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

Performance

WQTM.DE vs. DIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.DE). The values are adjusted to include any dividend payments, if applicable.

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WQTM.DE vs. DIGI.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 DIGI.DE's 0.60% return.


WQTM.DE

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

DIGI.DE

1D
0.95%
1M
-3.60%
YTD
0.60%
6M
2.63%
1Y
4.80%
3Y*
8.78%
5Y*
3.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WQTM.DE has a 0.50% expense ratio, which is lower than DIGI.DE's 0.69% expense ratio.


Return for Risk

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

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

WQTM.DE

DIGI.DE
DIGI.DE Risk / Return Rank: 2525
Overall Rank
DIGI.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DIGI.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
DIGI.DE Omega Ratio Rank: 2222
Omega Ratio Rank
DIGI.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
DIGI.DE Martin Ratio Rank: 3131
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. DIGI.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 HANetf Digital Infrastructure and Connectivity UCITS ETF (DIGI.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. DIGI.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTM.DEDIGI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.29

+0.58

Correlation

The correlation between WQTM.DE and DIGI.DE is 0.57, 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. DIGI.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. DIGI.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum DIGI.DE drawdown of -30.55%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and DIGI.DE.


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Drawdown Indicators


WQTM.DEDIGI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-30.55%

+6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

Current Drawdown

Current decline from peak

-20.10%

-3.60%

-16.50%

Average Drawdown

Average peak-to-trough decline

-11.69%

-10.77%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

Volatility

WQTM.DE vs. DIGI.DE - Volatility Comparison


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Volatility by Period


WQTM.DEDIGI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

11.55%

+26.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

19.65%

+18.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

20.09%

+17.82%