WDEE.DE vs. 5ESG.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - WDEE.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 18.63%/yr for 5ESG.DE. At a 0.25 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.17%/yr for 5ESG.DE.
Performance
WDEE.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WDEE.DE achieves a 33.31% return, which is significantly higher than 5ESG.DE's 11.18% return.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
WDEE.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 16.41% |
Correlation
The correlation between WDEE.DE and 5ESG.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.25 |
The correlation between WDEE.DE and 5ESG.DE shifts across timeframes, from -0.00 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. 5ESG.DE — Risk / Return Rank
WDEE.DE
5ESG.DE
WDEE.DE vs. 5ESG.DE - 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 Invesco S&P 500 Scored & Screened ETF Acc (5ESG.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.
| WDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.46 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 4.12 | -1.18 |
| Martin ratioReturn relative to average drawdown | 9.51 | 15.77 | -6.27 |
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
| WDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.47 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.21 | -0.52 |
Drawdowns
WDEE.DE vs. 5ESG.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, roughly equal to the maximum 5ESG.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and 5ESG.DE.
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Drawdown Indicators
| WDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -23.40% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -6.93% | -5.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -23.40% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.40% | — |
Current DrawdownCurrent decline from peak | -4.37% | 0.00% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -3.89% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 1.81% | +2.04% |
Volatility
WDEE.DE vs. 5ESG.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDEE.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 2.77% | +4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 7.54% | +9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 11.53% | +9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 15.20% | +4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 16.81% | +3.13% |
WDEE.DE vs. 5ESG.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is higher than 5ESG.DE's 0.17% 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
WDEE.DE vs. 5ESG.DE - Dividend Comparison
Neither WDEE.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and 5ESG.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WDEE.DE.
WDEE.DE is categorized as Energy Equities, while 5ESG.DE is S&P 500. WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.18% for WDEE.DE and 0.17% for 5ESG.DE.
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