WDTE.DE vs. DR7E.DE
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and DR7E.DE (Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating) are both Technology Equities funds - WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology while DR7E.DE tracks the Solactive Autonomous & Electric Vehicles. Both are passively managed. Over the past 3 years, WDTE.DE returned 25.83%/yr vs 18.20%/yr for DR7E.DE. A 0.64 correlation means they provide meaningful diversification when combined. WDTE.DE charges 0.18%/yr vs 0.50%/yr for DR7E.DE.
Performance
WDTE.DE vs. DR7E.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 lower than DR7E.DE's 41.08% return.
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
DR7E.DE
- 1D
- -1.47%
- 1M
- 9.59%
- YTD
- 41.08%
- 6M
- 40.29%
- 1Y
- 85.24%
- 3Y*
- 18.20%
- 5Y*
- —
- 10Y*
- —
WDTE.DE vs. DR7E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 6.19% | 42.11% | 32.17% |
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating | 41.08% | 15.37% | 0.76% | 8.45% |
Correlation
The correlation between WDTE.DE and DR7E.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.64 |
The correlation between WDTE.DE and DR7E.DE has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.
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Return for Risk
WDTE.DE vs. DR7E.DE — Risk / Return Rank
WDTE.DE
DR7E.DE
WDTE.DE vs. DR7E.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 Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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 | DR7E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.57 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 8.52 | -6.20 |
| Martin ratioReturn relative to average drawdown | 6.14 | 24.61 | -18.47 |
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 | DR7E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 3.67 | -1.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 0.29 | +1.15 |
Drawdowns
WDTE.DE vs. DR7E.DE - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and DR7E.DE.
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Drawdown Indicators
| WDTE.DE | DR7E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -40.66% | +12.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -9.95% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.19% | -33.99% | +5.80% |
Current DrawdownCurrent decline from peak | -3.63% | -2.08% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -18.33% | +13.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 3.45% | +2.54% |
Volatility
WDTE.DE vs. DR7E.DE - Volatility Comparison
The current volatility for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) is 8.26%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a volatility of 9.64%. This indicates that WDTE.DE experiences smaller price fluctuations and is considered to be less risky than DR7E.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 | DR7E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 9.64% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 16.91% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 23.14% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 25.01% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 25.01% | -3.27% |
WDTE.DE vs. DR7E.DE - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is lower than DR7E.DE's 0.50% expense ratio.
Dividends
WDTE.DE vs. DR7E.DE - Dividend Comparison
Neither WDTE.DE nor DR7E.DE has paid dividends to shareholders.
Frequently Asked Questions
WDTE.DE and DR7E.DE have a correlation of 0.69, 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 0.50% for DR7E.DE.
WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while DR7E.DE tracks Solactive Autonomous & Electric Vehicles. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.18% for WDTE.DE and 0.50% for DR7E.DE.
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