QUTM.DE vs. WQTM
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and WQTM (WisdomTree Quantum Computing Fund) are both Technology Equities funds. QUTM.DE is passively managed, while WQTM is actively managed. A 0.68 correlation means they provide meaningful diversification when combined. QUTM.DE charges 0.55%/yr vs 0.45%/yr for WQTM.
Performance
QUTM.DE vs. WQTM - Performance Comparison
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Different Trading Currencies
QUTM.DE is traded in EUR, while WQTM is traded in USD. To make them comparable, the WQTM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, QUTM.DE achieves a 33.86% return, which is significantly lower than WQTM's 53.82% return.
QUTM.DE
- 1D
- -1.49%
- 1M
- 18.24%
- YTD
- 33.86%
- 6M
- 29.29%
- 1Y
- 59.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WQTM
- 1D
- -1.09%
- 1M
- 20.00%
- YTD
- 53.82%
- 6M
- 42.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUTM.DE vs. WQTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 33.86% | -10.60% |
WQTM WisdomTree Quantum Computing Fund | 53.82% | -15.86% |
Correlation
The correlation between QUTM.DE and WQTM 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 Oct 10, 2025 | 0.68 |
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Return for Risk
QUTM.DE vs. WQTM — Risk / Return Rank
QUTM.DE
WQTM
QUTM.DE vs. WQTM - 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 WisdomTree Quantum Computing Fund (WQTM). 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 | WQTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | — | — |
| Martin ratioReturn relative to average drawdown | 5.81 | — | — |
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 | WQTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 1.19 | +0.51 |
Drawdowns
QUTM.DE vs. WQTM - Drawdown Comparison
The maximum QUTM.DE drawdown since its inception was -23.74%, roughly equal to the maximum WQTM drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and WQTM.
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Drawdown Indicators
| QUTM.DE | WQTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.74% | -24.94% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -23.74% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -4.59% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -11.89% | +4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | — | — |
Volatility
QUTM.DE vs. WQTM - Volatility Comparison
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Volatility by Period
| QUTM.DE | WQTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.14% | 41.19% | -11.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 41.19% | -11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 41.19% | -11.03% |
QUTM.DE vs. WQTM - Expense Ratio Comparison
QUTM.DE has a 0.55% expense ratio, which is higher than WQTM's 0.45% expense ratio.
Dividends
QUTM.DE vs. WQTM - Dividend Comparison
Neither QUTM.DE nor WQTM has paid dividends to shareholders.
Frequently Asked Questions
QUTM.DE and WQTM 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, WQTM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WQTM is cheaper with a 0.45% expense ratio, compared with 0.55% for QUTM.DE.
They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.55% for QUTM.DE and 0.45% for WQTM.
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