WDFE.L vs. CB5.L
Compare and contrast key facts about Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L).
WDFE.L and CB5.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDFE.L is a passively managed fund by Invesco that tracks the performance of the S&P World ESG Enhanced Financials Index. It was launched on Apr 12, 2023. CB5.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 4, 2008. Both WDFE.L and CB5.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
WDFE.L vs. CB5.L - Performance Comparison
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WDFE.L vs. CB5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | -7.57% | 27.03% | 14.74% |
CB5.L Amundi ETF MSCI Europe Banks UCITS ETF | -7.91% | 97.65% | 3.83% |
Different Trading Currencies
WDFE.L is traded in USD, while CB5.L is traded in GBp. To make them comparable, the CB5.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with WDFE.L having a -7.57% return and CB5.L slightly lower at -7.91%.
WDFE.L
- 1D
- 0.65%
- 1M
- -6.68%
- YTD
- -7.57%
- 6M
- -1.48%
- 1Y
- 11.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CB5.L
- 1D
- 1.70%
- 1M
- -12.29%
- YTD
- -7.91%
- 6M
- 5.74%
- 1Y
- 42.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WDFE.L vs. CB5.L - Expense Ratio Comparison
WDFE.L has a 0.18% expense ratio, which is lower than CB5.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
WDFE.L vs. CB5.L — Risk / Return Rank
WDFE.L
CB5.L
WDFE.L vs. CB5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Amundi ETF MSCI Europe Banks UCITS ETF (CB5.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.
| WDFE.L | CB5.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 1.69 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.11 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.32 | -1.59 |
Martin ratioReturn relative to average drawdown | 2.97 | 7.82 | -4.84 |
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
| WDFE.L | CB5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 1.69 | -1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 1.76 | -0.47 |
Correlation
The correlation between WDFE.L and CB5.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
WDFE.L vs. CB5.L - Dividend Comparison
Neither WDFE.L nor CB5.L has paid dividends to shareholders.
Drawdowns
WDFE.L vs. CB5.L - Drawdown Comparison
The maximum WDFE.L drawdown since its inception was -16.10%, smaller than the maximum CB5.L drawdown of -19.36%. Use the drawdown chart below to compare losses from any high point for WDFE.L and CB5.L.
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Drawdown Indicators
| WDFE.L | CB5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.10% | -17.55% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -15.17% | +1.41% |
Current DrawdownCurrent decline from peak | -9.10% | -12.52% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -2.38% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 4.47% | -1.10% |
Volatility
WDFE.L vs. CB5.L - Volatility Comparison
The current volatility for Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) is 5.67%, while Amundi ETF MSCI Europe Banks UCITS ETF (CB5.L) has a volatility of 10.12%. This indicates that WDFE.L experiences smaller price fluctuations and is considered to be less risky than CB5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDFE.L | CB5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 10.12% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 17.04% | -7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 25.08% | -7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 23.72% | -8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 23.72% | -8.42% |