SJPS.DE vs. WQTM.DE
SJPS.DE (WisdomTree Long JPY Short EUR UCITS ETP) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both exchange-traded funds - SJPS.DE is a Currency fund tracking the MSFXSM Long Japanese Yen/Euro Total Return Index, while WQTM.DE is a Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index. Both are passively managed. At a correlation of -0.19, they often move in opposite directions. SJPS.DE charges 0.39%/yr vs 0.50%/yr for WQTM.DE.
Performance
SJPS.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SJPS.DE achieves a -1.71% return, which is significantly lower than WQTM.DE's 50.87% return.
SJPS.DE
- 1D
- -0.16%
- 1M
- -1.30%
- YTD
- -1.71%
- 6M
- -3.25%
- 1Y
- -12.42%
- 3Y*
- -8.27%
- 5Y*
- -7.83%
- 10Y*
- -5.56%
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SJPS.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SJPS.DE WisdomTree Long JPY Short EUR UCITS ETP | -1.71% | -6.17% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between SJPS.DE and WQTM.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025 | -0.19 |
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Return for Risk
SJPS.DE vs. WQTM.DE — Risk / Return Rank
SJPS.DE
WQTM.DE
SJPS.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Long JPY Short EUR UCITS ETP (SJPS.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.
| SJPS.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.69 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | — | — |
| Martin ratioReturn relative to average drawdown | -1.45 | — | — |
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
| SJPS.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -2.12 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 3.21 | -3.58 |
Drawdowns
SJPS.DE vs. WQTM.DE - Drawdown Comparison
The maximum SJPS.DE drawdown since its inception was -58.29%, 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 SJPS.DE and WQTM.DE.
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Drawdown Indicators
| SJPS.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.29% | -24.12% | -34.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | — | — |
Current DrawdownCurrent decline from peak | -57.99% | -3.88% | -54.11% |
Average DrawdownAverage peak-to-trough decline | -30.96% | -10.07% | -20.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.81% | — | — |
Volatility
SJPS.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| SJPS.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 39.69% | -33.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.42% | 39.69% | -30.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 39.69% | -30.73% |
SJPS.DE vs. WQTM.DE - Expense Ratio Comparison
SJPS.DE has a 0.39% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
SJPS.DE vs. WQTM.DE - Dividend Comparison
Neither SJPS.DE nor WQTM.DE has paid dividends to shareholders.
Frequently Asked Questions
SJPS.DE and WQTM.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SJPS.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SJPS.DE is cheaper with a 0.39% expense ratio, compared with 0.50% for WQTM.DE.
SJPS.DE is categorized as Currency, while WQTM.DE is Technology Equities. SJPS.DE tracks MSFXSM Long Japanese Yen/Euro Total Return Index, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.39% for SJPS.DE and 0.50% for WQTM.DE.
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