WDEE.DE vs. IQSA.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD 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 IQSA.DE is a Global Equities fund actively managed by Invesco. WDEE.DE is passively managed, while IQSA.DE is actively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 22.03%/yr for IQSA.DE. At a 0.27 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.30%/yr for IQSA.DE.
Performance
WDEE.DE vs. IQSA.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 IQSA.DE's 14.81% return.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
WDEE.DE vs. IQSA.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% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 14.87% |
Correlation
The correlation between WDEE.DE and IQSA.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.27 |
The correlation between WDEE.DE and IQSA.DE shifts across timeframes, from -0.02 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. IQSA.DE — Risk / Return Rank
WDEE.DE
IQSA.DE
WDEE.DE vs. IQSA.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 Active ESG Equity UCITS ETF USD Acc (IQSA.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 | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 4.60 | -1.66 |
| Martin ratioReturn relative to average drawdown | 9.51 | 18.23 | -8.73 |
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 | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.34 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.94 | -0.25 |
Drawdowns
WDEE.DE vs. IQSA.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and IQSA.DE.
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Drawdown Indicators
| WDEE.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -34.11% | +10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -6.20% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -21.35% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.35% | — |
Current DrawdownCurrent decline from peak | -4.37% | -0.33% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -4.38% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 1.57% | +2.28% |
Volatility
WDEE.DE vs. IQSA.DE - Volatility Comparison
Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a higher volatility of 7.54% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that WDEE.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.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 | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 3.32% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 8.85% | +8.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 12.17% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 14.71% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 16.74% | +3.20% |
WDEE.DE vs. IQSA.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
WDEE.DE vs. IQSA.DE - Dividend Comparison
Neither WDEE.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and IQSA.DE have a correlation of -0.02, 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 IQSA.DE.
WDEE.DE is categorized as Energy Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.18% for WDEE.DE and 0.30% for IQSA.DE.
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