WDTE.L vs. SPXP.L
Compare and contrast key facts about Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) and Invesco S&P 500 UCITS ETF (SPXP.L).
WDTE.L and SPXP.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. SPXP.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. Both WDTE.L and SPXP.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. SPXP.L - Performance Comparison
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WDTE.L vs. SPXP.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% |
SPXP.L Invesco S&P 500 UCITS ETF | -4.15% | 17.79% | 25.46% | 16.75% |
Different Trading Currencies
WDTE.L is traded in USD, while SPXP.L is traded in GBp. To make them comparable, the SPXP.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 SPXP.L's -6.11% return.
WDTE.L
- 1D
- 3.62%
- 1M
- -3.35%
- YTD
- -9.17%
- 6M
- -7.22%
- 1Y
- 21.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPXP.L
- 1D
- 0.00%
- 1M
- -5.91%
- YTD
- -6.11%
- 6M
- -3.00%
- 1Y
- 15.94%
- 3Y*
- 18.14%
- 5Y*
- 11.52%
- 10Y*
- 14.07%
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WDTE.L vs. SPXP.L - Expense Ratio Comparison
WDTE.L has a 0.18% expense ratio, which is higher than SPXP.L's 0.05% 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. SPXP.L — Risk / Return Rank
WDTE.L
SPXP.L
WDTE.L vs. SPXP.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 S&P 500 UCITS ETF (SPXP.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 | SPXP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.01 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.48 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 1.75 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.96 | 7.07 | -3.11 |
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 | SPXP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.01 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.87 | +0.29 |
Correlation
The correlation between WDTE.L and SPXP.L is 0.81, 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. SPXP.L - Dividend Comparison
Neither WDTE.L nor SPXP.L has paid dividends to shareholders.
Drawdowns
WDTE.L vs. SPXP.L - Drawdown Comparison
The maximum WDTE.L drawdown since its inception was -25.54%, smaller than the maximum SPXP.L drawdown of -33.47%. Use the drawdown chart below to compare losses from any high point for WDTE.L and SPXP.L.
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Drawdown Indicators
| WDTE.L | SPXP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.54% | -25.46% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -10.33% | -6.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.46% | — |
Current DrawdownCurrent decline from peak | -13.25% | -4.71% | -8.54% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -3.54% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 2.05% | +3.25% |
Volatility
WDTE.L vs. SPXP.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 S&P 500 UCITS ETF (SPXP.L) at 3.89%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than SPXP.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 | SPXP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 3.89% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 8.37% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.58% | 15.81% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 15.59% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.84% | +4.76% |