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

Performance

WDTE.DE vs. AYEW.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 MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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 lower than AYEW.DE's 24.61% return.


WDTE.DE

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

AYEW.DE

1D
-1.67%
1M
15.12%
YTD
24.61%
6M
23.38%
1Y
45.27%
3Y*
27.99%
5Y*
21.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between WDTE.DE and AYEW.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

The correlation between WDTE.DE and AYEW.DE has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

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Return for Risk

WDTE.DE vs. AYEW.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

AYEW.DE
AYEW.DE Risk / Return Rank: 6161
Overall Rank
AYEW.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AYEW.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AYEW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AYEW.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
AYEW.DE Martin Ratio Rank: 4949
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. AYEW.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 MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.DEAYEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.33

3.01

-0.68

Martin ratioReturn relative to average drawdown

6.14

8.00

-1.86

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

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the AYEW.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of WDTE.DE and AYEW.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.DEAYEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.26

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.02

+0.42

Drawdowns

WDTE.DE vs. AYEW.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum AYEW.DE drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and AYEW.DE.


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Drawdown Indicators


WDTE.DEAYEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-31.36%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-14.98%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-29.01%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-30.10%

Current Drawdown

Current decline from peak

-3.63%

-2.13%

-1.50%

Average Drawdown

Average peak-to-trough decline

-4.97%

-7.74%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

5.64%

+0.35%

Volatility

WDTE.DE vs. AYEW.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 MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) at 6.77%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than AYEW.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.DEAYEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

6.77%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

14.89%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

19.98%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

22.77%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

23.48%

-1.74%

WDTE.DE vs. AYEW.DE - Expense Ratio Comparison

Both WDTE.DE and AYEW.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WDTE.DE vs. AYEW.DE - Dividend Comparison

WDTE.DE has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
AYEW.DE
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)
0.25%0.31%0.38%0.46%0.82%0.40%0.65%0.12%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, WDTE.DE and AYEW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.DE and AYEW.DE have the same expense ratio: 0.18% per year.

WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. They also come from different issuers: Invesco and iShares.

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