WDTE.DE vs. AIAA.DE
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds - WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, WDTE.DE returned 36.88% vs 6.16% for AIAA.DE. A 0.68 correlation means they provide meaningful diversification when combined. WDTE.DE charges 0.18%/yr vs 0.35%/yr for AIAA.DE.
Performance
WDTE.DE vs. AIAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WDTE.DE achieves a 18.32% return, which is significantly higher than AIAA.DE's -1.50% return.
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 5.90%
- YTD
- -1.50%
- 6M
- -0.98%
- 1Y
- 6.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDTE.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | -1.78% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between WDTE.DE and AIAA.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.68 |
The correlation between WDTE.DE and AIAA.DE has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
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Return for Risk
WDTE.DE vs. AIAA.DE — Risk / Return Rank
WDTE.DE
AIAA.DE
WDTE.DE vs. AIAA.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 iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.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.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.09 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 0.46 | +1.86 |
| Martin ratioReturn relative to average drawdown | 6.14 | 1.20 | +4.94 |
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
| WDTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 0.46 | +1.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 0.08 | +1.36 |
Drawdowns
WDTE.DE vs. AIAA.DE - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and AIAA.DE.
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Drawdown Indicators
| WDTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -24.42% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -13.31% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -28.19% | — | — |
Current DrawdownCurrent decline from peak | -3.63% | -4.34% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -7.45% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 5.12% | +0.87% |
Volatility
WDTE.DE vs. AIAA.DE - Volatility Comparison
Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 8.26% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDTE.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 3.63% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 10.08% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 13.43% | +6.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 17.46% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 17.46% | +4.28% |
WDTE.DE vs. AIAA.DE - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is lower than AIAA.DE's 0.35% expense ratio.
Dividends
WDTE.DE vs. AIAA.DE - Dividend Comparison
Neither WDTE.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
WDTE.DE and AIAA.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for AIAA.DE.
WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WDTE.DE and 0.35% for AIAA.DE.
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