DRAM vs. WQTM

Last updated Jun 4, 2026

DRAM (Roundhill Memory ETF) and WQTM (WisdomTree Quantum Computing Fund) are both Technology Equities funds. Both are actively managed. A 0.57 correlation means they provide meaningful diversification when combined. DRAM charges 0.65%/yr vs 0.45%/yr for WQTM.

Performance

DRAM vs. WQTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Memory ETF (DRAM) and WisdomTree Quantum Computing Fund (WQTM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DRAM

• 1D: 0.20%
• 1M: 64.14%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WQTM

• 1D: -3.80%
• 1M: 23.76%
• YTD: 53.55%
• 6M: 48.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRAM vs. WQTM - Yearly Performance Comparison

	2026 (YTD)
DRAM Roundhill Memory ETF	151.12%
WQTM WisdomTree Quantum Computing Fund	57.17%

Correlation

The correlation between DRAM and WQTM is 0.57, 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 Apr 6, 2026	0.57

Return for Risk

DRAM vs. WQTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Memory ETF (DRAM) and WisdomTree Quantum Computing Fund (WQTM). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DRAM	WQTM	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	341.95	1.26	+340.70

Drawdowns

DRAM vs. WQTM - Drawdown Comparison

The maximum DRAM drawdown since its inception was -10.46%, smaller than the maximum WQTM drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for DRAM and WQTM.

Drawdown Indicators

	DRAM	WQTM	Difference
Max Drawdown Largest peak-to-trough decline	-10.46%	-26.13%	+15.67%
Current Drawdown Current decline from peak	0.00%	-3.80%	+3.80%
Average Drawdown Average peak-to-trough decline	-1.64%	-11.75%	+10.11%

Volatility

Volatility by Period

	DRAM	WQTM	Difference
Volatility (1Y) Calculated over the trailing 1-year period	73.92%	41.98%	+31.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.92%	41.98%	+31.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.92%	41.98%	+31.94%

DRAM vs. WQTM - Expense Ratio Comparison

DRAM has a 0.65% expense ratio, which is higher than WQTM's 0.45% expense ratio.

Dividends

DRAM vs. WQTM - Dividend Comparison

Neither DRAM nor WQTM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DRAM and WQTM in my portfolio?

DRAM and WQTM have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRAM or WQTM?

On fees, WQTM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DRAM or WQTM?

WQTM is cheaper with a 0.45% expense ratio, compared with 0.65% for DRAM.

Which ETF pays a higher dividend yield, DRAM or WQTM?

DRAM and WQTM have nearly identical dividend yields, around 0.00%.

What is the main difference between DRAM and WQTM?

They also come from different issuers: Roundhill and WisdomTree. Their fees differ too: 0.65% for DRAM and 0.45% for WQTM.