WDTE.DE vs. VUAA.DE
Compare and contrast key facts about Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
WDTE.DE and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDTE.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. It was launched on Apr 12, 2023. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both WDTE.DE and VUAA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDTE.DE or VUAA.DE.
Key characteristics
| WDTE.DE | VUAA.DE | |
|---|---|---|
| YTD Return | 39.70% | 31.63% |
| 1Y Return | 45.35% | 39.30% |
| Sharpe Ratio | 2.07 | 3.10 |
| Sortino Ratio | 2.67 | 4.21 |
| Omega Ratio | 1.36 | 1.65 |
| Calmar Ratio | 2.61 | 4.52 |
| Martin Ratio | 8.37 | 20.09 |
| Ulcer Index | 5.23% | 1.85% |
| Daily Std Dev | 21.02% | 11.93% |
| Max Drawdown | -16.75% | -33.67% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between WDTE.DE and VUAA.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WDTE.DE vs. VUAA.DE - Performance Comparison
In the year-to-date period, WDTE.DE achieves a 39.70% return, which is significantly higher than VUAA.DE's 31.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WDTE.DE vs. VUAA.DE - Expense Ratio Comparison
WDTE.DE has a 0.18% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Risk-Adjusted Performance
WDTE.DE vs. VUAA.DE - Risk-Adjusted Performance 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
Dividends
WDTE.DE vs. VUAA.DE - Dividend Comparison
Neither WDTE.DE nor VUAA.DE has paid dividends to shareholders.
Drawdowns
WDTE.DE vs. VUAA.DE - Drawdown Comparison
The maximum WDTE.DE drawdown since its inception was -16.75%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
WDTE.DE vs. VUAA.DE - Volatility Comparison
Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 6.01% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.56%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.