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

Performance

WDTE.L vs. XNNS.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 Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
WDTE.L
Invesco S&P World Information Technology ESG UCITS ETF Acc
-9.17%18.89%34.72%33.63%
XNNS.L
Xtrackers MSCI Innovation UCITS ETF 1C
-9.91%14.28%22.03%15.29%
Different Trading Currencies

WDTE.L is traded in USD, while XNNS.L is traded in GBP. To make them comparable, the XNNS.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 higher than XNNS.L's -9.91% return.


WDTE.L

1D
3.62%
1M
-3.35%
YTD
-9.17%
6M
-7.22%
1Y
21.72%
3Y*
5Y*
10Y*

XNNS.L

1D
2.56%
1M
-3.71%
YTD
-9.91%
6M
-9.48%
1Y
8.74%
3Y*
13.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WDTE.L has a 0.18% expense ratio, which is lower than XNNS.L's 0.35% expense ratio.


Return for Risk

WDTE.L vs. XNNS.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: 4444
Overall Rank
WDTE.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WDTE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WDTE.L Omega Ratio Rank: 4646
Omega Ratio Rank
WDTE.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
WDTE.L Martin Ratio Rank: 3636
Martin Ratio Rank

XNNS.L
XNNS.L Risk / Return Rank: 1919
Overall Rank
XNNS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XNNS.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XNNS.L Omega Ratio Rank: 1919
Omega Ratio Rank
XNNS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XNNS.L Martin Ratio Rank: 1919
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. XNNS.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 Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.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.LXNNS.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.47

+0.49

Sortino ratio

Return per unit of downside risk

1.45

0.78

+0.68

Omega ratio

Gain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratio

Return relative to maximum drawdown

1.23

0.51

+0.72

Martin ratio

Return relative to average drawdown

3.96

1.78

+2.18

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

The current WDTE.L Sharpe Ratio is 0.96, which is higher than the XNNS.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of WDTE.L and XNNS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDTE.LXNNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.47

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.59

+0.57

Correlation

The correlation between WDTE.L and XNNS.L is 0.78, 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. XNNS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WDTE.L vs. XNNS.L - Drawdown Comparison

The maximum WDTE.L drawdown since its inception was -25.54%, which is greater than XNNS.L's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for WDTE.L and XNNS.L.


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Drawdown Indicators


WDTE.LXNNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.54%

-23.14%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-16.12%

-0.95%

Current Drawdown

Current decline from peak

-13.25%

-12.87%

-0.38%

Average Drawdown

Average peak-to-trough decline

-4.31%

-5.61%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

5.23%

+0.07%

Volatility

WDTE.L vs. XNNS.L - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.L) has a higher volatility of 6.47% compared to Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) at 5.99%. This indicates that WDTE.L's price experiences larger fluctuations and is considered to be riskier than XNNS.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.LXNNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

5.99%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

11.28%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

18.43%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

19.29%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

19.29%

+2.31%