WDTE.DE vs. LVLC.DE
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon 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 LVLC.DE is a Global Equities fund tracking the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. Both are passively managed. Over the past 3 years, WDTE.DE returned 25.83%/yr vs 12.70%/yr for LVLC.DE. A 0.59 correlation means they provide meaningful diversification when combined. WDTE.DE charges 0.18%/yr vs 0.25%/yr for LVLC.DE.
Performance
WDTE.DE vs. LVLC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WDTE.DE achieves a 18.32% return, which is significantly higher than LVLC.DE's 4.86% return.
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
LVLC.DE
- 1D
- -0.11%
- 1M
- 3.58%
- YTD
- 4.86%
- 6M
- 6.05%
- 1Y
- 10.23%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
WDTE.DE vs. LVLC.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% |
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 6.15% |
Correlation
The correlation between WDTE.DE and LVLC.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.59 |
The correlation between WDTE.DE and LVLC.DE has been stable across timeframes, ranging from 0.58 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WDTE.DE vs. LVLC.DE — Risk / Return Rank
WDTE.DE
LVLC.DE
WDTE.DE vs. LVLC.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 Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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 | LVLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.80 | +0.53 |
| Martin ratioReturn relative to average drawdown | 6.14 | 6.55 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WDTE.DE | LVLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.17 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 0.96 | +0.48 |
Drawdowns
WDTE.DE vs. LVLC.DE - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than LVLC.DE's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and LVLC.DE.
Loading charts...
Drawdown Indicators
| WDTE.DE | LVLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -16.03% | -12.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -5.67% | -10.12% |
Max Drawdown (3Y)Largest decline over 3 years | -28.19% | -16.03% | -12.16% |
Current DrawdownCurrent decline from peak | -3.63% | -0.43% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -2.98% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 1.56% | +4.43% |
Volatility
WDTE.DE vs. LVLC.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 Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) at 2.05%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than LVLC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WDTE.DE | LVLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 2.05% | +6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 6.07% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 8.68% | +10.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 10.57% | +11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 10.57% | +11.17% |
WDTE.DE vs. LVLC.DE - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is lower than LVLC.DE's 0.25% expense ratio. Despite the difference, 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. LVLC.DE - Dividend Comparison
Neither WDTE.DE nor LVLC.DE has paid dividends to shareholders.
Frequently Asked Questions
WDTE.DE and LVLC.DE have a correlation of 0.58, 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 0.25% for LVLC.DE.
WDTE.DE is categorized as Technology Equities, while LVLC.DE is Global Equities. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. Their fees differ too: 0.18% for WDTE.DE and 0.25% for LVLC.DE.
Find the right allocation for WDTE.DE and LVLC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer