OD7F.DE vs. WQTM.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE).

OD7F.DE and WQTM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OD7F.DE is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg WTI Crude Oil Multi-Tenor Index. It was launched on Sep 27, 2006. WQTM.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Classiq Quantum Computing Index. It was launched on Aug 27, 2025. Both OD7F.DE and WQTM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

OD7F.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

OD7F.DE vs. WQTM.DE - Yearly Performance Comparison

	2026 (YTD)	2025
OD7F.DE WisdomTree WTI Crude Oil	56.49%	-9.36%
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	-4.93%	23.65%

Different Trading Currencies

OD7F.DE is traded in USD, while WQTM.DE is traded in EUR. To make them comparable, the WQTM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OD7F.DE achieves a 56.49% return, which is significantly higher than WQTM.DE's -4.93% return.

OD7F.DE

• 1D: -7.04%
• 1M: 27.70%
• YTD: 56.49%
• 6M: 49.16%
• 1Y: 27.52%
• 3Y*: 14.34%
• 5Y*: 21.23%
• 10Y*: 7.39%

WQTM.DE

• 1D: 4.25%
• 1M: -6.49%
• YTD: -4.93%
• 6M: -6.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

OD7F.DE vs. WQTM.DE - Expense Ratio Comparison

OD7F.DE has a 0.49% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.

WQTM.DE

WisdomTree Quantum Computing UCITS ETF USD Accumulating

OD7F.DE

WisdomTree WTI Crude Oil

Return for Risk

OD7F.DE vs. WQTM.DE — Risk / Return Rank

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

OD7F.DE

OD7F.DE Risk / Return Rank: 35
OD7F.DE Sharpe Ratio Rank: 34
OD7F.DE Sortino Ratio Rank: 37
OD7F.DE Omega Ratio Rank: 35
OD7F.DE Calmar Ratio Rank: 42
OD7F.DE Martin Ratio Rank: 25

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.

OD7F.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.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.

	OD7F.DE	WQTM.DE	Difference
Sharpe ratio Return per unit of total volatility	0.70	—	—
Sortino ratio Return per unit of downside risk	1.16	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.29	—	—
Martin ratio Return relative to average drawdown	2.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	OD7F.DE	WQTM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.85	-0.98

Correlation

The correlation between OD7F.DE and WQTM.DE is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

OD7F.DE vs. WQTM.DE - Dividend Comparison

Neither OD7F.DE nor WQTM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OD7F.DE vs. WQTM.DE - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than WQTM.DE's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and WQTM.DE.

Drawdown Indicators

	OD7F.DE	WQTM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-96.85%	-24.12%	-72.73%
Max Drawdown (1Y) Largest decline over 1 year	-22.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-82.12%	—	—
Current Drawdown Current decline from peak	-78.37%	-20.10%	-58.27%
Average Drawdown Average peak-to-trough decline	-74.16%	-11.69%	-62.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.31%	—	—

Volatility

Volatility by Period

	OD7F.DE	WQTM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	39.06%	38.20%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.76%	38.20%	-3.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.18%	38.20%	-0.02%