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WTI2.DE vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTI2.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.

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

WTI2.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

WTI2.DE
WTI2.DE Risk / Return Rank: 7676
Overall Rank
WTI2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WTI2.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WTI2.DE Omega Ratio Rank: 6767
Omega Ratio Rank
WTI2.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
WTI2.DE Martin Ratio Rank: 7878
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3636
Overall Rank
WDTE.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3131
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.

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.DEWDTE.DEDifference
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

WTI2.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current WTI2.DE Sharpe Ratio is 2.01, which is higher than the WDTE.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of WTI2.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.


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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.DEWDTE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.00%

-6.96%

-2.04%

Average Drawdown

Average peak-to-trough decline

-11.10%

-5.05%

-6.05%

Ulcer Index

Depth 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.DEWDTE.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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