WDEE.DE vs. LYM9.DE

Last updated Jun 5, 2026

WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and LYM9.DE (Amundi MSCI New Energy ESG Screened UCITS ETF Dist) are both Energy Equities funds - WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy while LYM9.DE tracks the MSCI ACWI IMI New Energy ESG Filtered. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 8.72%/yr for LYM9.DE. At a 0.23 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.60%/yr for LYM9.DE.

Performance

WDEE.DE vs. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WDEE.DE achieves a 33.31% return, which is significantly lower than LYM9.DE's 37.23% return.

WDEE.DE

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

LYM9.DE

• 1D: -2.36%
• 1M: 1.36%
• YTD: 37.23%
• 6M: 37.66%
• 1Y: 74.23%
• 3Y*: 8.72%
• 5Y*: 3.61%
• 10Y*: 11.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WDEE.DE vs. LYM9.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%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	37.23%	29.63%	-7.97%	-21.98%

Correlation

The correlation between WDEE.DE and LYM9.DE is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023	0.23

The correlation between WDEE.DE and LYM9.DE shifts across timeframes, from -0.01 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WDEE.DE vs. LYM9.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: 53
WDEE.DE Sharpe Ratio Rank: 52
WDEE.DE Sortino Ratio Rank: 48
WDEE.DE Omega Ratio Rank: 50
WDEE.DE Calmar Ratio Rank: 60
WDEE.DE Martin Ratio Rank: 55

LYM9.DE

LYM9.DE Risk / Return Rank: 94
LYM9.DE Sharpe Ratio Rank: 94
LYM9.DE Sortino Ratio Rank: 92
LYM9.DE Omega Ratio Rank: 91
LYM9.DE Calmar Ratio Rank: 96
LYM9.DE Martin Ratio Rank: 95

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. LYM9.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 Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.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	LYM9.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.75	3.65	-1.89
Sortino ratio: Return per unit of downside risk	2.29	4.46	-2.18
Omega ratio: Gain probability vs. loss probability	1.31	1.59	-0.29
Calmar ratio: Return relative to maximum drawdown	2.94	9.45	-6.51
Martin ratio: Return relative to average drawdown	9.51	31.90	-22.39
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. LYM9.DE - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 1.75, which is lower than the LYM9.DE Sharpe Ratio of 3.65. The chart below compares the historical Sharpe Ratios of WDEE.DE and LYM9.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.

Sharpe Ratios by Period

	WDEE.DE	LYM9.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	3.65	-1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.05	+0.65

Drawdowns

WDEE.DE vs. LYM9.DE - Drawdown Comparison

The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum LYM9.DE drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and LYM9.DE.

Drawdown Indicators

	WDEE.DE	LYM9.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.77%	-72.01%	+48.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.42%	-7.81%	-4.61%
Max Drawdown (3Y) Largest decline over 3 years	-23.77%	-41.61%	+17.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-55.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-55.00%	—
Current Drawdown Current decline from peak	-4.37%	-2.77%	-1.60%
Average Drawdown Average peak-to-trough decline	-7.19%	-42.85%	+35.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	2.32%	+1.53%

Volatility

WDEE.DE vs. LYM9.DE - Volatility Comparison

The current volatility for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) is 7.54%, while Amundi MSCI New Energy ESG Screened UCITS ETF Dist (LYM9.DE) has a volatility of 7.97%. This indicates that WDEE.DE experiences smaller price fluctuations and is considered to be less risky than LYM9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDEE.DE	LYM9.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.54%	7.97%	-0.43%
Volatility (6M) Calculated over the trailing 6-month period	17.53%	15.84%	+1.69%
Volatility (1Y) Calculated over the trailing 1-year period	20.89%	20.25%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	22.20%	-2.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.94%	21.82%	-1.88%

WDEE.DE vs. LYM9.DE - Expense Ratio Comparison

WDEE.DE has a 0.18% expense ratio, which is lower than LYM9.DE's 0.60% expense ratio.

Dividends

WDEE.DE vs. LYM9.DE - Dividend Comparison

WDEE.DE has not paid dividends to shareholders, while LYM9.DE's dividend yield for the trailing twelve months is around 0.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.31%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%
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

Can I hold both WDEE.DE and LYM9.DE in my portfolio?

WDEE.DE and LYM9.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WDEE.DE or LYM9.DE?

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.

Which ETF is cheaper, WDEE.DE or LYM9.DE?

WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.60% for LYM9.DE.

What is the main difference between WDEE.DE and LYM9.DE?

WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while LYM9.DE tracks MSCI ACWI IMI New Energy ESG Filtered. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.18% for WDEE.DE and 0.60% for LYM9.DE.