WDEE.DE vs. EQQB.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS 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 EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 24.52%/yr for EQQB.DE. At a 0.13 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.30%/yr for EQQB.DE.
Performance
WDEE.DE vs. EQQB.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 EQQB.DE's 20.54% return.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
WDEE.DE vs. EQQB.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% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 28.75% |
Correlation
The correlation between WDEE.DE and EQQB.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.13 |
The correlation between WDEE.DE and EQQB.DE shifts across timeframes, from -0.09 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. EQQB.DE — Risk / Return Rank
WDEE.DE
EQQB.DE
WDEE.DE vs. EQQB.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 EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 3.73 | -0.79 |
| Martin ratioReturn relative to average drawdown | 9.51 | 11.10 | -1.59 |
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 | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.39 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.97 | -0.27 |
Drawdowns
WDEE.DE vs. EQQB.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum EQQB.DE drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and EQQB.DE.
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Drawdown Indicators
| WDEE.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -26.59% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -10.08% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -26.59% | +2.82% |
Current DrawdownCurrent decline from peak | -4.37% | -0.82% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.77% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 3.39% | +0.46% |
Volatility
WDEE.DE vs. EQQB.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 4.38% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 10.99% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 15.73% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 19.97% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 19.97% | -0.03% |
WDEE.DE vs. EQQB.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
WDEE.DE vs. EQQB.DE - Dividend Comparison
Neither WDEE.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and EQQB.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EQQB.DE.
WDEE.DE is categorized as Energy Equities, while EQQB.DE is Nasdaq-100. WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.18% for WDEE.DE and 0.30% for EQQB.DE.
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