ES6Y.DE vs. WQTM.DE
ES6Y.DE (L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both Technology Equities funds - ES6Y.DE tracks the Solactive Emerging Cyber Security while WQTM.DE tracks the WisdomTree Classiq Quantum Computing Index. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. ES6Y.DE charges 0.49%/yr vs 0.50%/yr for WQTM.DE.
Performance
ES6Y.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES6Y.DE achieves a 59.99% return, which is significantly higher than WQTM.DE's 50.87% return.
ES6Y.DE
- 1D
- -0.82%
- 1M
- 24.88%
- YTD
- 59.99%
- 6M
- 53.39%
- 1Y
- 55.75%
- 3Y*
- 33.66%
- 5Y*
- —
- 10Y*
- —
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ES6Y.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ES6Y.DE L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating | 59.99% | 0.11% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between ES6Y.DE and WQTM.DE is 0.67, 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 | 0.67 |
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Return for Risk
ES6Y.DE vs. WQTM.DE — Risk / Return Rank
ES6Y.DE
WQTM.DE
ES6Y.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Cyber Security ESG Exclusions UCITS ETF USD Accumulating (ES6Y.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.
| ES6Y.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | — | — |
| Martin ratioReturn relative to average drawdown | 9.25 | — | — |
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
| ES6Y.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 3.21 | -2.22 |
Drawdowns
ES6Y.DE vs. WQTM.DE - Drawdown Comparison
The maximum ES6Y.DE drawdown since its inception was -34.72%, 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 ES6Y.DE and WQTM.DE.
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Drawdown Indicators
| ES6Y.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -24.12% | -10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -34.72% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -3.88% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -9.52% | -10.07% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | — | — |
Volatility
ES6Y.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| ES6Y.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 26.06% | 39.69% | -13.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 39.69% | -13.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.64% | 39.69% | -13.05% |
ES6Y.DE vs. WQTM.DE - Expense Ratio Comparison
ES6Y.DE has a 0.49% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
ES6Y.DE vs. WQTM.DE - Dividend Comparison
Neither ES6Y.DE nor WQTM.DE has paid dividends to shareholders.
Frequently Asked Questions
ES6Y.DE and WQTM.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES6Y.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES6Y.DE is cheaper with a 0.49% expense ratio, compared with 0.50% for WQTM.DE.
ES6Y.DE tracks Solactive Emerging Cyber Security, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.49% for ES6Y.DE and 0.50% for WQTM.DE.
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