WDTE.DE vs. HDLV.DE
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and HDLV.DE (Invesco S&P 500 High Dividend Low Volatility UCITS ETF) 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 HDLV.DE is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Net Total Return Index. Both are passively managed. Over the past 3 years, WDTE.DE returned 23.14%/yr vs 11.62%/yr for HDLV.DE. At a correlation of -0.01, they often move in opposite directions. WDTE.DE charges 0.18%/yr vs 0.30%/yr for HDLV.DE.
Performance
WDTE.DE vs. HDLV.DE - Performance Comparison
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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%
WDTE.DE vs. HDLV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
WDTE.DE
HDLV.DE
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.DE | HDLV.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | HDLV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.03% | -0.20% | -7.83% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -8.69% | +3.63% |
Ulcer IndexDepth 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.DE | HDLV.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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