WDEE.DE vs. S0LR.DE
WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) and S0LR.DE (Invesco Solar Energy UCITS ETF Acc) are both Energy Equities funds from Invesco - WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy while S0LR.DE tracks the MAC Global Solar Energy. Both are passively managed. Over the past 3 years, WDEE.DE returned 16.13%/yr vs -3.99%/yr for S0LR.DE. At a 0.13 correlation, their price movements are largely independent. WDEE.DE charges 0.18%/yr vs 0.69%/yr for S0LR.DE.
Performance
WDEE.DE vs. S0LR.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 lower than S0LR.DE's 39.14% return.
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
S0LR.DE
- 1D
- -2.10%
- 1M
- 15.39%
- YTD
- 39.14%
- 6M
- 44.58%
- 1Y
- 102.95%
- 3Y*
- -3.99%
- 5Y*
- —
- 10Y*
- —
WDEE.DE vs. S0LR.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% |
S0LR.DE Invesco Solar Energy UCITS ETF Acc | 39.14% | 31.50% | -33.95% | -31.63% |
Correlation
The correlation between WDEE.DE and S0LR.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 | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.13 |
The correlation between WDEE.DE and S0LR.DE shifts across timeframes, from -0.13 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDEE.DE vs. S0LR.DE — Risk / Return Rank
WDEE.DE
S0LR.DE
WDEE.DE vs. S0LR.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 Solar Energy UCITS ETF Acc (S0LR.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 | S0LR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 8.71 | -5.78 |
| Martin ratioReturn relative to average drawdown | 9.51 | 21.79 | -12.29 |
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 | S0LR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 3.02 | -1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | -0.12 | +0.81 |
Drawdowns
WDEE.DE vs. S0LR.DE - Drawdown Comparison
The maximum WDEE.DE drawdown since its inception was -23.77%, smaller than the maximum S0LR.DE drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for WDEE.DE and S0LR.DE.
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Drawdown Indicators
| WDEE.DE | S0LR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -73.43% | +49.66% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.75% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -65.01% | +41.24% |
Current DrawdownCurrent decline from peak | -4.37% | -32.82% | +28.45% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -39.70% | +32.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 4.71% | -0.86% |
Volatility
WDEE.DE vs. S0LR.DE - Volatility Comparison
The current volatility for Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) is 7.54%, while Invesco Solar Energy UCITS ETF Acc (S0LR.DE) has a volatility of 12.56%. This indicates that WDEE.DE experiences smaller price fluctuations and is considered to be less risky than S0LR.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 | S0LR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 12.56% | -5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.53% | 23.50% | -5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 33.92% | -13.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 36.23% | -16.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 36.23% | -16.29% |
WDEE.DE vs. S0LR.DE - Expense Ratio Comparison
WDEE.DE has a 0.18% expense ratio, which is lower than S0LR.DE's 0.69% expense ratio.
Dividends
WDEE.DE vs. S0LR.DE - Dividend Comparison
Neither WDEE.DE nor S0LR.DE has paid dividends to shareholders.
Frequently Asked Questions
WDEE.DE and S0LR.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 0.69% for S0LR.DE.
WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy, while S0LR.DE tracks MAC Global Solar Energy. Their fees differ too: 0.18% for WDEE.DE and 0.69% for S0LR.DE.
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