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

Performance

WDTE.L vs. MKUW.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 Invesco MSCI Kuwait UCITS ETF USD (Acc) (MKUW.L). 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.L achieves a 8.48% return, which is significantly higher than MKUW.L's 0.15% return.


WDTE.L

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

MKUW.L

1D
-0.06%
1M
-2.04%
6M
1.18%
YTD
0.15%
1Y
3.43%
3Y*
7.89%
5Y*
7.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.L vs. MKUW.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%
MKUW.L
Invesco MSCI Kuwait UCITS ETF USD (Acc)
0.15%25.35%9.15%-2.12%

Correlation

The correlation between WDTE.L and MKUW.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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

0.22

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Return for Risk

WDTE.L vs. MKUW.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

MKUW.L
MKUW.L Risk / Return Rank: 1616
Overall Rank
MKUW.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MKUW.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MKUW.L Omega Ratio Rank: 1515
Omega Ratio Rank
MKUW.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MKUW.L Martin Ratio Rank: 1616
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. MKUW.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 MSCI Kuwait UCITS ETF USD (Acc) (MKUW.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.LMKUW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.16

1.07

+0.09

Calmar ratioReturn relative to maximum drawdown

1.07

0.46

+0.61

Martin ratioReturn relative to average drawdown

2.84

1.05

+1.79

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

The current WDTE.L Sharpe Ratio is 0.85, which is higher than the MKUW.L Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of WDTE.L and MKUW.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. MKUW.L - Drawdown Comparison

The maximum WDTE.L drawdown since its inception was -25.54%, smaller than the maximum MKUW.L drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for WDTE.L and MKUW.L.


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Drawdown Indicators


WDTE.LMKUW.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-37.76%

+12.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-7.47%

-9.60%

Max Drawdown (3Y)

Largest decline over 3 years

-25.54%

-14.16%

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

Current Drawdown

Current decline from peak

-10.79%

-3.60%

-7.19%

Average Drawdown

Average peak-to-trough decline

-4.41%

-9.42%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

3.26%

+3.17%

Volatility

WDTE.L vs. MKUW.L - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) has a higher volatility of 7.59% compared to Invesco MSCI Kuwait UCITS ETF USD (Acc) (MKUW.L) at 1.71%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than MKUW.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.LMKUW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

1.71%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

8.01%

+10.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

10.26%

+11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

12.76%

+9.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

16.49%

+5.59%

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

WDTE.L has a 0.18% expense ratio, which is lower than MKUW.L's 0.50% expense ratio.


Dividends

WDTE.L vs. MKUW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WDTE.L and MKUW.L have a correlation of 0.17, 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 0.50% for MKUW.L.

WDTE.L is categorized as Technology Equities, while MKUW.L is Emerging Markets Equities. WDTE.L tracks S&P World ESG Enhanced Information Technology Index, while MKUW.L tracks MSCI Kuwait 20/35 Index. Their fees differ too: 0.18% for WDTE.L and 0.50% for MKUW.L.

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