QUTM.DE vs. WDTE.DE
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and WDTE.DE (Invesco S&P World Information Technology ESG UCITS ETF Acc) are both Technology Equities funds - QUTM.DE tracks the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR) while WDTE.DE tracks the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. Both are passively managed. Over the past year, QUTM.DE returned 59.20% vs 36.88% for WDTE.DE. A 0.63 correlation means they provide meaningful diversification when combined. QUTM.DE charges 0.55%/yr vs 0.18%/yr for WDTE.DE.
Performance
QUTM.DE vs. WDTE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUTM.DE achieves a 33.86% return, which is significantly higher than WDTE.DE's 18.32% return.
QUTM.DE
- 1D
- -1.49%
- 1M
- 18.24%
- YTD
- 33.86%
- 6M
- 29.29%
- 1Y
- 59.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WDTE.DE
- 1D
- -2.54%
- 1M
- 12.94%
- YTD
- 18.32%
- 6M
- 18.30%
- 1Y
- 36.88%
- 3Y*
- 25.83%
- 5Y*
- —
- 10Y*
- —
QUTM.DE vs. WDTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 33.86% | 14.59% |
WDTE.DE Invesco S&P World Information Technology ESG UCITS ETF Acc | 18.32% | 18.22% |
Correlation
The correlation between QUTM.DE and WDTE.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 27, 2025 | 0.63 |
The correlation between QUTM.DE and WDTE.DE has been stable across timeframes, ranging from 0.63 to 0.63 - a consistent structural relationship.
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Return for Risk
QUTM.DE vs. WDTE.DE — Risk / Return Rank
QUTM.DE
WDTE.DE
QUTM.DE vs. WDTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.
| QUTM.DE | WDTE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.33 | +0.16 |
| Martin ratioReturn relative to average drawdown | 5.81 | 6.14 | -0.33 |
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
| QUTM.DE | WDTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.88 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 1.44 | +0.27 |
Drawdowns
QUTM.DE vs. WDTE.DE - Drawdown Comparison
The maximum QUTM.DE drawdown since its inception was -23.74%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and WDTE.DE.
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Drawdown Indicators
| QUTM.DE | WDTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.74% | -28.19% | +4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -23.74% | -15.79% | -7.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -3.42% | -3.63% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -4.97% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | 5.99% | +4.16% |
Volatility
QUTM.DE vs. WDTE.DE - Volatility Comparison
VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a higher volatility of 12.36% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 8.26%. This indicates that QUTM.DE's price experiences larger fluctuations and is considered to be riskier than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUTM.DE | WDTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 8.26% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 15.09% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.14% | 19.51% | +10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 21.74% | +8.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 21.74% | +8.42% |
QUTM.DE vs. WDTE.DE - Expense Ratio Comparison
QUTM.DE has a 0.55% expense ratio, which is higher than WDTE.DE's 0.18% expense ratio.
Dividends
QUTM.DE vs. WDTE.DE - Dividend Comparison
Neither QUTM.DE nor WDTE.DE has paid dividends to shareholders.
Frequently Asked Questions
QUTM.DE and WDTE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.55% for QUTM.DE.
QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.55% for QUTM.DE and 0.18% for WDTE.DE.
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