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

Performance

SJPS.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Long JPY Short EUR UCITS ETP (SJPS.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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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

SJPS.DE
SJPS.DE Risk / Return Rank: 00
Overall Rank
SJPS.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SJPS.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
SJPS.DE Omega Ratio Rank: 00
Omega Ratio Rank
SJPS.DE Calmar Ratio Rank: 00
Calmar Ratio Rank
SJPS.DE Martin Ratio Rank: 11
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.

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.DEWQTM.DEDifference
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

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


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Sharpe Ratios by Period


SJPS.DEWQTM.DEDifference

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.DEWQTM.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-57.99%

-3.88%

-54.11%

Average Drawdown

Average peak-to-trough decline

-30.96%

-10.07%

-20.89%

Ulcer Index

Depth 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.DEWQTM.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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