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

Performance

SKYE.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in First Trust Cloud Computing UCITS ETF Acc (SKYE.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, SKYE.DE achieves a 14.41% return, which is significantly lower than WDTE.DE's 18.32% return.


SKYE.DE

1D
0.22%
1M
17.87%
YTD
14.41%
6M
12.76%
1Y
22.89%
3Y*
22.28%
5Y*
9.62%
10Y*

WDTE.DE

1D
-2.54%
1M
10.74%
YTD
18.32%
6M
17.59%
1Y
35.87%
3Y*
25.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SKYE.DE
First Trust Cloud Computing UCITS ETF Acc
14.41%-3.03%43.91%33.96%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%

Correlation

The correlation between SKYE.DE and WDTE.DE is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.73

The correlation between SKYE.DE and WDTE.DE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

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

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

SKYE.DE
SKYE.DE Risk / Return Rank: 2323
Overall Rank
SKYE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SKYE.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SKYE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
SKYE.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SKYE.DE Martin Ratio Rank: 1818
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Acc (SKYE.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.


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

-1.02

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

0.88

2.33

-1.44

Martin ratioReturn relative to average drawdown

1.93

6.14

-4.21

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

The current SKYE.DE Sharpe Ratio is 0.86, which is lower than the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SKYE.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


SKYE.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.88

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.44

-1.03

Drawdowns

SKYE.DE vs. WDTE.DE - Drawdown Comparison

The maximum SKYE.DE drawdown since its inception was -49.90%, 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 SKYE.DE and WDTE.DE.


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Drawdown Indicators


SKYE.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.90%

-28.19%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-28.05%

-15.79%

-12.26%

Max Drawdown (3Y)

Largest decline over 3 years

-36.53%

-28.19%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

Current Drawdown

Current decline from peak

-2.57%

-3.63%

+1.06%

Average Drawdown

Average peak-to-trough decline

-19.98%

-4.97%

-15.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.77%

5.99%

+6.78%

Volatility

SKYE.DE vs. WDTE.DE - Volatility Comparison

First Trust Cloud Computing UCITS ETF Acc (SKYE.DE) has a higher volatility of 11.20% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 8.26%. This indicates that SKYE.DE's price experiences larger fluctuations and is considered to be riskier 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


SKYE.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.20%

8.26%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

23.89%

15.09%

+8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

19.51%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.94%

21.74%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.39%

21.74%

+6.65%

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

SKYE.DE has a 0.60% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.


Dividends

SKYE.DE vs. WDTE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SKYE.DE and WDTE.DE have a correlation of 0.66, 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 0.60% for SKYE.DE.

SKYE.DE tracks ISE Cloud Computing, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.60% for SKYE.DE and 0.18% for WDTE.DE.

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