WTI2.DE vs. WDTE.DE
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both Technology Equities funds - WTI2.DE tracks the Nasdaq CTA Artificial Intelligence while WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past 3 years, WTI2.DE returned 25.52%/yr vs 23.37%/yr for WDTE.DE. Their correlation of 0.80 suggests significant overlap in exposure. WTI2.DE charges 0.40%/yr vs 0.18%/yr for WDTE.DE.
Performance
WTI2.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTI2.DE achieves a 37.94% return, which is significantly higher than WDTE.DE's 14.23% return.
WTI2.DE
- 1D
- -2.36%
- 1M
- -6.99%
- 6M
- 31.29%
- YTD
- 37.94%
- 1Y
- 59.68%
- 3Y*
- 25.52%
- 5Y*
- 14.68%
- 10Y*
- —
WDTE.DE
- 1D
- 0.00%
- 1M
- -1.48%
- 6M
- 15.60%
- YTD
- 14.23%
- 1Y
- 24.13%
- 3Y*
- 23.37%
- 5Y*
- —
- 10Y*
- —
WTI2.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 37.94% | 9.72% | 18.67% | 28.06% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 14.23% | 6.19% | 42.11% | 32.50% |
Correlation
The correlation between WTI2.DE and WDTE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2023 | 0.80 |
The correlation between WTI2.DE and WDTE.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
WTI2.DE vs. WDTE.DE — Risk / Return Rank
WTI2.DE
WDTE.DE
WTI2.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTI2.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 1.54 | +2.40 |
| Martin ratioReturn relative to average drawdown | 11.82 | 3.73 | +8.09 |
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Drawdowns
WTI2.DE vs. WDTE.DE - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than WDTE.DE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and WDTE.DE.
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Drawdown Indicators
| WTI2.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -28.19% | -11.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -15.79% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -28.19% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | — | — |
Current DrawdownCurrent decline from peak | -9.00% | -6.96% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -5.05% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 6.49% | -1.45% |
Volatility
WTI2.DE vs. WDTE.DE - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 11.66% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 6.64%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTI2.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.66% | 6.64% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.95% | 16.76% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.52% | 21.13% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.06% | 21.89% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 21.89% | +5.66% |
WTI2.DE vs. WDTE.DE - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
WTI2.DE vs. WDTE.DE - Dividend Comparison
Neither WTI2.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE and WDTE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for WTI2.DE.
WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.40% for WTI2.DE and 0.18% for WDTE.DE.
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