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WDEE.L vs. MLPQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDEE.L vs. MLPQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) and Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L). The values are adjusted to include any dividend payments, if applicable.

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WDEE.L vs. MLPQ.L - Yearly Performance Comparison


2026 (YTD)202520242023
WDEE.L
Invesco S&P World Energy Targeted & Screened UCITS ETF Acc
34.69%9.01%4.02%7.64%
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
18.42%2.66%22.56%12.57%
Different Trading Currencies

WDEE.L is traded in USD, while MLPQ.L is traded in GBp. To make them comparable, the MLPQ.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 34.69% return, which is significantly higher than MLPQ.L's 18.42% return.


WDEE.L

1D
-0.29%
1M
13.29%
YTD
34.69%
6M
35.75%
1Y
33.00%
3Y*
5Y*
10Y*

MLPQ.L

1D
-0.19%
1M
3.57%
YTD
18.42%
6M
18.97%
1Y
9.62%
3Y*
19.85%
5Y*
21.33%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDEE.L vs. MLPQ.L - Expense Ratio Comparison

WDEE.L has a 0.18% expense ratio, which is lower than MLPQ.L's 0.50% expense ratio.


Return for Risk

WDEE.L vs. MLPQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDEE.L
WDEE.L Risk / Return Rank: 7272
Overall Rank
WDEE.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WDEE.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
WDEE.L Omega Ratio Rank: 7777
Omega Ratio Rank
WDEE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
WDEE.L Martin Ratio Rank: 5656
Martin Ratio Rank

MLPQ.L
MLPQ.L Risk / Return Rank: 2121
Overall Rank
MLPQ.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 2222
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 1717
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.L vs. MLPQ.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 Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.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.LMLPQ.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.49

+1.12

Sortino ratio

Return per unit of downside risk

2.04

0.75

+1.29

Omega ratio

Gain probability vs. loss probability

1.30

1.11

+0.19

Calmar ratio

Return relative to maximum drawdown

1.79

0.54

+1.26

Martin ratio

Return relative to average drawdown

5.72

1.33

+4.39

WDEE.L vs. MLPQ.L - Sharpe Ratio Comparison

The current WDEE.L Sharpe Ratio is 1.61, which is higher than the MLPQ.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of WDEE.L and MLPQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDEE.LMLPQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.49

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.15

+0.84

Correlation

The correlation between WDEE.L and MLPQ.L is 0.69, 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. MLPQ.L - Dividend Comparison

Neither WDEE.L nor MLPQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WDEE.L vs. MLPQ.L - Drawdown Comparison

The maximum WDEE.L drawdown since its inception was -18.54%, smaller than the maximum MLPQ.L drawdown of -82.34%. Use the drawdown chart below to compare losses from any high point for WDEE.L and MLPQ.L.


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Drawdown Indicators


WDEE.LMLPQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-75.62%

+57.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-16.22%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-0.29%

-0.82%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.82%

-20.25%

+16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

9.44%

-3.68%

Volatility

WDEE.L vs. MLPQ.L - Volatility Comparison

Invesco S&P World Energy Targeted & Screened UCITS ETF Acc (WDEE.L) has a higher volatility of 5.66% compared to Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) at 4.80%. This indicates that WDEE.L's price experiences larger fluctuations and is considered to be riskier than MLPQ.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.LMLPQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

4.80%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

9.80%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

19.41%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

20.51%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

28.49%

-9.95%