WDTE.DE vs. SCHG
WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) and SCHG (Schwab U.S. Large-Cap Growth 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 SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 3 years, WDTE.DE returned 25.83%/yr vs 21.70%/yr for SCHG. A 0.62 correlation means they provide meaningful diversification when combined. WDTE.DE charges 0.18%/yr vs 0.04%/yr for SCHG.
Performance
WDTE.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
WDTE.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WDTE.DE achieves a 18.32% return, which is significantly higher than SCHG's 7.69% return.
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.00%
- 1M
- 5.12%
- YTD
- 7.69%
- 6M
- 5.99%
- 1Y
- 22.19%
- 3Y*
- 21.70%
- 5Y*
- 16.68%
- 10Y*
- 18.45%
WDTE.DE vs. SCHG - 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 8.00% | 3.56% | 43.86% | 26.17% |
Correlation
The correlation between WDTE.DE and SCHG is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.62 |
The correlation between WDTE.DE and SCHG has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
WDTE.DE vs. SCHG — Risk / Return Rank
WDTE.DE
SCHG
WDTE.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.42 | +0.90 |
| Martin ratioReturn relative to average drawdown | 6.14 | 4.12 | +2.02 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.41 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 0.91 | +0.53 |
Drawdowns
WDTE.DE vs. SCHG - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and SCHG.
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Drawdown Indicators
| WDTE.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.19% | -31.88% | +3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -15.64% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -28.19% | -28.18% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.88% | — |
Current DrawdownCurrent decline from peak | -3.63% | -1.46% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -5.23% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 5.40% | +0.59% |
Volatility
WDTE.DE vs. SCHG - Volatility Comparison
Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 8.26% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.18%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.26% | 3.18% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 11.13% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.51% | 15.84% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 21.97% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 21.86% | -0.12% |
WDTE.DE vs. SCHG - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison
WDTE.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.36% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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 SCHG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.18% for WDTE.DE.
WDTE.DE is categorized as Technology Equities, while SCHG is Large Cap Growth Equities. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.18% for WDTE.DE and 0.04% for SCHG.
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