WNDY.DE vs. WDEE.DE
WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while WDEE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 16.13%/yr for WDEE.DE. At a 0.15 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.18%/yr for WDEE.DE.
Performance
WNDY.DE vs. WDEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than WDEE.DE's 33.31% return.
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.39%
- YTD
- 17.83%
- 6M
- 17.94%
- 1Y
- 39.82%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
WDEE.DE
- 1D
- 2.19%
- 1M
- 3.35%
- YTD
- 33.31%
- 6M
- 28.18%
- 1Y
- 39.15%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
WNDY.DE vs. WDEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -17.50% |
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
Correlation
The correlation between WNDY.DE and WDEE.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.15 |
The correlation between WNDY.DE and WDEE.DE shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WNDY.DE vs. WDEE.DE — Risk / Return Rank
WNDY.DE
WDEE.DE
WNDY.DE vs. WDEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.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.
| WNDY.DE | WDEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 2.94 | +1.73 |
| Martin ratioReturn relative to average drawdown | 14.81 | 9.51 | +5.30 |
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
| WNDY.DE | WDEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.75 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.69 | -0.88 |
Drawdowns
WNDY.DE vs. WDEE.DE - Drawdown Comparison
The maximum WNDY.DE drawdown since its inception was -52.12%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and WDEE.DE.
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Drawdown Indicators
| WNDY.DE | WDEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.12% | -23.77% | -28.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -12.42% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -37.87% | -23.77% | -14.10% |
Current DrawdownCurrent decline from peak | -23.24% | -4.37% | -18.87% |
Average DrawdownAverage peak-to-trough decline | -30.02% | -7.19% | -22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.85% | -1.18% |
Volatility
WNDY.DE vs. WDEE.DE - Volatility Comparison
The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that WNDY.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNDY.DE | WDEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 7.54% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 17.53% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 20.89% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 19.94% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 19.94% | +1.10% |
WNDY.DE vs. WDEE.DE - Expense Ratio Comparison
WNDY.DE has a 0.50% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.
Dividends
WNDY.DE vs. WDEE.DE - Dividend Comparison
Neither WNDY.DE nor WDEE.DE has paid dividends to shareholders.
Frequently Asked Questions
WNDY.DE and WDEE.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.50% for WNDY.DE.
WNDY.DE tracks Solactive Wind Energy, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for WNDY.DE and 0.18% for WDEE.DE.
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