WDEE.DE vs. N1ES.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF 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 N1ES.DE is a Nasdaq-100 fund tracking the Nasdaq 100® ESG. Both are passively managed. Over the past 3 years, WDEE.DE returned 14.60%/yr vs 23.76%/yr for N1ES.DE. At a 0.09 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.25%/yr for N1ES.DE.
Performance
WDEE.DE vs. N1ES.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WDEE.DE achieves a 31.83% return, which is significantly higher than N1ES.DE's 18.88% return.
WDEE.DE
- 1D
- 0.00%
- 1M
- 4.36%
- 6M
- 25.98%
- YTD
- 31.83%
- 1Y
- 35.73%
- 3Y*
- 14.60%
- 5Y*
- —
- 10Y*
- —
N1ES.DE
- 1D
- 0.00%
- 1M
- -1.30%
- 6M
- 17.13%
- YTD
- 18.88%
- 1Y
- 30.24%
- 3Y*
- 23.76%
- 5Y*
- —
- 10Y*
- —
WDEE.DE vs. N1ES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 31.83% | -2.96% | 9.29% | 5.78% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 18.88% | 8.26% | 33.55% | 29.79% |
Correlation
The correlation between WDEE.DE and N1ES.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2023 | 0.09 |
The correlation between WDEE.DE and N1ES.DE shifts across timeframes, from -0.13 (1 year) to 0.09 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. N1ES.DE — Risk / Return Rank
WDEE.DE
N1ES.DE
WDEE.DE vs. N1ES.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 Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WDEE.DE | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.80 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.08 | 7.83 | -2.75 |
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Drawdowns
WDEE.DE vs. N1ES.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and N1ES.DE.
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Drawdown Indicators
| WDEE.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -29.96% | +6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.37% | -10.86% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -26.65% | +2.88% |
Current DrawdownCurrent decline from peak | -5.43% | -3.22% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -8.35% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.04% | 3.87% | +3.17% |
Volatility
WDEE.DE vs. N1ES.DE - Volatility Comparison
The current volatility for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) is 5.35%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 5.99%. This indicates that WDEE.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.99% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 18.22% | 13.22% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.72% | 18.05% | +10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.73% | 20.80% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.73% | 20.80% | +1.93% |
WDEE.DE vs. N1ES.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is lower than N1ES.DE's 0.25% 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. N1ES.DE - Dividend Comparison
Neither WDEE.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and N1ES.DE have a correlation of -0.13, 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 0.25% for N1ES.DE.
WDEE.DE is categorized as Energy Equities, while N1ES.DE is Nasdaq-100. WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.18% for WDEE.DE and 0.25% for N1ES.DE.
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