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

Performance

EXAG.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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, EXAG.DE achieves a 23.44% return, which is significantly lower than WQTM.DE's 50.87% return.


EXAG.DE

1D
-1.00%
1M
-3.06%
YTD
23.44%
6M
33.80%
1Y
60.10%
3Y*
18.34%
5Y*
10Y*

WQTM.DE

1D
-1.39%
1M
21.19%
YTD
50.87%
6M
43.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EXAG.DE and WQTM.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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Return for Risk

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

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

EXAG.DE
EXAG.DE Risk / Return Rank: 8181
Overall Rank
EXAG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EXAG.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
EXAG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EXAG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EXAG.DE Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

5.01

Martin ratioReturn relative to average drawdown

17.27

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


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Sharpe Ratios by Period


EXAG.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

3.21

-2.68

Drawdowns

EXAG.DE vs. WQTM.DE - Drawdown Comparison

The maximum EXAG.DE drawdown since its inception was -35.04%, 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 EXAG.DE and WQTM.DE.


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Drawdown Indicators


EXAG.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-24.12%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

Current Drawdown

Current decline from peak

-6.47%

-3.88%

-2.59%

Average Drawdown

Average peak-to-trough decline

-21.25%

-10.07%

-11.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

Volatility

EXAG.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


EXAG.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

39.69%

-17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

39.69%

-18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

39.69%

-18.89%

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

EXAG.DE has a 0.60% expense ratio, which is higher than WQTM.DE's 0.50% expense ratio.


Dividends

EXAG.DE vs. WQTM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EXAG.DE and WQTM.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WQTM.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WQTM.DE is cheaper with a 0.50% expense ratio, compared with 0.60% for EXAG.DE.

EXAG.DE is categorized as Commodities, while WQTM.DE is Technology Equities. EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged), while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.60% for EXAG.DE and 0.50% for WQTM.DE.

Portfolio Optimizer

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