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WDTE.L vs. DGIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.L vs. DGIT.L - 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.L) and iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WDTE.L is traded in USD, while DGIT.L is traded in GBp. To make them comparable, the DGIT.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 8.48% return, which is significantly higher than DGIT.L's 3.76% return.


WDTE.L

1D
0.00%
1M
-4.11%
6M
9.36%
YTD
8.48%
1Y
18.33%
3Y*
23.22%
5Y*
10Y*

DGIT.L

1D
-1.28%
1M
5.16%
6M
4.76%
YTD
3.76%
1Y
-1.08%
3Y*
12.15%
5Y*
0.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.L vs. DGIT.L - Yearly Performance Comparison


2026 (YTD)202520242023
WDTE.L
Invesco S&P World Information Technology ESG UCITS ETF Acc
8.48%18.89%34.72%34.92%
DGIT.L
iShares Digitalisation UCITS Acc
3.76%4.89%21.96%21.08%

Correlation

The correlation between WDTE.L and DGIT.L is 0.56, 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

0.56

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

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2023

0.65

The correlation between WDTE.L and DGIT.L has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

WDTE.L vs. DGIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDTE.L
WDTE.L Risk / Return Rank: 2929
Overall Rank
WDTE.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
WDTE.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
WDTE.L Omega Ratio Rank: 2929
Omega Ratio Rank
WDTE.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
WDTE.L Martin Ratio Rank: 2727
Martin Ratio Rank

DGIT.L
DGIT.L Risk / Return Rank: 99
Overall Rank
DGIT.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 99
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 88
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 99
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.L vs. DGIT.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 iShares Digitalisation UCITS Acc (DGIT.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.

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.LDGIT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

1.07

-0.04

+1.11

Martin ratioReturn relative to average drawdown

2.84

-0.10

+2.94

WDTE.L vs. DGIT.L - Sharpe Ratio Comparison

The current WDTE.L Sharpe Ratio is 0.85, which is higher than the DGIT.L Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of WDTE.L and DGIT.L, 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.L vs. DGIT.L - Drawdown Comparison

The maximum WDTE.L drawdown since its inception was -25.54%, smaller than the maximum DGIT.L drawdown of -46.83%. Use the drawdown chart below to compare losses from any high point for WDTE.L and DGIT.L.


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Drawdown Indicators


WDTE.LDGIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-46.83%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-23.91%

+6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

-23.91%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-46.83%

Current Drawdown

Current decline from peak

-10.79%

-4.79%

-6.00%

Average Drawdown

Average peak-to-trough decline

-4.41%

-15.33%

+10.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

10.94%

-4.51%

Volatility

WDTE.L vs. DGIT.L - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) has a higher volatility of 7.59% compared to iShares Digitalisation UCITS Acc (DGIT.L) at 5.92%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than DGIT.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.LDGIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

5.92%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

15.00%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

18.04%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

25.30%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

23.95%

-1.87%

WDTE.L vs. DGIT.L - Expense Ratio Comparison

WDTE.L has a 0.18% expense ratio, which is lower than DGIT.L's 0.40% expense ratio.


Dividends

WDTE.L vs. DGIT.L - Dividend Comparison

Neither WDTE.L nor DGIT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.L and DGIT.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDTE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.L is cheaper with a 0.18% expense ratio, compared with 0.40% for DGIT.L.

WDTE.L tracks S&P World ESG Enhanced Information Technology Index, while DGIT.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for WDTE.L and 0.40% for DGIT.L.

Portfolio Optimizer

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