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

WDEE.DE vs. NEE

Last updated Jun 5, 2026

WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) is Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while NEE (NextEra Energy, Inc.) is a stock. Over the past 3 years, WDEE.DE returned 16.13%/yr vs 5.21%/yr for NEE. At a 0.19 correlation, their price movements are largely independent.

Performance

WDEE.DE vs. NEE - 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 NextEra Energy, Inc. (NEE). 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 NEE is traded in USD. To make them comparable, the NEE 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 NEE's 8.68% return.

WDEE.DE

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

NEE

1D
1.16%
1M
-10.42%
YTD
8.68%
6M
3.72%
1Y
23.14%
3Y*
5.21%
5Y*
7.03%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDEE.DE vs. NEE - 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%
NEE
NextEra Energy, Inc.		8.68%1.77%29.48%-21.76%

Correlation

The correlation between WDEE.DE and NEE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.19

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

0.19

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

NextEra Energy, Inc.

Often compared with WDEE.DE:
WDEE.DE vs. 5MVW.DEWDEE.DE vs. ICVTWDEE.DE vs. ESIE.DEWDEE.DE vs. D6RD.DEWDEE.DE vs. SRVWDEE.DE vs. ^GSPCWDEE.DE vs. WNDY.DE
Often compared with NEE:
NEE vs. CEGNEE vs. DUKNEE vs. VSTNEE vs. FSLRNEE vs. NRGNEE vs. SPYNEE vs. BEPC

Return for Risk

WDEE.DE vs. NEE — 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: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
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
NEE
NEE Risk / Return Rank: 7171
Overall Rank
NEE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6868
Sortino Ratio Rank
NEE Omega Ratio Rank: 6767
Omega Ratio Rank
NEE Calmar Ratio Rank: 7272
Calmar Ratio Rank
NEE Martin Ratio Rank: 7676
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. NEE - 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 NextEra Energy, Inc. (NEE). 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.DENEEDifference
Sharpe ratioReturn per unit of total volatility
1.75
0.97

+0.78

Sortino ratioReturn per unit of downside risk
2.29
1.45

+0.84

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.94

1.68

+1.25

Martin ratioReturn relative to average drawdown

9.51

4.84

+4.66

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. NEE - Sharpe Ratio Comparison

The current WDEE.DE Sharpe Ratio is 1.75, which is higher than the NEE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of WDEE.DE and NEE, 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.DENEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.97

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.26

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.58

+0.12

Drawdowns

WDEE.DE vs. NEE - Drawdown Comparison

The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum NEE drawdown of -47.01%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and NEE.

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Drawdown Indicators

WDEE.DENEEDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-47.01%

+23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.80%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-32.34%

+8.57%

Max Drawdown (5Y)

Largest decline over 5 years

—

-47.01%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.01%

—

Current Drawdown

Current decline from peak

-4.37%

-11.56%

+7.19%

Average Drawdown

Average peak-to-trough decline

-7.19%

-10.10%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

4.79%

-0.94%

Volatility

WDEE.DE vs. NEE - Volatility Comparison

The current volatility for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) is 7.54%, while NextEra Energy, Inc. (NEE) has a volatility of 8.64%. This indicates that WDEE.DE experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WDEE.DENEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

8.64%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

16.70%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

24.05%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

26.74%

-6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

25.71%

-5.77%

Dividends

WDEE.DE vs. NEE - Dividend Comparison

WDEE.DE has not paid dividends to shareholders, while NEE's dividend yield for the trailing twelve months is around 2.05%.

PositionTTM20252024202320222021202020192018201720162015
NEE
NextEra Energy, Inc.		2.05%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%
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 NEE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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