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

Performance

WDTE.DE vs. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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 18.32% return, which is significantly lower than WDEE.DE's 33.31% return.


WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*

WDEE.DE

1D
2.19%
1M
-0.24%
YTD
33.31%
6M
28.72%
1Y
38.58%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between WDTE.DE and WDEE.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.08

The correlation between WDTE.DE and WDEE.DE shifts across timeframes, from -0.11 (1 year) to 0.08 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

WDTE.DE vs. WDEE.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: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.33

2.94

-0.61

Martin ratioReturn relative to average drawdown

6.14

9.51

-3.36

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

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of WDTE.DE and WDEE.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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Sharpe Ratios by Period


WDTE.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.75

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.69

+0.75

Drawdowns

WDTE.DE vs. WDEE.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and WDEE.DE.


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Drawdown Indicators


WDTE.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-23.77%

-4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-12.42%

-3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-23.77%

-4.42%

Current Drawdown

Current decline from peak

-3.63%

-4.37%

+0.74%

Average Drawdown

Average peak-to-trough decline

-4.97%

-7.19%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

3.85%

+2.14%

Volatility

WDTE.DE vs. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.DE) at 7.54%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than WDEE.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.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

7.54%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

17.53%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

20.89%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

19.94%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

19.94%

+1.80%

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

Both WDTE.DE and WDEE.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. WDEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.DE and WDEE.DE have a correlation of -0.11, 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 WDEE.DE have the same expense ratio: 0.18% per year.

WDTE.DE is categorized as Technology Equities, while WDEE.DE is Energy Equities. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy.

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