HERG.L vs. QWTM.L
HERG.L (Global X Video Games & Esports UCITS ETF Dist GBP) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds - HERG.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 0.39 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.
Performance
HERG.L vs. QWTM.L - Performance Comparison
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Different Trading Currencies
HERG.L is traded in GBP, while QWTM.L is traded in GBp. To make them comparable, the QWTM.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, HERG.L achieves a -14.16% return, which is significantly lower than QWTM.L's 51.52% return.
HERG.L
- 1D
- -1.57%
- 1M
- -3.55%
- YTD
- -14.16%
- 6M
- -16.63%
- 1Y
- -14.51%
- 3Y*
- 5.09%
- 5Y*
- -4.07%
- 10Y*
- —
QWTM.L
- 1D
- -1.88%
- 1M
- 20.99%
- YTD
- 51.52%
- 6M
- 41.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HERG.L vs. QWTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HERG.L Global X Video Games & Esports UCITS ETF Dist GBP | -14.16% | -7.35% |
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 51.52% | 19.86% |
Correlation
The correlation between HERG.L and QWTM.L is 0.39, 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 | 0.39 |
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Return for Risk
HERG.L vs. QWTM.L — Risk / Return Rank
HERG.L
QWTM.L
HERG.L vs. QWTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Dist GBP (HERG.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.
| HERG.L | QWTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.88 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | — | — |
| Martin ratioReturn relative to average drawdown | -1.08 | — | — |
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
| HERG.L | QWTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 3.11 | -3.32 |
Drawdowns
HERG.L vs. QWTM.L - Drawdown Comparison
The maximum HERG.L drawdown since its inception was -48.02%, 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 HERG.L and QWTM.L.
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Drawdown Indicators
| HERG.L | QWTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -23.74% | -24.28% |
Max Drawdown (1Y)Largest decline over 1 year | -24.96% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.40% | — | — |
Current DrawdownCurrent decline from peak | -32.54% | -4.22% | -28.32% |
Average DrawdownAverage peak-to-trough decline | -30.34% | -10.21% | -20.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | — | — |
Volatility
HERG.L vs. QWTM.L - Volatility Comparison
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Volatility by Period
| HERG.L | QWTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 39.18% | -21.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.13% | 39.18% | -19.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 39.18% | -18.78% |
HERG.L vs. QWTM.L - Expense Ratio Comparison
Both HERG.L and QWTM.L have an expense ratio of 0.50%.
Dividends
HERG.L vs. QWTM.L - Dividend Comparison
HERG.L's dividend yield for the trailing twelve months is around 0.97%, while QWTM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
HERG.L Global X Video Games & Esports UCITS ETF Dist GBP | 0.97% | 0.24% | 0.37% | 0.00% | 0.01% | 0.07% |
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HERG.L and QWTM.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
HERG.L and QWTM.L have the same expense ratio: 0.50% per year.
HERG.L tracks MSCI World/Information Tech NR USD, while QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index. They also come from different issuers: Global X and WisdomTree.
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