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WDEE.DE vs. G1CE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDEE.DE vs. G1CE.DE - 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 Invesco Global Clean Energy UCITS ETF Acc (G1CE.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, WDEE.DE achieves a 33.31% return, which is significantly lower than G1CE.DE's 36.05% return.


WDEE.DE

1D
2.19%
1M
-0.24%
YTD
33.31%
6M
28.72%
1Y
38.58%
3Y*
16.13%
5Y*
10Y*

G1CE.DE

1D
-1.30%
1M
3.20%
YTD
36.05%
6M
37.56%
1Y
83.69%
3Y*
5.16%
5Y*
-3.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDEE.DE vs. G1CE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%
G1CE.DE
Invesco Global Clean Energy UCITS ETF Acc
36.05%27.39%-22.23%-16.21%

Correlation

The correlation between WDEE.DE and G1CE.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 (3Y)
Calculated over the trailing 3-year period

0.20

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

0.22

The correlation between WDEE.DE and G1CE.DE shifts across timeframes, from -0.04 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WDEE.DE vs. G1CE.DE — 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: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
Martin Ratio Rank

G1CE.DE
G1CE.DE Risk / Return Rank: 9494
Overall Rank
G1CE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
G1CE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
G1CE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
G1CE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
G1CE.DE Martin Ratio Rank: 9494
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.

WDEE.DE vs. G1CE.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 Global Clean Energy UCITS ETF Acc (G1CE.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.DEG1CE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.31

1.61

-0.30

Calmar ratioReturn relative to maximum drawdown

2.94

7.99

-5.05

Martin ratioReturn relative to average drawdown

9.51

28.31

-18.80

WDEE.DE vs. G1CE.DE - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 1.75, which is lower than the G1CE.DE Sharpe Ratio of 3.88. The chart below compares the historical Sharpe Ratios of WDEE.DE and G1CE.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


WDEE.DEG1CE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

3.88

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.13

+0.83

Drawdowns

WDEE.DE vs. G1CE.DE - Drawdown Comparison

The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum G1CE.DE drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and G1CE.DE.


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Drawdown Indicators


WDEE.DEG1CE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-68.84%

+45.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-10.42%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-52.75%

+28.98%

Max Drawdown (5Y)

Largest decline over 5 years

-68.84%

Current Drawdown

Current decline from peak

-4.37%

-27.70%

+23.33%

Average Drawdown

Average peak-to-trough decline

-7.19%

-38.48%

+31.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.95%

+0.90%

Volatility

WDEE.DE vs. G1CE.DE - Volatility Comparison

The current volatility for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) is 7.54%, while Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) has a volatility of 8.41%. This indicates that WDEE.DE experiences smaller price fluctuations and is considered to be less risky than G1CE.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.DEG1CE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

8.41%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

14.61%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

21.47%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

26.14%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

26.36%

-6.42%

WDEE.DE vs. G1CE.DE - Expense Ratio Comparison

WDEE.DE has a 0.18% expense ratio, which is lower than G1CE.DE's 0.60% expense ratio.


Dividends

WDEE.DE vs. G1CE.DE - Dividend Comparison

Neither WDEE.DE nor G1CE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDEE.DE and G1CE.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, 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 0.60% for G1CE.DE.

WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while G1CE.DE tracks WilderHill New Energy Global Innovation. Their fees differ too: 0.18% for WDEE.DE and 0.60% for G1CE.DE.

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