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

Performance

WDTE.DE vs. SPYK.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 SPDR MSCI Europe Technology UCITS ETF (SPYK.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 13.35% return, which is significantly lower than SPYK.DE's 41.03% return.


WDTE.DE

1D
0.00%
1M
0.80%
YTD
13.35%
6M
13.96%
1Y
28.34%
3Y*
24.63%
5Y*
10Y*

SPYK.DE

1D
-2.16%
1M
1.91%
YTD
41.03%
6M
42.78%
1Y
53.66%
3Y*
23.27%
5Y*
12.95%
10Y*
16.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
13.35%6.19%42.11%32.50%
SPYK.DE
SPDR MSCI Europe Technology UCITS ETF
41.03%10.46%8.46%14.42%

Correlation

The correlation between WDTE.DE and SPYK.DE is 0.70, 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

0.70

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

0.70

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

0.70

The correlation between WDTE.DE and SPYK.DE has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

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Return for Risk

WDTE.DE vs. SPYK.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: 3939
Overall Rank
WDTE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 4040
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3434
Martin Ratio Rank

SPYK.DE
SPYK.DE Risk / Return Rank: 7373
Overall Rank
SPYK.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPYK.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPYK.DE Omega Ratio Rank: 6363
Omega Ratio Rank
SPYK.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYK.DE Martin Ratio Rank: 7070
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. SPYK.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 SPDR MSCI Europe Technology UCITS ETF (SPYK.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.DESPYK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

1.80

4.20

-2.39

Martin ratioReturn relative to average drawdown

4.56

11.10

-6.54

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

The current WDTE.DE Sharpe Ratio is 1.38, which is lower than the SPYK.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of WDTE.DE and SPYK.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. SPYK.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum SPYK.DE drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and SPYK.DE.


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Drawdown Indicators


WDTE.DESPYK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-38.45%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-12.73%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-27.02%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.45%

Current Drawdown

Current decline from peak

-7.68%

-6.12%

-1.56%

Average Drawdown

Average peak-to-trough decline

-5.00%

-8.54%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

4.82%

+1.41%

Volatility

WDTE.DE vs. SPYK.DE - Volatility Comparison

The current volatility for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) is 8.65%, while SPDR MSCI Europe Technology UCITS ETF (SPYK.DE) has a volatility of 9.45%. This indicates that WDTE.DE experiences smaller price fluctuations and is considered to be less risky than SPYK.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.DESPYK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

9.45%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

22.13%

-5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

26.73%

-6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

26.03%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

24.17%

-2.31%

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

Both WDTE.DE and SPYK.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

WDTE.DE vs. SPYK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.DE and SPYK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.DE and SPYK.DE have the same expense ratio: 0.18% per year.

WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while SPYK.DE tracks MSCI Europe Information Technology 20/35 Capped. They also come from different issuers: Invesco and State Street.

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