-0.84

Drawdowns

SC0S.DE vs. WDTE.DE - Drawdown Comparison

The maximum SC0S.DE drawdown since its inception was -41.83%, 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 SC0S.DE and WDTE.DE.


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Drawdown Indicators


SC0S.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.83%

-28.19%

-13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-15.79%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.20%

-28.19%

+8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

Current Drawdown

Current decline from peak

-1.80%

-3.63%

+1.83%

Average Drawdown

Average peak-to-trough decline

-6.77%

-4.97%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

5.99%

-2.36%

Volatility

SC0S.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) is 6.45%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that SC0S.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


SC0S.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

8.26%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

15.09%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

19.51%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

21.74%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

21.74%

-1.55%

SC0S.DE vs. WDTE.DE - Expense Ratio Comparison

SC0S.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

SC0S.DE vs. WDTE.DE - Dividend Comparison

Neither SC0S.DE nor WDTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0S.DE and WDTE.DE have a correlation of 0.50, 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 SC0S.DE.

SC0S.DE is categorized as Industrials Equities, while WDTE.DE is Technology Equities. SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Their fees differ too: 0.20% for SC0S.DE and 0.18% for WDTE.DE.

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