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WDTE.DE vs. AIAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.DE vs. AIAA.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 iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. AIAA.DE - Yearly Performance Comparison


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

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

AIAA.DE
AIAA.DE Risk / Return Rank: 1616
Overall Rank
AIAA.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AIAA.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
AIAA.DE Omega Ratio Rank: 1616
Omega Ratio Rank
AIAA.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
AIAA.DE Martin Ratio Rank: 1515
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. 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.DEAIAA.DEDifference
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

WDTE.DE vs. AIAA.DE - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 1.88, which is higher than the AIAA.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WDTE.DE and AIAA.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.


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Sharpe Ratios by Period


WDTE.DEAIAA.DEDifference

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.DEAIAA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.63%

-4.34%

+0.71%

Average Drawdown

Average peak-to-trough decline

-4.97%

-7.45%

+2.48%

Ulcer Index

Depth 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.DEAIAA.DEDifference

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.


Tickers have no history of dividend payments

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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