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CSTA.DE vs. WQTM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTA.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.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, CSTA.DE achieves a 26.81% return, which is significantly lower than WQTM.DE's 50.87% return.


CSTA.DE

1D
1.41%
1M
13.62%
YTD
26.81%
6M
24.26%
1Y
24.46%
3Y*
14.19%
5Y*
8.98%
10Y*
13.18%

WQTM.DE

1D
-1.39%
1M
17.46%
YTD
50.87%
6M
44.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTA.DE vs. WQTM.DE - Yearly Performance Comparison


Correlation

The correlation between CSTA.DE and WQTM.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 3, 2025

0.61

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Return for Risk

CSTA.DE vs. WQTM.DE — Risk / Return Rank

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

CSTA.DE
CSTA.DE Risk / Return Rank: 3131
Overall Rank
CSTA.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSTA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
CSTA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
CSTA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
CSTA.DE Martin Ratio Rank: 3030
Martin Ratio Rank

WQTM.DE
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.

CSTA.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.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.


CSTA.DEWQTM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

4.37

CSTA.DE vs. WQTM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSTA.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

3.21

-2.68

Drawdowns

CSTA.DE vs. WQTM.DE - Drawdown Comparison

The maximum CSTA.DE drawdown since its inception was -40.24%, 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 CSTA.DE and WQTM.DE.


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Drawdown Indicators


CSTA.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-24.12%

-16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

Max Drawdown (3Y)

Largest decline over 3 years

-23.86%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

0.00%

-3.88%

+3.88%

Average Drawdown

Average peak-to-trough decline

-8.76%

-10.07%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

Volatility

CSTA.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


CSTA.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

39.69%

-16.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

39.69%

-14.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

39.69%

-16.36%

CSTA.DE vs. WQTM.DE - Expense Ratio Comparison

CSTA.DE has a 0.30% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Dividends

CSTA.DE vs. WQTM.DE - Dividend Comparison

Neither CSTA.DE nor WQTM.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CSTA.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Dist
0.00%0.00%0.77%0.59%1.04%0.52%0.55%1.26%1.49%0.09%
WQTM.DE
WisdomTree Quantum Computing UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSTA.DE and WQTM.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSTA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSTA.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for WQTM.DE.

CSTA.DE tracks STOXX® Europe 600 Technology, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.30% for CSTA.DE and 0.50% for WQTM.DE.

Portfolio Optimizer

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