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

Performance

XDWT.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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, XDWT.DE achieves a 25.23% return, which is significantly higher than WDTE.DE's 18.32% return.


XDWT.DE

1D
-2.03%
1M
14.75%
YTD
25.23%
6M
23.98%
1Y
48.86%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%

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)

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


2026 (YTD)202520242023
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%27.61%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%

Correlation

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

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Return for Risk

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

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

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


XDWT.DEWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.38

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

3.12

2.33

+0.79

Martin ratioReturn relative to average drawdown

8.24

6.14

+2.10

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

The current XDWT.DE Sharpe Ratio is 2.38, which is comparable to the WDTE.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XDWT.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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Sharpe Ratios by Period


XDWT.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.88

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.44

-0.35

Drawdowns

XDWT.DE vs. WDTE.DE - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -31.61%, 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 XDWT.DE and WDTE.DE.


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Drawdown Indicators


XDWT.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.61%

-28.19%

-3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-15.79%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-28.19%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

Current Drawdown

Current decline from peak

-2.61%

-3.63%

+1.02%

Average Drawdown

Average peak-to-trough decline

-5.82%

-4.97%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

5.99%

-0.08%

Volatility

XDWT.DE vs. WDTE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 7.11%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.26%. This indicates that XDWT.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.


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Volatility by Period


XDWT.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

8.26%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

15.09%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

19.51%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

21.74%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

21.74%

-0.28%

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

XDWT.DE has a 0.25% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDWT.DE vs. WDTE.DE - Dividend Comparison

Neither XDWT.DE nor WDTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XDWT.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.

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 0.25% for XDWT.DE.

XDWT.DE tracks MSCI World/Information Tech NR USD, while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDWT.DE and 0.18% for WDTE.DE.

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