WDEE.L vs. ANRJ.L
Compare and contrast key facts about Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L).
WDEE.L and ANRJ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDEE.L is a passively managed fund by Invesco that tracks the performance of the S&P World Energy Targeted & Screened Index. It was launched on Apr 12, 2023. ANRJ.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Energy NR USD. It was launched on Sep 28, 2010. Both WDEE.L and ANRJ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WDEE.L vs. ANRJ.L - Performance Comparison
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WDEE.L vs. ANRJ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDEE.L Invesco S&P World Energy Targeted & Screened UCITS ETF Acc | 29.34% | 9.01% | 4.02% | 7.64% |
ANRJ.L Amundi ETF MSCI Europe Energy UCITS ETF | 17.34% | 54.07% | 8.84% | 10.07% |
Different Trading Currencies
WDEE.L is traded in USD, while ANRJ.L is traded in GBp. To make them comparable, the ANRJ.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WDEE.L achieves a 29.34% return, which is significantly higher than ANRJ.L's 17.34% return.
WDEE.L
- 1D
- -3.97%
- 1M
- 5.61%
- YTD
- 29.34%
- 6M
- 29.30%
- 1Y
- 27.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ANRJ.L
- 1D
- 2.95%
- 1M
- -4.55%
- YTD
- 17.34%
- 6M
- 26.43%
- 1Y
- 70.70%
- 3Y*
- 31.98%
- 5Y*
- 27.36%
- 10Y*
- 15.46%
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WDEE.L vs. ANRJ.L - Expense Ratio Comparison
WDEE.L has a 0.18% expense ratio, which is lower than ANRJ.L'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%.
Return for Risk
WDEE.L vs. ANRJ.L — Risk / Return Rank
WDEE.L
ANRJ.L
WDEE.L vs. ANRJ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) and Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L). 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.L | ANRJ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 3.68 | -2.36 |
Sortino ratioReturn per unit of downside risk | 1.72 | 4.30 | -2.58 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.64 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 6.53 | -4.69 |
Martin ratioReturn relative to average drawdown | 6.78 | 24.07 | -17.29 |
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.L | ANRJ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 3.68 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.38 | +0.51 |
Correlation
The correlation between WDEE.L and ANRJ.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WDEE.L vs. ANRJ.L - Dividend Comparison
Neither WDEE.L nor ANRJ.L has paid dividends to shareholders.
Drawdowns
WDEE.L vs. ANRJ.L - Drawdown Comparison
The maximum WDEE.L drawdown since its inception was -18.54%, smaller than the maximum ANRJ.L drawdown of -61.99%. Use the drawdown chart below to compare losses from any high point for WDEE.L and ANRJ.L.
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Drawdown Indicators
| WDEE.L | ANRJ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.54% | -57.08% | +38.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -10.38% | -7.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.08% | — |
Current DrawdownCurrent decline from peak | -4.25% | -4.51% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -11.99% | +8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 2.52% | +1.48% |
Volatility
WDEE.L vs. ANRJ.L - Volatility Comparison
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) has a higher volatility of 7.23% compared to Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) at 6.67%. This indicates that WDEE.L's price experiences larger fluctuations and is considered to be riskier than ANRJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDEE.L | ANRJ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 6.67% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 13.43% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.78% | 19.12% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 23.67% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 26.52% | -7.84% |