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WDFE.L vs. IGDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDFE.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

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WDFE.L vs. IGDA.L - Yearly Performance Comparison


2026 (YTD)202520242023
WDFE.L
Invesco S&P World Financials ESG UCITS ETF Acc
-7.57%27.03%25.78%15.69%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
-5.89%18.74%17.94%15.98%

Returns By Period

In the year-to-date period, WDFE.L achieves a -7.57% return, which is significantly lower than IGDA.L's -5.89% return.


WDFE.L

1D
0.65%
1M
-6.68%
YTD
-7.57%
6M
-1.48%
1Y
11.16%
3Y*
5Y*
10Y*

IGDA.L

1D
0.81%
1M
-8.14%
YTD
-5.89%
6M
-0.88%
1Y
20.85%
3Y*
15.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDFE.L vs. IGDA.L - Expense Ratio Comparison

WDFE.L has a 0.18% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.


Return for Risk

WDFE.L vs. IGDA.L — Risk / Return Rank

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

WDFE.L
WDFE.L Risk / Return Rank: 3232
Overall Rank
WDFE.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WDFE.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
WDFE.L Omega Ratio Rank: 3232
Omega Ratio Rank
WDFE.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
WDFE.L Martin Ratio Rank: 3333
Martin Ratio Rank

IGDA.L
IGDA.L Risk / Return Rank: 7171
Overall Rank
IGDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 7474
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.

WDFE.L vs. IGDA.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 Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.LIGDA.LDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.23

-0.59

Sortino ratio

Return per unit of downside risk

0.95

1.75

-0.80

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.73

1.62

-0.89

Martin ratio

Return relative to average drawdown

2.97

7.29

-4.31

WDFE.L vs. IGDA.L - Sharpe Ratio Comparison

The current WDFE.L Sharpe Ratio is 0.64, which is lower than the IGDA.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of WDFE.L and IGDA.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


WDFE.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.23

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.57

+0.73

Correlation

The correlation between WDFE.L and IGDA.L is 0.67, 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. IGDA.L - Dividend Comparison

Neither WDFE.L nor IGDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WDFE.L vs. IGDA.L - Drawdown Comparison

The maximum WDFE.L drawdown since its inception was -16.10%, smaller than the maximum IGDA.L drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for WDFE.L and IGDA.L.


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Drawdown Indicators


WDFE.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.10%

-24.18%

+8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-11.73%

-2.03%

Current Drawdown

Current decline from peak

-9.10%

-8.98%

-0.12%

Average Drawdown

Average peak-to-trough decline

-2.16%

-5.37%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.61%

+0.76%

Volatility

WDFE.L vs. IGDA.L - Volatility Comparison

Invesco S&P World Financials ESG UCITS ETF Acc (WDFE.L) has a higher volatility of 5.67% compared to Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) at 5.17%. This indicates that WDFE.L's price experiences larger fluctuations and is considered to be riskier than IGDA.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.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.67%

5.17%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

9.69%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

17.00%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

18.64%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

18.64%

-3.34%