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

WDEE.DE vs. ICVT

Last updated Apr 3, 2026

Compare and contrast key facts about Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) and iShares Convertible Bond ETF (ICVT).

WDEE.DE and ICVT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ICVT is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Convertible Cash Pay Bond > $250MM Index. It was launched on Jun 2, 2015. Both WDEE.DE and ICVT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WDEE.DE vs. ICVT - 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 iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

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WDEE.DE vs. ICVT - Yearly Performance Comparison

2026 (YTD)202520242023
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc		34.44%-2.96%9.29%6.37%
ICVT
iShares Convertible Bond ETF		7.77%4.08%17.91%8.89%
Different Trading Currencies

WDEE.DE is traded in EUR, while ICVT is traded in USD. To make them comparable, the ICVT 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 ICVT's 7.77% return.

WDEE.DE

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

ICVT

1D
1.50%
1M
1.35%
YTD
7.77%
6M
4.66%
1Y
17.82%
3Y*
12.98%
5Y*
4.43%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P World Energy ESG UCITS ETF Acc

iShares Convertible Bond ETF

Often compared with WDEE.DE:
WDEE.DE vs. 5MVW.DEWDEE.DE vs. ^GSPCWDEE.DE vs. SRVWDEE.DE vs. ESIE.DEWDEE.DE vs. WNDY.DEWDEE.DE vs. AMEE.DEWDEE.DE vs. D6RD.DE
Often compared with ICVT:
ICVT vs. CWBICVT vs. SPYICVT vs. FCVSXICVT vs. FCVTICVT vs. JAAAXICVT vs. FPEICVT vs. LKOR

WDEE.DE vs. ICVT - Expense Ratio Comparison

WDEE.DE has a 0.18% expense ratio, which is lower than ICVT's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ICVT
iShares Convertible Bond ETF
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc

Return for Risk

WDEE.DE vs. ICVT — 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: 6161
Overall Rank
WDEE.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 7676
Martin Ratio Rank
ICVT
ICVT Risk / Return Rank: 8686
Overall Rank
ICVT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8686
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8282
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8787
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. ICVT - 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 iShares Convertible Bond ETF (ICVT). 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.DEICVTDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.10

-0.15

Sortino ratio

Return per unit of downside risk

1.30

1.53

-0.24

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

3.72

1.93

+1.80

Martin ratio

Return relative to average drawdown

9.86

5.68

+4.18

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. ICVT - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 0.95, which is comparable to the ICVT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WDEE.DE and ICVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WDEE.DEICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.10

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.33

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.63

+0.15

Correlation

The correlation between WDEE.DE and ICVT is 0.20, 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.

Dividends

WDEE.DE vs. ICVT - Dividend Comparison

WDEE.DE has not paid dividends to shareholders, while ICVT's dividend yield for the trailing twelve months is around 1.58%.

TTM20252024202320222021202020192018201720162015
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICVT
iShares Convertible Bond ETF		1.58%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Drawdowns

WDEE.DE vs. ICVT - Drawdown Comparison

The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum ICVT drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and ICVT.

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Drawdown Indicators

WDEE.DEICVTDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-33.25%

+9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.15%

-7.55%

-7.60%

Max Drawdown (5Y)

Largest decline over 5 years

—

-29.95%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.25%

—

Current Drawdown

Current decline from peak

-3.56%

-1.55%

-2.01%

Average Drawdown

Average peak-to-trough decline

-7.23%

-9.63%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.22%

+0.74%

Volatility

WDEE.DE vs. ICVT - Volatility Comparison

Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 8.42% compared to iShares Convertible Bond ETF (ICVT) at 5.80%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WDEE.DEICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

5.80%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

11.81%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

16.21%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

13.52%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

16.23%

+3.09%