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

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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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 33.31% return, which is significantly higher than ICVT's 26.78% return.


WDEE.DE

1D
2.19%
1M
-0.56%
YTD
33.31%
6M
30.21%
1Y
36.68%
3Y*
16.13%
5Y*
10Y*

ICVT

1D
-0.76%
1M
7.92%
YTD
26.78%
6M
24.99%
1Y
39.37%
3Y*
17.83%
5Y*
8.80%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDEE.DE vs. ICVT - 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%
ICVT
iShares Convertible Bond ETF
26.78%4.08%17.91%8.89%

Correlation

The correlation between WDEE.DE and ICVT is 0.03, 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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

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

0.17

The correlation between WDEE.DE and ICVT shifts across timeframes, from 0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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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: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4747
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

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8484
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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 ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

2.94

5.03

-2.09

Martin ratioReturn relative to average drawdown

9.51

15.88

-6.38

WDEE.DE vs. ICVT - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 1.75, which is lower than the ICVT Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of WDEE.DE and ICVT, 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.DEICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.71

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.72

-0.02

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%

-31.69%

+7.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-7.86%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-17.52%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.42%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-4.37%

-0.76%

-3.61%

Average Drawdown

Average peak-to-trough decline

-7.19%

-7.20%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

2.49%

+1.36%

Volatility

WDEE.DE vs. ICVT - Volatility Comparison

Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to iShares Convertible Bond ETF (ICVT) at 5.19%. 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

7.54%

5.19%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

11.19%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

14.65%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

13.57%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

16.13%

+3.81%

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%.


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 1.30%.


PositionTTM20252024202320222021202020192018201720162015
ICVT
iShares Convertible Bond ETF
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%
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%

Frequently Asked Questions


WDEE.DE and ICVT have a correlation of 0.03, 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 0.20% for ICVT.

WDEE.DE is categorized as Energy Equities, while ICVT is Preferred Stock/Convertible Bonds. WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while ICVT tracks Barclays U.S. Convertible Cash Pay Bond > $250MM Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WDEE.DE and 0.20% for ICVT.

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