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SBU3.DE vs. WQTM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBU3.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Bund 10Y 3x Daily Short (SBU3.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

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SBU3.DE vs. WQTM.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SBU3.DE achieves a 1.93% return, which is significantly higher than WQTM.DE's -3.29% return.


SBU3.DE

1D
-0.10%
1M
5.70%
YTD
1.93%
6M
5.48%
1Y
2.92%
3Y*
6.41%
5Y*
13.39%
10Y*
0.72%

WQTM.DE

1D
0.40%
1M
-3.46%
YTD
-3.29%
6M
-8.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBU3.DE vs. WQTM.DE - Expense Ratio Comparison

SBU3.DE has a 0.30% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Return for Risk

SBU3.DE vs. WQTM.DE — Risk / Return Rank

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

SBU3.DE
SBU3.DE Risk / Return Rank: 1818
Overall Rank
SBU3.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SBU3.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
SBU3.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SBU3.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SBU3.DE Martin Ratio Rank: 2121
Martin Ratio Rank

WQTM.DE
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.

SBU3.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bund 10Y 3x Daily Short (SBU3.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.


SBU3.DEWQTM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.23

Sortino ratio

Return per unit of downside risk

0.43

Omega ratio

Gain probability vs. loss probability

1.05

Calmar ratio

Return relative to maximum drawdown

0.71

Martin ratio

Return relative to average drawdown

1.77

SBU3.DE vs. WQTM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBU3.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.90

-1.05

Correlation

The correlation between SBU3.DE and WQTM.DE is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SBU3.DE vs. WQTM.DE - Dividend Comparison

Neither SBU3.DE nor WQTM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SBU3.DE vs. WQTM.DE - Drawdown Comparison

The maximum SBU3.DE drawdown since its inception was -64.58%, which is greater than WQTM.DE's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for SBU3.DE and WQTM.DE.


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Drawdown Indicators


SBU3.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.58%

-24.12%

-40.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

Current Drawdown

Current decline from peak

-28.57%

-19.77%

-8.80%

Average Drawdown

Average peak-to-trough decline

-41.95%

-11.74%

-30.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

SBU3.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


SBU3.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

37.79%

-24.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

37.79%

-15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

37.79%

-19.50%