QWTM.L vs. EMQP.L
QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) and EMQP.L (EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating) are both Technology Equities funds - QWTM.L tracks the WisdomTree Classiq Quantum Computing UCITS Index while EMQP.L tracks the MSCI World/Information Tech NR USD. Both are passively managed. At a 0.48 correlation, their price movements are largely independent. QWTM.L charges 0.50%/yr vs 0.86%/yr for EMQP.L.
Performance
QWTM.L vs. EMQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, QWTM.L achieves a 51.52% return, which is significantly higher than EMQP.L's -18.87% return.
QWTM.L
- 1D
- -1.88%
- 1M
- 20.99%
- YTD
- 51.52%
- 6M
- 41.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMQP.L
- 1D
- -0.01%
- 1M
- -3.51%
- YTD
- -18.87%
- 6M
- -21.11%
- 1Y
- -16.31%
- 3Y*
- 2.39%
- 5Y*
- -10.64%
- 10Y*
- —
QWTM.L vs. EMQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 51.52% | 19.86% |
EMQP.L EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating | -18.87% | -4.57% |
Correlation
The correlation between QWTM.L and EMQP.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 4, 2025 | 0.48 |
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Return for Risk
QWTM.L vs. EMQP.L — Risk / Return Rank
QWTM.L
EMQP.L
QWTM.L vs. EMQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L) and EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L). 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.
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Sharpe Ratios by Period
| QWTM.L | EMQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.85 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.11 | 0.05 | +3.06 |
Drawdowns
QWTM.L vs. EMQP.L - Drawdown Comparison
The maximum QWTM.L drawdown since its inception was -23.74%, smaller than the maximum EMQP.L drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for QWTM.L and EMQP.L.
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Drawdown Indicators
| QWTM.L | EMQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.74% | -67.77% | +44.03% |
Max Drawdown (1Y)Largest decline over 1 year | — | -29.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -58.96% | — |
Current DrawdownCurrent decline from peak | -4.22% | -57.14% | +52.92% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -38.31% | +28.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 15.13% | — |
Volatility
QWTM.L vs. EMQP.L - Volatility Comparison
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Volatility by Period
| QWTM.L | EMQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.93% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.18% | 19.14% | +20.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.18% | 31.35% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.18% | 32.11% | +7.07% |
QWTM.L vs. EMQP.L - Expense Ratio Comparison
QWTM.L has a 0.50% expense ratio, which is lower than EMQP.L's 0.86% expense ratio.
Dividends
QWTM.L vs. EMQP.L - Dividend Comparison
Neither QWTM.L nor EMQP.L has paid dividends to shareholders.
Frequently Asked Questions
QWTM.L and EMQP.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QWTM.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QWTM.L is cheaper with a 0.50% expense ratio, compared with 0.86% for EMQP.L.
QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index, while EMQP.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: WisdomTree and HANetf. Their fees differ too: 0.50% for QWTM.L and 0.86% for EMQP.L.
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