QUTM.DE vs. WQTM

Last updated Jun 26, 2026

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. Their correlation of 0.83 suggests significant overlap in exposure. QUTM.DE charges 0.55%/yr vs 0.45%/yr for WQTM.

Performance

QUTM.DE vs. WQTM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and WisdomTree Quantum Computing Fund (WQTM). The values are adjusted to include any dividend payments, if applicable.

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 23.86% return, which is significantly lower than WQTM's 45.56% return.

QUTM.DE

• 1D: -1.33%
• 1M: -5.99%
• YTD: 23.86%
• 6M: 22.33%
• 1Y: 49.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WQTM

• 1D: -0.78%
• 1M: -3.60%
• YTD: 45.56%
• 6M: 41.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QUTM.DE vs. WQTM - Yearly Performance Comparison

	2026 (YTD)	2025
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc	23.86%	-10.77%
WQTM WisdomTree Quantum Computing Fund	45.56%	-14.67%

Correlation

The correlation between QUTM.DE and WQTM is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	0.83

Return for Risk

QUTM.DE vs. WQTM — Risk / Return Rank

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

QUTM.DE

QUTM.DE Risk / Return Rank: 43
QUTM.DE Sharpe Ratio Rank: 48
QUTM.DE Sortino Ratio Rank: 44
QUTM.DE Omega Ratio Rank: 42
QUTM.DE Calmar Ratio Rank: 45
QUTM.DE Martin Ratio Rank: 35

WQTM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QUTM.DE	WQTM	Difference
Sharpe ratio: Return per unit of total volatility	1.46	—	—
Sortino ratio: Return per unit of downside risk	1.99	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.99	—	—
Martin ratio: Return relative to average drawdown	4.79	—	—

Drawdowns

QUTM.DE vs. WQTM - Drawdown Comparison

The maximum QUTM.DE drawdown since its inception was -24.77%, 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.

Drawdown Indicators

	QUTM.DE	WQTM	Difference
Max Drawdown Largest peak-to-trough decline	-24.77%	-24.94%	+0.17%
Max Drawdown (1Y) Largest decline over 1 year	-24.77%	—	—
Current Drawdown Current decline from peak	-11.10%	-9.71%	-1.39%
Average Drawdown Average peak-to-trough decline	-7.79%	-11.65%	+3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.29%	—	—

Volatility

Volatility by Period

	QUTM.DE	WQTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.53%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	33.64%	42.42%	-8.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.19%	42.42%	-9.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.19%	42.42%	-9.23%

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.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QUTM.DE and WQTM in my portfolio?

QUTM.DE and WQTM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QUTM.DE or WQTM?

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.

Which ETF is cheaper, QUTM.DE or WQTM?

WQTM is cheaper with a 0.45% expense ratio, compared with 0.55% for QUTM.DE.

What is the main difference between QUTM.DE and WQTM?

They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.55% for QUTM.DE and 0.45% for WQTM.