3GLD.DE vs. WQTM.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Gold 3x Daily Leveraged ETC (3GLD.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE).

3GLD.DE and WQTM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 3GLD.DE is a passively managed fund by WisdomTree that tracks the performance of the Solactive Gold Commodity Futures SL Index. It was launched on Dec 20, 2012. WQTM.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Classiq Quantum Computing Index. It was launched on Aug 27, 2025. Both 3GLD.DE and WQTM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

3GLD.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Gold 3x Daily Leveraged ETC (3GLD.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

3GLD.DE vs. WQTM.DE - Yearly Performance Comparison

	2026 (YTD)	2025
3GLD.DE WisdomTree Gold 3x Daily Leveraged ETC	8.65%	73.57%
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	-3.68%	22.54%

Returns By Period

In the year-to-date period, 3GLD.DE achieves a 8.65% return, which is significantly higher than WQTM.DE's -3.68% return.

3GLD.DE

• 1D: 9.78%
• 1M: -29.46%
• YTD: 8.65%
• 6M: 45.50%
• 1Y: 115.85%
• 3Y*: 76.37%
• 5Y*: —
• 10Y*: —

WQTM.DE

• 1D: 3.87%
• 1M: -5.73%
• YTD: -3.68%
• 6M: -4.97%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

3GLD.DE vs. WQTM.DE - Expense Ratio Comparison

3GLD.DE has a 0.99% expense ratio, which is higher than WQTM.DE's 0.50% expense ratio.

3GLD.DE

WisdomTree Gold 3x Daily Leveraged ETC

WQTM.DE

WisdomTree Quantum Computing UCITS ETF USD Accumulating

Return for Risk

3GLD.DE vs. WQTM.DE — Risk / Return Rank

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

3GLD.DE

3GLD.DE Risk / Return Rank: 73
3GLD.DE Sharpe Ratio Rank: 78
3GLD.DE Sortino Ratio Rank: 73
3GLD.DE Omega Ratio Rank: 72
3GLD.DE Calmar Ratio Rank: 77
3GLD.DE Martin Ratio Rank: 65

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.

3GLD.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Gold 3x Daily Leveraged ETC (3GLD.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.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.

	3GLD.DE	WQTM.DE	Difference
Sharpe ratio Return per unit of total volatility	1.54	—	—
Sortino ratio Return per unit of downside risk	1.96	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	2.39	—	—
Martin ratio Return relative to average drawdown	7.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	3GLD.DE	WQTM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.39	0.88	+0.52

Correlation

The correlation between 3GLD.DE and WQTM.DE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

3GLD.DE vs. WQTM.DE - Dividend Comparison

Neither 3GLD.DE nor WQTM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

3GLD.DE vs. WQTM.DE - Drawdown Comparison

The maximum 3GLD.DE drawdown since its inception was -48.79%, which is greater than WQTM.DE's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for 3GLD.DE and WQTM.DE.

Drawdown Indicators

	3GLD.DE	WQTM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-48.79%	-24.12%	-24.67%
Max Drawdown (1Y) Largest decline over 1 year	-48.79%	—	—
Current Drawdown Current decline from peak	-34.65%	-20.10%	-14.55%
Average Drawdown Average peak-to-trough decline	-10.48%	-11.69%	+1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.89%	—	—

Volatility

Volatility by Period

	3GLD.DE	WQTM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	66.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	74.95%	37.91%	+37.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.97%	37.91%	+14.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.97%	37.91%	+14.06%