WDTE.L vs. BLOK.L
Compare and contrast key facts about Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L).
WDTE.L and BLOK.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDTE.L is a passively managed fund by Invesco that tracks the performance of the S&P World ESG Enhanced Information Technology Index. It was launched on Apr 12, 2023. BLOK.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Apr 9, 2018. Both WDTE.L and BLOK.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WDTE.L vs. BLOK.L - Performance Comparison
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WDTE.L vs. BLOK.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDTE.L Invesco S&P World Information Technology ESG UCITS ETF Acc | -9.17% | 18.89% | 34.72% | 33.63% |
BLOK.L First Trust Indxx Innovative Transaction & Process UCITS ETF | -2.05% | 31.58% | 16.58% | 10.87% |
Different Trading Currencies
WDTE.L is traded in USD, while BLOK.L is traded in GBp. To make them comparable, the BLOK.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WDTE.L achieves a -9.17% return, which is significantly lower than BLOK.L's -2.05% return.
WDTE.L
- 1D
- 3.62%
- 1M
- -3.35%
- YTD
- -9.17%
- 6M
- -7.22%
- 1Y
- 21.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLOK.L
- 1D
- 2.49%
- 1M
- -3.38%
- YTD
- -2.05%
- 6M
- 4.35%
- 1Y
- 22.06%
- 3Y*
- 19.30%
- 5Y*
- 10.06%
- 10Y*
- —
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WDTE.L vs. BLOK.L - Expense Ratio Comparison
WDTE.L has a 0.18% expense ratio, which is lower than BLOK.L's 0.65% expense ratio.
Return for Risk
WDTE.L vs. BLOK.L — Risk / Return Rank
WDTE.L
BLOK.L
WDTE.L vs. BLOK.L - 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.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). 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.L | BLOK.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.33 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.81 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.21 | -0.99 |
Martin ratioReturn relative to average drawdown | 3.96 | 8.04 | -4.08 |
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.L | BLOK.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.33 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.62 | +0.54 |
Correlation
The correlation between WDTE.L and BLOK.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WDTE.L vs. BLOK.L - Dividend Comparison
Neither WDTE.L nor BLOK.L has paid dividends to shareholders.
Drawdowns
WDTE.L vs. BLOK.L - Drawdown Comparison
The maximum WDTE.L drawdown since its inception was -25.54%, smaller than the maximum BLOK.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for WDTE.L and BLOK.L.
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Drawdown Indicators
| WDTE.L | BLOK.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -26.23% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -10.77% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.43% | — |
Current DrawdownCurrent decline from peak | -13.25% | -4.36% | -8.89% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -4.34% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 2.18% | +3.12% |
Volatility
WDTE.L vs. BLOK.L - Volatility Comparison
Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) has a higher volatility of 6.47% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L) at 5.08%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than BLOK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDTE.L | BLOK.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.08% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 10.33% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.58% | 16.58% | +6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 16.35% | +5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.23% | +3.37% |