WF1E.DE vs. ^GSPC
WF1E.DE (Invesco S&P World Financials ESG UCITS ETF Acc) is Financials Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials, while ^GSPC (S&P 500 Index) is an index. At a 0.44 correlation, their price movements are largely independent.
Performance
WF1E.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
WF1E.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WF1E.DE achieves a 1.34% return, which is significantly lower than ^GSPC's 12.06% return.
WF1E.DE
- 1D
- 1.98%
- 1M
- 1.45%
- YTD
- 1.34%
- 6M
- 5.57%
- 1Y
- 10.72%
- 3Y*
- 20.18%
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- 0.00%
- 1M
- 4.16%
- YTD
- 12.06%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WF1E.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | 1.34% | 8.39% |
^GSPC S&P 500 Index | 9.98% | 10.65% |
Correlation
The correlation between WF1E.DE and ^GSPC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.44 |
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Return for Risk
WF1E.DE vs. ^GSPC — Risk / Return Rank
WF1E.DE
^GSPC
WF1E.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and S&P 500 Index (^GSPC). 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.
| WF1E.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | — | — |
| Martin ratioReturn relative to average drawdown | 3.65 | — | — |
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
| WF1E.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 1.98 | -0.65 |
Drawdowns
WF1E.DE vs. ^GSPC - Drawdown Comparison
The maximum WF1E.DE drawdown since its inception was -19.97%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for WF1E.DE and ^GSPC.
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Drawdown Indicators
| WF1E.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.97% | -7.57% | -12.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.97% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -0.20% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -1.39% | -1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | — | — |
Volatility
WF1E.DE vs. ^GSPC - Volatility Comparison
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Volatility by Period
| WF1E.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.22% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 12.22% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.49% | 12.22% | +2.27% |
Frequently Asked Questions
WF1E.DE and ^GSPC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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