WDTE.L vs. FTWG.L
Compare and contrast key facts about Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L).
WDTE.L and FTWG.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. FTWG.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. Both WDTE.L and FTWG.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. FTWG.L - Performance Comparison
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WDTE.L vs. FTWG.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% | 12.66% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | -1.63% | 22.73% | 17.92% | 8.17% |
Different Trading Currencies
WDTE.L is traded in USD, while FTWG.L is traded in GBp. To make them comparable, the FTWG.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 FTWG.L's -1.63% return.
WDTE.L
- 1D
- 3.62%
- 1M
- -3.35%
- YTD
- -9.17%
- 6M
- -7.22%
- 1Y
- 21.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTWG.L
- 1D
- 2.63%
- 1M
- -4.43%
- YTD
- -1.63%
- 6M
- 1.93%
- 1Y
- 21.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WDTE.L vs. FTWG.L - Expense Ratio Comparison
WDTE.L has a 0.18% expense ratio, which is higher than FTWG.L's 0.15% 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%.
Return for Risk
WDTE.L vs. FTWG.L — Risk / Return Rank
WDTE.L
FTWG.L
WDTE.L vs. FTWG.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 Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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 | FTWG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.41 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.96 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.31 | -1.08 |
Martin ratioReturn relative to average drawdown | 3.96 | 9.54 | -5.58 |
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 | FTWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.41 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 1.28 | -0.12 |
Correlation
The correlation between WDTE.L and FTWG.L is 0.76, 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.
Dividends
WDTE.L vs. FTWG.L - Dividend Comparison
WDTE.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.37%.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WDTE.L Invesco S&P World Information Technology ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 1.37% | 1.34% | 1.50% | 0.70% |
Drawdowns
WDTE.L vs. FTWG.L - Drawdown Comparison
The maximum WDTE.L drawdown since its inception was -25.54%, which is greater than FTWG.L's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for WDTE.L and FTWG.L.
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Drawdown Indicators
| WDTE.L | FTWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -17.78% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -10.16% | -6.91% |
Current DrawdownCurrent decline from peak | -13.25% | -4.05% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -2.06% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 1.87% | +3.43% |
Volatility
WDTE.L vs. FTWG.L - Volatility Comparison
Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) has a higher volatility of 6.47% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 5.21%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than FTWG.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 | FTWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.21% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 9.03% | +5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.58% | 15.49% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 13.13% | +8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 13.13% | +8.47% |