PortfoliosLab logoPortfoliosLab logo
WDTE.DE vs. 5ESG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.DE vs. 5ESG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WDTE.DE achieves a 18.32% return, which is significantly higher than 5ESG.DE's 11.18% return.


WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*

5ESG.DE

1D
0.62%
1M
5.50%
YTD
11.18%
6M
11.70%
1Y
28.65%
3Y*
18.63%
5Y*
15.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. 5ESG.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%
5ESG.DE
Invesco S&P 500 Scored & Screened ETF Acc
11.18%5.31%31.42%16.41%

Correlation

The correlation between WDTE.DE and 5ESG.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.85

The correlation between WDTE.DE and 5ESG.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WDTE.DE vs. 5ESG.DE — Risk / Return Rank

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

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

5ESG.DE
5ESG.DE Risk / Return Rank: 7878
Overall Rank
5ESG.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
5ESG.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
5ESG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
5ESG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
5ESG.DE Martin Ratio Rank: 8181
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.

WDTE.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE). 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.


WDTE.DE5ESG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.32

1.46

-0.14

Calmar ratioReturn relative to maximum drawdown

2.33

4.12

-1.79

Martin ratioReturn relative to average drawdown

6.14

15.77

-9.63

WDTE.DE vs. 5ESG.DE - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the 5ESG.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of WDTE.DE and 5ESG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WDTE.DE5ESG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.47

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.21

+0.23

Drawdowns

WDTE.DE vs. 5ESG.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than 5ESG.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and 5ESG.DE.


Loading charts...

Drawdown Indicators


WDTE.DE5ESG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-23.40%

-4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-6.93%

-8.86%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-23.40%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

Current Drawdown

Current decline from peak

-3.63%

0.00%

-3.63%

Average Drawdown

Average peak-to-trough decline

-4.97%

-3.89%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

1.81%

+4.18%

Volatility

WDTE.DE vs. 5ESG.DE - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 8.26% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WDTE.DE5ESG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

2.77%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

7.54%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

11.53%

+7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

15.20%

+6.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

16.81%

+4.93%

WDTE.DE vs. 5ESG.DE - Expense Ratio Comparison

WDTE.DE has a 0.18% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WDTE.DE vs. 5ESG.DE - Dividend Comparison

Neither WDTE.DE nor 5ESG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.DE and 5ESG.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5ESG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for WDTE.DE.

WDTE.DE is categorized as Technology Equities, while 5ESG.DE is S&P 500. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while 5ESG.DE tracks S&P 500 ESG Index. Their fees differ too: 0.18% for WDTE.DE and 0.17% for 5ESG.DE.

Portfolio Optimizer

Find the right allocation for WDTE.DE and 5ESG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer