E908.DE vs. WQTM.DE
E908.DE (Amundi TecDAX UCITS ETF Dist) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both Technology Equities funds - E908.DE tracks the TecDAX® while WQTM.DE tracks the WisdomTree Classiq Quantum Computing Index. Both are passively managed. A 0.52 correlation means they provide meaningful diversification when combined. E908.DE charges 0.40%/yr vs 0.50%/yr for WQTM.DE.
Performance
E908.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E908.DE achieves a 15.75% return, which is significantly lower than WQTM.DE's 50.87% return.
E908.DE
- 1D
- 0.58%
- 1M
- 10.06%
- YTD
- 15.75%
- 6M
- 16.03%
- 1Y
- 5.63%
- 3Y*
- 8.69%
- 5Y*
- 3.88%
- 10Y*
- —
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
E908.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
E908.DE Amundi TecDAX UCITS ETF Dist | 15.75% | -0.44% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between E908.DE and WQTM.DE is 0.52, 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 | 0.52 |
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Return for Risk
E908.DE vs. WQTM.DE — Risk / Return Rank
E908.DE
WQTM.DE
E908.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi TecDAX UCITS ETF Dist (E908.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.
| E908.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.07 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | — | — |
| Martin ratioReturn relative to average drawdown | 0.84 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| E908.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 3.21 | -2.73 |
Drawdowns
E908.DE vs. WQTM.DE - Drawdown Comparison
The maximum E908.DE drawdown since its inception was -34.82%, 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 E908.DE and WQTM.DE.
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Drawdown Indicators
| E908.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.82% | -24.12% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -15.93% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.82% | — | — |
Current DrawdownCurrent decline from peak | -1.00% | -3.88% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -10.07% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | — | — |
Volatility
E908.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| E908.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 39.69% | -21.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 39.69% | -20.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 39.69% | -20.32% |
E908.DE vs. WQTM.DE - Expense Ratio Comparison
E908.DE has a 0.40% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
E908.DE vs. WQTM.DE - Dividend Comparison
E908.DE's dividend yield for the trailing twelve months is around 0.86%, while WQTM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
E908.DE Amundi TecDAX UCITS ETF Dist | 0.86% | 1.00% | 1.00% | 1.71% | 1.08% | 0.50% | 0.60% | 0.93% | 0.90% | 0.84% |
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
E908.DE and WQTM.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E908.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E908.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for WQTM.DE.
E908.DE tracks TecDAX®, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.40% for E908.DE and 0.50% for WQTM.DE.
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