WDFE.L vs. EQQU.L
Compare and contrast key facts about Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L).
WDFE.L and EQQU.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. EQQU.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both WDFE.L and EQQU.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. EQQU.L - Performance Comparison
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WDFE.L vs. EQQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | -4.97% | 27.03% | 25.78% | 15.69% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | -5.22% | 19.75% | 26.54% | 30.20% |
Returns By Period
In the year-to-date period, WDFE.L achieves a -4.97% return, which is significantly higher than EQQU.L's -5.22% return.
WDFE.L
- 1D
- 2.82%
- 1M
- -2.38%
- YTD
- -4.97%
- 6M
- 0.94%
- 1Y
- 13.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQU.L
- 1D
- 3.36%
- 1M
- -3.08%
- YTD
- -5.22%
- 6M
- -2.32%
- 1Y
- 24.83%
- 3Y*
- 23.07%
- 5Y*
- 13.04%
- 10Y*
- 18.48%
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WDFE.L vs. EQQU.L - Expense Ratio Comparison
WDFE.L has a 0.18% expense ratio, which is lower than EQQU.L's 0.30% expense ratio.
Return for Risk
WDFE.L vs. EQQU.L — Risk / Return Rank
WDFE.L
EQQU.L
WDFE.L vs. EQQU.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 Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.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 | EQQU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.26 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.86 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.15 | -0.99 |
Martin ratioReturn relative to average drawdown | 4.10 | 7.71 | -3.61 |
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 | EQQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.26 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.84 | +0.52 |
Correlation
The correlation between WDFE.L and EQQU.L is 0.54, 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. EQQU.L - Dividend Comparison
WDFE.L has not paid dividends to shareholders, while EQQU.L's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WDFE.L Invesco S&P World Financials ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.29% | 0.29% | 0.38% | 0.39% | 0.56% | 0.26% | 0.11% |
Drawdowns
WDFE.L vs. EQQU.L - Drawdown Comparison
The maximum WDFE.L drawdown since its inception was -16.10%, smaller than the maximum EQQU.L drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for WDFE.L and EQQU.L.
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Drawdown Indicators
| WDFE.L | EQQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.10% | -35.17% | +19.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.76% | -11.90% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.17% | — |
Current DrawdownCurrent decline from peak | -6.54% | -7.61% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -2.16% | -6.18% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.07% | +0.06% |
Volatility
WDFE.L vs. EQQU.L - Volatility Comparison
Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) have volatilities of 6.05% and 6.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDFE.L | EQQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 6.14% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 11.97% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 19.68% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 20.76% | -5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 19.91% | -4.54% |