MTVR.DE vs. WQTM.DE
MTVR.DE (L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both Technology Equities funds - MTVR.DE tracks the iStoxx Access Metaverse while WQTM.DE tracks the WisdomTree Classiq Quantum Computing Index. Both are passively managed. A 0.68 correlation means they provide meaningful diversification when combined. MTVR.DE charges 0.39%/yr vs 0.50%/yr for WQTM.DE.
Performance
MTVR.DE vs. WQTM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MTVR.DE achieves a 72.46% return, which is significantly higher than WQTM.DE's 50.87% return.
MTVR.DE
- 1D
- -3.30%
- 1M
- 18.95%
- YTD
- 72.46%
- 6M
- 74.69%
- 1Y
- 123.79%
- 3Y*
- 48.38%
- 5Y*
- —
- 10Y*
- —
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTVR.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MTVR.DE L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating | 72.46% | 23.42% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between MTVR.DE and WQTM.DE is 0.68, 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 | 0.68 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MTVR.DE vs. WQTM.DE — Risk / Return Rank
MTVR.DE
WQTM.DE
MTVR.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.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.
| MTVR.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.70 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 9.91 | — | — |
| Martin ratioReturn relative to average drawdown | 36.18 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MTVR.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.72 | 3.21 | -1.49 |
Drawdowns
MTVR.DE vs. WQTM.DE - Drawdown Comparison
The maximum MTVR.DE drawdown since its inception was -30.86%, 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 MTVR.DE and WQTM.DE.
Loading charts...
Drawdown Indicators
| MTVR.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -24.12% | -6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | — | — |
Current DrawdownCurrent decline from peak | -3.30% | -3.88% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -10.07% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | — | — |
Volatility
MTVR.DE vs. WQTM.DE - Volatility Comparison
Loading charts...
Volatility by Period
| MTVR.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 39.69% | -13.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 39.69% | -14.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.35% | 39.69% | -14.34% |
MTVR.DE vs. WQTM.DE - Expense Ratio Comparison
MTVR.DE has a 0.39% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
MTVR.DE vs. WQTM.DE - Dividend Comparison
Neither MTVR.DE nor WQTM.DE has paid dividends to shareholders.
Frequently Asked Questions
MTVR.DE and WQTM.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MTVR.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MTVR.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for WQTM.DE.
MTVR.DE tracks iStoxx Access Metaverse, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.39% for MTVR.DE and 0.50% for WQTM.DE.
Find the right allocation for MTVR.DE and WQTM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer