WDEE.DE vs. FWIA.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and FWIA.DE (Invesco FTSE All-World 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 FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, WDEE.DE returned 38.58% vs 26.57% for FWIA.DE. At a 0.26 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.15%/yr for FWIA.DE.
Performance
WDEE.DE vs. FWIA.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 FWIA.DE's 12.60% return.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDEE.DE vs. FWIA.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% | 11.00% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between WDEE.DE and FWIA.DE is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.26 |
The correlation between WDEE.DE and FWIA.DE shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. FWIA.DE — Risk / Return Rank
WDEE.DE
FWIA.DE
WDEE.DE vs. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 4.08 | -1.14 |
| Martin ratioReturn relative to average drawdown | 9.51 | 16.52 | -7.01 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.36 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.40 | -0.71 |
Drawdowns
WDEE.DE vs. FWIA.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and FWIA.DE.
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Drawdown Indicators
| WDEE.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -20.96% | -2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -6.49% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | — | — |
Current DrawdownCurrent decline from peak | -4.37% | -0.62% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -2.44% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 1.60% | +2.25% |
Volatility
WDEE.DE vs. FWIA.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 2.96% | +4.58% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 8.09% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 11.22% | +9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 13.18% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 13.18% | +6.76% |
WDEE.DE vs. FWIA.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is higher than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither WDEE.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and FWIA.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WDEE.DE.
WDEE.DE is categorized as Energy Equities, while FWIA.DE is Global Equities. WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.18% for WDEE.DE and 0.15% for FWIA.DE.
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