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

Performance

WDTE.DE vs. XMOV.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 Xtrackers Future Mobility UCITS ETF (XMOV.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 XMOV.DE's 27.31% return.


WDTE.DE

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

XMOV.DE

1D
-2.17%
1M
9.88%
YTD
27.31%
6M
25.74%
1Y
51.46%
3Y*
24.46%
5Y*
13.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. XMOV.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%
XMOV.DE
Xtrackers Future Mobility UCITS ETF
27.31%14.79%20.92%22.08%

Correlation

The correlation between WDTE.DE and XMOV.DE is 0.67, 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

0.67

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

0.70

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

0.70

The correlation between WDTE.DE and XMOV.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

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Return for Risk

WDTE.DE vs. XMOV.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

XMOV.DE
XMOV.DE Risk / Return Rank: 8181
Overall Rank
XMOV.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XMOV.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMOV.DE Omega Ratio Rank: 7777
Omega Ratio Rank
XMOV.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XMOV.DE Martin Ratio Rank: 8585
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. XMOV.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 Xtrackers Future Mobility UCITS ETF (XMOV.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.DEXMOV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.32

1.45

-0.13

Calmar ratioReturn relative to maximum drawdown

2.33

4.71

-2.39

Martin ratioReturn relative to average drawdown

6.14

17.12

-10.98

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

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the XMOV.DE Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of WDTE.DE and XMOV.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.DEXMOV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.57

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.76

+0.68

Drawdowns

WDTE.DE vs. XMOV.DE - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, smaller than the maximum XMOV.DE drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and XMOV.DE.


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Drawdown Indicators


WDTE.DEXMOV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-34.78%

+6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-10.87%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-24.70%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

Current Drawdown

Current decline from peak

-3.63%

-2.17%

-1.46%

Average Drawdown

Average peak-to-trough decline

-4.97%

-7.53%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

3.00%

+2.99%

Volatility

WDTE.DE vs. XMOV.DE - Volatility Comparison

The current volatility for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) is 8.26%, while Xtrackers Future Mobility UCITS ETF (XMOV.DE) has a volatility of 8.84%. This indicates that WDTE.DE experiences smaller price fluctuations and is considered to be less risky than XMOV.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.DEXMOV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

8.84%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

15.94%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

19.94%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

19.34%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

20.77%

+0.97%

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

WDTE.DE has a 0.18% expense ratio, which is lower than XMOV.DE's 0.35% expense ratio.


Dividends

WDTE.DE vs. XMOV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.DE and XMOV.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.35% for XMOV.DE.

WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while XMOV.DE tracks Nasdaq Global Future Mobility. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.18% for WDTE.DE and 0.35% for XMOV.DE.

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