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

Performance

WDTE.DE vs. HDLV.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 Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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 12.92% return, which is significantly lower than HDLV.DE's 15.52% return.


WDTE.DE

1D
0.00%
1M
-1.20%
6M
11.93%
YTD
12.92%
1Y
24.93%
3Y*
23.14%
5Y*
10Y*

HDLV.DE

1D
1.49%
1M
5.64%
6M
10.88%
YTD
15.52%
1Y
18.02%
3Y*
11.62%
5Y*
8.15%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
12.92%6.19%42.11%32.50%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
15.52%-8.06%23.32%3.21%

Correlation

The correlation between WDTE.DE and HDLV.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2023

-0.01

Over the past year, the inverse relationship between WDTE.DE and HDLV.DE has strengthened: their correlation has moved from -0.01 to -0.24, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

WDTE.DE vs. HDLV.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: 3838
Overall Rank
WDTE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3939
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3232
Martin Ratio Rank

HDLV.DE
HDLV.DE Risk / Return Rank: 5959
Overall Rank
HDLV.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 5252
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 5151
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. HDLV.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 S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WDTE.DEHDLV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.59

2.74

-1.15

Martin ratioReturn relative to average drawdown

3.84

6.97

-3.14

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

The current WDTE.DE Sharpe Ratio is 1.19, which is comparable to the HDLV.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of WDTE.DE and HDLV.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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Drawdowns

WDTE.DE vs. HDLV.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum HDLV.DE drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and HDLV.DE.


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Drawdown Indicators


WDTE.DEHDLV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-39.21%

+11.02%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-6.56%

-9.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-19.09%

-9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.21%

Current Drawdown

Current decline from peak

-8.03%

-0.20%

-7.83%

Average Drawdown

Average peak-to-trough decline

-5.06%

-8.69%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

2.58%

+3.94%

Volatility

WDTE.DE vs. HDLV.DE - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 6.72% compared to Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) at 3.87%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than HDLV.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.DEHDLV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

3.87%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

8.79%

+7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

11.26%

+9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

13.65%

+8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

17.12%

+4.77%

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

WDTE.DE has a 0.18% expense ratio, which is lower than HDLV.DE's 0.30% expense ratio.


Dividends

WDTE.DE vs. HDLV.DE - Dividend Comparison

WDTE.DE has not paid dividends to shareholders, while HDLV.DE's dividend yield for the trailing twelve months is around 3.39%.


PositionTTM20252024202320222021202020192018201720162015
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.39%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDTE.DE and HDLV.DE have a correlation of -0.24, 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 0.30% for HDLV.DE.

WDTE.DE is categorized as Technology Equities, while HDLV.DE is Dividend. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index. Their fees differ too: 0.18% for WDTE.DE and 0.30% for HDLV.DE.

Portfolio Optimizer

Find the right allocation for WDTE.DE and HDLV.DE

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