WAMA vs. QTAC
WAMA (WisdomTree U.S. Adaptive Moving Average Fund) and QTAC (Q3 All-Season Tactical Advantage ETF) are both Tactical Allocation funds. WAMA is passively managed, while QTAC is actively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. WAMA charges 0.32%/yr vs 1.78%/yr for QTAC.
Performance
WAMA vs. QTAC - Performance Comparison
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Returns By Period
WAMA
- 1D
- 0.87%
- 1M
- 0.27%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QTAC
- 1D
- 1.24%
- 1M
- -5.61%
- 6M
- -10.16%
- YTD
- -9.27%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $123.44K | $421.62K | $364.92K | |
| $90.56K | $146.23K | $160.53K |
WAMA vs. QTAC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 7.01% |
QTAC Q3 All-Season Tactical Advantage ETF | -6.19% |
Correlation
The correlation between WAMA and QTAC is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | 0.78 |
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Return for Risk
WAMA vs. QTAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Adaptive Moving Average Fund (WAMA) and Q3 All-Season Tactical Advantage ETF (QTAC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
WAMA vs. QTAC - Drawdown Comparison
The maximum WAMA drawdown since its inception was -5.73%, smaller than the maximum QTAC drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for WAMA and QTAC.
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Drawdown Indicators
| WAMA | QTAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.73% | -17.80% | +12.07% |
Current DrawdownCurrent decline from peak | -1.39% | -12.56% | +11.17% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -6.94% | +5.44% |
Volatility
WAMA vs. QTAC - Volatility Comparison
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Volatility by Period
| WAMA | QTAC | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 29.77% | -16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.68% | 29.77% | -16.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 29.77% | -16.09% |
WAMA vs. QTAC - Expense Ratio Comparison
WAMA has a 0.32% expense ratio, which is lower than QTAC's 1.78% expense ratio.
Dividends
WAMA vs. QTAC - Dividend Comparison
WAMA's dividend yield for the trailing twelve months is around 0.42%, more than QTAC's 0.06% yield.
| Position | TTM | 2025 |
|---|---|---|
QTAC Q3 All-Season Tactical Advantage ETF | 0.06% | 0.05% |
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 0.42% | 0.00% |
Frequently Asked Questions
WAMA and QTAC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WAMA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WAMA is cheaper with a 0.32% expense ratio, compared with 1.78% for QTAC.
WAMA has the higher dividend yield at 0.42%, compared with 0.06% for QTAC.
They also come from different issuers: WisdomTree and Q3. Their fees differ too: 0.32% for WAMA and 1.78% for QTAC.
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