DGIT.L vs. QWTM.L

Last updated Jun 5, 2026

DGIT.L (iShares Digitalisation UCITS Acc) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds - DGIT.L tracks the MSCI World/Information Tech NR USD while QWTM.L tracks the WisdomTree Classiq Quantum Computing UCITS Index. Both are passively managed. At a 0.33 correlation, their price movements are largely independent. DGIT.L charges 0.40%/yr vs 0.50%/yr for QWTM.L.

Performance

DGIT.L vs. QWTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGIT.L achieves a 2.64% return, which is significantly lower than QWTM.L's 51.52% return.

DGIT.L

• 1D: 1.17%
• 1M: 10.23%
• YTD: 2.64%
• 6M: 0.90%
• 1Y: 1.12%
• 3Y*: 11.91%
• 5Y*: 2.10%
• 10Y*: —

QWTM.L

• 1D: -1.88%
• 1M: 20.99%
• YTD: 51.52%
• 6M: 41.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGIT.L vs. QWTM.L - Yearly Performance Comparison

	2026 (YTD)	2025
DGIT.L iShares Digitalisation UCITS Acc	2.64%	-4.30%
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc	51.52%	19.86%

Correlation

The correlation between DGIT.L and QWTM.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 4, 2025	0.33

Return for Risk

DGIT.L vs. QWTM.L — Risk / Return Rank

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

DGIT.L

DGIT.L Risk / Return Rank: 10
DGIT.L Sharpe Ratio Rank: 10
DGIT.L Sortino Ratio Rank: 10
DGIT.L Omega Ratio Rank: 10
DGIT.L Calmar Ratio Rank: 10
DGIT.L Martin Ratio Rank: 10

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.

DGIT.L vs. QWTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.L) and WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L). 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.

	DGIT.L	QWTM.L	Difference
Sharpe ratio: Return per unit of total volatility	0.07	—	—
Sortino ratio: Return per unit of downside risk	0.20	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	0.05	—	—
Martin ratio: Return relative to average drawdown	0.11	—	—
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

	DGIT.L	QWTM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	3.11	-2.65

Drawdowns

DGIT.L vs. QWTM.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, which is greater than QWTM.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for DGIT.L and QWTM.L.

Drawdown Indicators

	DGIT.L	QWTM.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.95%	-23.74%	-14.21%
Max Drawdown (1Y) Largest decline over 1 year	-22.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.95%	—	—
Current Drawdown Current decline from peak	-8.94%	-4.22%	-4.72%
Average Drawdown Average peak-to-trough decline	-11.03%	-10.21%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.16%	—	—

Volatility

Volatility by Period

	DGIT.L	QWTM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	39.18%	-23.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.37%	39.18%	-19.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.02%	39.18%	-20.16%

DGIT.L vs. QWTM.L - Expense Ratio Comparison

DGIT.L has a 0.40% expense ratio, which is lower than QWTM.L's 0.50% expense ratio.

Dividends

DGIT.L vs. QWTM.L - Dividend Comparison

Neither DGIT.L nor QWTM.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGIT.L and QWTM.L in my portfolio?

DGIT.L and QWTM.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGIT.L or QWTM.L?

On fees, DGIT.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DGIT.L or QWTM.L?

DGIT.L is cheaper with a 0.40% expense ratio, compared with 0.50% for QWTM.L.

What is the main difference between DGIT.L and QWTM.L?

DGIT.L tracks MSCI World/Information Tech NR USD, while QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for DGIT.L and 0.50% for QWTM.L.