WDEE.DE vs. ^GSPC

Last updated Apr 3, 2026

Compare and contrast key facts about Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) and S&P 500 Index (^GSPC).

WDEE.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. It was launched on Apr 12, 2023.

Performance

WDEE.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

WDEE.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc	34.44%	-2.96%	9.29%	6.37%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	13.78%

Different Trading Currencies

WDEE.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDEE.DE achieves a 34.44% return, which is significantly higher than ^GSPC's -2.47% return.

WDEE.DE

• 1D: 2.51%
• 1M: 7.34%
• YTD: 34.44%
• 6M: 33.71%
• 1Y: 21.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

WDEE.DE vs. ^GSPC — Risk / Return Rank

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

WDEE.DE

WDEE.DE Risk / Return Rank: 61
WDEE.DE Sharpe Ratio Rank: 49
WDEE.DE Sortino Ratio Rank: 44
WDEE.DE Omega Ratio Rank: 45
WDEE.DE Calmar Ratio Rank: 90
WDEE.DE Martin Ratio Rank: 76

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

WDEE.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) and S&P 500 Index (^GSPC). 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.

	WDEE.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.95	0.41	+0.54
Sortino ratio Return per unit of downside risk	1.30	0.71	+0.59
Omega ratio Gain probability vs. loss probability	1.19	1.11	+0.08
Calmar ratio Return relative to maximum drawdown	3.72	0.62	+3.11
Martin ratio Return relative to average drawdown	9.86	2.56	+7.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WDEE.DE vs. ^GSPC - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 0.95, which is higher than the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of WDEE.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WDEE.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	0.41	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.45	+0.32

Correlation

The correlation between WDEE.DE and ^GSPC is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

WDEE.DE vs. ^GSPC - Drawdown Comparison

The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and ^GSPC.

Drawdown Indicators

	WDEE.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-23.77%	-56.78%	+33.01%
Max Drawdown (1Y) Largest decline over 1 year	-15.15%	-9.10%	-6.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-3.56%	-5.67%	+2.11%
Average Drawdown Average peak-to-trough decline	-7.23%	-10.75%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.62%	+0.34%

Volatility

WDEE.DE vs. ^GSPC - Volatility Comparison

Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 8.42% compared to S&P 500 Index (^GSPC) at 4.36%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDEE.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.42%	4.36%	+4.06%
Volatility (6M) Calculated over the trailing 6-month period	14.22%	9.93%	+4.29%
Volatility (1Y) Calculated over the trailing 1-year period	22.38%	20.68%	+1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.32%	16.80%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	18.63%	+0.69%