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

Performance

WQTM.DE vs. CSTA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, WQTM.DE achieves a -3.68% return, which is significantly lower than CSTA.DE's -2.16% return.


WQTM.DE

1D
3.87%
1M
-5.73%
YTD
-3.68%
6M
-4.97%
1Y
3Y*
5Y*
10Y*

CSTA.DE

1D
3.73%
1M
-4.38%
YTD
-2.16%
6M
-3.74%
1Y
2.42%
3Y*
5.95%
5Y*
3.98%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

WQTM.DE

CSTA.DE
CSTA.DE Risk / Return Rank: 1414
Overall Rank
CSTA.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CSTA.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
CSTA.DE Omega Ratio Rank: 1414
Omega Ratio Rank
CSTA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
CSTA.DE Martin Ratio Rank: 1414
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and Lyxor STOXX Europe 600 Technology UCITS ETF Dist (CSTA.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


WQTM.DECSTA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.46

+0.41

Correlation

The correlation between WQTM.DE and CSTA.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WQTM.DE vs. CSTA.DE - Dividend Comparison

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


TTM202520242023202220212020201920182017
WQTM.DE
WisdomTree Quantum Computing UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSTA.DE
Lyxor STOXX Europe 600 Technology UCITS ETF Dist
0.00%0.00%0.77%0.59%1.04%0.52%0.55%1.26%1.49%0.09%

Drawdowns

WQTM.DE vs. CSTA.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum CSTA.DE drawdown of -40.24%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and CSTA.DE.


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Drawdown Indicators


WQTM.DECSTA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-40.24%

+16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

-20.10%

-10.99%

-9.11%

Average Drawdown

Average peak-to-trough decline

-11.69%

-8.82%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

Volatility

WQTM.DE vs. CSTA.DE - Volatility Comparison


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Volatility by Period


WQTM.DECSTA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

23.77%

+14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

24.72%

+13.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

23.12%

+14.79%