SC0X.DE vs. WQTM.DE
SC0X.DE (Invesco European Technology Sector UCITS ETF) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both Technology Equities funds - SC0X.DE tracks the STOXX® Europe 600 Optimised Technology while WQTM.DE tracks the WisdomTree Classiq Quantum Computing Index. Both are passively managed. A 0.60 correlation means they provide meaningful diversification when combined. SC0X.DE charges 0.20%/yr vs 0.50%/yr for WQTM.DE.
Performance
SC0X.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0X.DE achieves a 16.14% return, which is significantly lower than WQTM.DE's 50.87% return.
SC0X.DE
- 1D
- 1.07%
- 1M
- 11.90%
- YTD
- 16.14%
- 6M
- 14.63%
- 1Y
- 13.43%
- 3Y*
- 11.26%
- 5Y*
- 6.18%
- 10Y*
- 11.23%
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0X.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SC0X.DE Invesco European Technology Sector UCITS ETF | 16.14% | 7.50% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between SC0X.DE and WQTM.DE is 0.60, 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 Sep 3, 2025 | 0.60 |
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Return for Risk
SC0X.DE vs. WQTM.DE — Risk / Return Rank
SC0X.DE
WQTM.DE
SC0X.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Technology Sector UCITS ETF (SC0X.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.
| SC0X.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | — | — |
| Martin ratioReturn relative to average drawdown | 1.99 | — | — |
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
| SC0X.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 3.21 | -2.67 |
Drawdowns
SC0X.DE vs. WQTM.DE - Drawdown Comparison
The maximum SC0X.DE drawdown since its inception was -38.91%, 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 SC0X.DE and WQTM.DE.
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Drawdown Indicators
| SC0X.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.91% | -24.12% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -18.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.91% | — | — |
Current DrawdownCurrent decline from peak | -0.23% | -3.88% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -10.07% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.88% | — | — |
Volatility
SC0X.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| SC0X.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.57% | 39.69% | -18.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.52% | 39.69% | -16.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 39.69% | -17.04% |
SC0X.DE vs. WQTM.DE - Expense Ratio Comparison
SC0X.DE has a 0.20% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
SC0X.DE vs. WQTM.DE - Dividend Comparison
Neither SC0X.DE nor WQTM.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0X.DE and WQTM.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0X.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0X.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for WQTM.DE.
SC0X.DE tracks STOXX® Europe 600 Optimised Technology, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.20% for SC0X.DE and 0.50% for WQTM.DE.
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