WDTE.DE vs. FWIA.DE
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - WDTE.DE is a Technology Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, WDTE.DE returned 36.88% vs 26.57% for FWIA.DE. A 0.79 correlation means they provide meaningful diversification when combined. WDTE.DE charges 0.18%/yr vs 0.15%/yr for FWIA.DE.
Performance
WDTE.DE vs. FWIA.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 FWIA.DE's 12.60% return.
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDTE.DE vs. FWIA.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% | 11.09% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between WDTE.DE and FWIA.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.79 |
The correlation between WDTE.DE and FWIA.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
WDTE.DE vs. FWIA.DE — Risk / Return Rank
WDTE.DE
FWIA.DE
WDTE.DE vs. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.44 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 4.08 | -1.75 |
| Martin ratioReturn relative to average drawdown | 6.14 | 16.52 | -10.38 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.36 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 1.40 | +0.04 |
Drawdowns
WDTE.DE vs. FWIA.DE - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and FWIA.DE.
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Drawdown Indicators
| WDTE.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -20.96% | -7.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -6.49% | -9.30% |
Max Drawdown (3Y)Largest decline over 3 years | -28.19% | — | — |
Current DrawdownCurrent decline from peak | -3.63% | -0.62% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -2.44% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 1.60% | +4.39% |
Volatility
WDTE.DE vs. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 2.96% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 8.09% | +7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 11.22% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 13.18% | +8.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 13.18% | +8.56% |
WDTE.DE vs. FWIA.DE - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is higher than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither WDTE.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
WDTE.DE and FWIA.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for WDTE.DE.
WDTE.DE is categorized as Technology Equities, while FWIA.DE is Global Equities. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.18% for WDTE.DE and 0.15% for FWIA.DE.
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