PortfoliosLab logoPortfoliosLab logo
QUTM.DE vs. WQTM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUTM.DE vs. WQTM.DE - 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 UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Returns By Period

In the year-to-date period, QUTM.DE achieves a -7.43% return, which is significantly lower than WQTM.DE's -3.68% return.


QUTM.DE

1D
5.09%
1M
-5.66%
YTD
-7.43%
6M
-7.97%
1Y
3Y*
5Y*
10Y*

WQTM.DE

1D
3.87%
1M
-5.73%
YTD
-3.68%
6M
-4.97%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

QUTM.DE has a 0.55% expense ratio, which is higher than WQTM.DE's 0.50% expense ratio.


Return for Risk

QUTM.DE vs. WQTM.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 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.


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

QUTM.DE vs. WQTM.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


QUTM.DEWQTM.DEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.88

-0.63

Correlation

The correlation between QUTM.DE and WQTM.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QUTM.DE vs. WQTM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

QUTM.DE vs. WQTM.DE - Drawdown Comparison

The maximum QUTM.DE drawdown since its inception was -23.74%, roughly equal to the maximum WQTM.DE drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and WQTM.DE.


Loading graphics...

Drawdown Indicators


QUTM.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-24.12%

+0.38%

Current Drawdown

Current decline from peak

-19.86%

-20.10%

+0.24%

Average Drawdown

Average peak-to-trough decline

-8.05%

-11.69%

+3.64%

Volatility

QUTM.DE vs. WQTM.DE - Volatility Comparison


Loading graphics...

Volatility by Period


QUTM.DEWQTM.DEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

28.68%

37.91%

-9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.68%

37.91%

-9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

37.91%

-9.23%