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WDTE.DE vs. N1ES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.DE vs. N1ES.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 Nasdaq-100 ESG UCITS ETF Acc (N1ES.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 11.43% return, which is significantly lower than N1ES.DE's 18.88% return.


WDTE.DE

1D
0.00%
1M
-2.85%
6M
10.96%
YTD
11.43%
1Y
20.22%
3Y*
22.37%
5Y*
10Y*

N1ES.DE

1D
0.00%
1M
-1.30%
6M
17.13%
YTD
18.88%
1Y
30.24%
3Y*
23.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. N1ES.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
11.43%6.19%42.11%32.50%
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
18.88%8.26%33.55%29.79%

Correlation

The correlation between WDTE.DE and N1ES.DE is 0.94, 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

0.94

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

0.95

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

0.95

The correlation between WDTE.DE and N1ES.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

WDTE.DE vs. N1ES.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: 3131
Overall Rank
WDTE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

N1ES.DE
N1ES.DE Risk / Return Rank: 6565
Overall Rank
N1ES.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 6363
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 5858
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. N1ES.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 Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.DEN1ES.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.18

1.30

-0.12

Calmar ratioReturn relative to maximum drawdown

1.29

2.80

-1.51

Martin ratioReturn relative to average drawdown

3.10

7.83

-4.73

WDTE.DE vs. N1ES.DE - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 0.97, which is lower than the N1ES.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of WDTE.DE and N1ES.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. N1ES.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and N1ES.DE.


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Drawdown Indicators


WDTE.DEN1ES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-29.96%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-10.86%

-4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-26.65%

-1.54%

Current Drawdown

Current decline from peak

-9.24%

-3.22%

-6.02%

Average Drawdown

Average peak-to-trough decline

-5.06%

-8.35%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

3.87%

+2.68%

Volatility

WDTE.DE vs. N1ES.DE - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 6.64% compared to Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) at 5.99%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than N1ES.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.DEN1ES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

5.99%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

13.22%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

21.05%

18.05%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

20.80%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

20.80%

+1.09%

WDTE.DE vs. N1ES.DE - Expense Ratio Comparison

WDTE.DE has a 0.18% expense ratio, which is lower than N1ES.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. N1ES.DE - Dividend Comparison

Neither WDTE.DE nor N1ES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, WDTE.DE and N1ES.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 N1ES.DE.

WDTE.DE is categorized as Technology Equities, while N1ES.DE is Nasdaq-100. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.18% for WDTE.DE and 0.25% for N1ES.DE.

Portfolio Optimizer

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