WELL.DE vs. WDTE.DE

Last updated Jun 5, 2026

WELL.DE (Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both Technology Equities funds - WELL.DE tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology while WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, WELL.DE returned 27.36%/yr vs 25.83%/yr for WDTE.DE. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.18% expense ratio.

Performance

WELL.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WELL.DE achieves a 21.22% return, which is significantly higher than WDTE.DE's 18.32% return.

WELL.DE

• 1D: -1.85%
• 1M: 12.90%
• YTD: 21.22%
• 6M: 19.95%
• 1Y: 44.12%
• 3Y*: 27.36%
• 5Y*: —
• 10Y*: —

WDTE.DE

• 1D: -2.54%
• 1M: 12.94%
• YTD: 18.32%
• 6M: 18.30%
• 1Y: 36.88%
• 3Y*: 25.83%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WELL.DE vs. WDTE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist	21.22%	9.77%	38.81%	30.67%
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc	18.32%	6.19%	42.11%	32.17%

Correlation

The correlation between WELL.DE and WDTE.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023	0.98

The correlation between WELL.DE and WDTE.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

WELL.DE vs. WDTE.DE — Risk / Return Rank

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

WELL.DE

WELL.DE Risk / Return Rank: 57
WELL.DE Sharpe Ratio Rank: 67
WELL.DE Sortino Ratio Rank: 62
WELL.DE Omega Ratio Rank: 59
WELL.DE Calmar Ratio Rank: 56
WELL.DE Martin Ratio Rank: 44

WDTE.DE

WDTE.DE Risk / Return Rank: 50
WDTE.DE Sharpe Ratio Rank: 56
WDTE.DE Sortino Ratio Rank: 52
WDTE.DE Omega Ratio Rank: 52
WDTE.DE Calmar Ratio Rank: 48
WDTE.DE Martin Ratio Rank: 40

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.

WELL.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). 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.

	WELL.DE	WDTE.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.88	+0.29
Sortino ratio: Return per unit of downside risk	2.84	2.51	+0.34
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.04
Calmar ratio: Return relative to maximum drawdown	2.71	2.33	+0.39
Martin ratio: Return relative to average drawdown	7.03	6.14	+0.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WELL.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current WELL.DE Sharpe Ratio is 2.17, which is comparable to the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of WELL.DE and WDTE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WELL.DE	WDTE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	1.88	+0.29
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	1.44	+0.08

Drawdowns

WELL.DE vs. WDTE.DE - Drawdown Comparison

The maximum WELL.DE drawdown since its inception was -28.78%, roughly equal to the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for WELL.DE and WDTE.DE.

Drawdown Indicators

	WELL.DE	WDTE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.78%	-28.19%	-0.59%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-15.79%	-0.39%
Max Drawdown (3Y) Largest decline over 3 years	-28.78%	-28.19%	-0.59%
Current Drawdown Current decline from peak	-2.72%	-3.63%	+0.91%
Average Drawdown Average peak-to-trough decline	-4.72%	-4.97%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	5.99%	+0.27%

Volatility

WELL.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist (WELL.DE) is 6.79%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that WELL.DE experiences smaller price fluctuations and is considered to be less risky than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WELL.DE	WDTE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	8.26%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	14.75%	15.09%	-0.34%
Volatility (1Y) Calculated over the trailing 1-year period	20.24%	19.51%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	21.74%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	21.74%	+0.46%

WELL.DE vs. WDTE.DE - Expense Ratio Comparison

Both WELL.DE and WDTE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

WELL.DE vs. WDTE.DE - Dividend Comparison

WELL.DE's dividend yield for the trailing twelve months is around 0.27%, while WDTE.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%
WELL.DE Amundi S&P Global Information Technology ESG UCITS ETF EUR Dist	0.27%	0.35%	0.36%	0.14%

Frequently Asked Questions

Can I hold both WELL.DE and WDTE.DE in my portfolio?

With a correlation of 0.97, WELL.DE and WDTE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, WELL.DE or WDTE.DE?

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WELL.DE or WDTE.DE?

WELL.DE and WDTE.DE have the same expense ratio: 0.18% per year.

What is the main difference between WELL.DE and WDTE.DE?

WELL.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Information Technology, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: Amundi and Invesco.