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WQTM.DE vs. DR7E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WQTM.DE vs. DR7E.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 Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE). The values are adjusted to include any dividend payments, if applicable.

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WQTM.DE vs. DR7E.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 DR7E.DE's 5.36% return.


WQTM.DE

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

DR7E.DE

1D
3.78%
1M
-2.99%
YTD
5.36%
6M
11.19%
1Y
38.01%
3Y*
8.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WQTM.DE vs. DR7E.DE - Expense Ratio Comparison

Both WQTM.DE and DR7E.DE have an expense ratio of 0.50%.


Return for Risk

WQTM.DE vs. DR7E.DE — Risk / Return Rank

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

WQTM.DE

DR7E.DE
DR7E.DE Risk / Return Rank: 7979
Overall Rank
DR7E.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DR7E.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
DR7E.DE Omega Ratio Rank: 6969
Omega Ratio Rank
DR7E.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DR7E.DE Martin Ratio Rank: 8484
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. DR7E.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 Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.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. DR7E.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTM.DEDR7E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.02

+0.85

Correlation

The correlation between WQTM.DE and DR7E.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WQTM.DE vs. DR7E.DE - Dividend Comparison

Neither WQTM.DE nor DR7E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. DR7E.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum DR7E.DE drawdown of -40.66%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and DR7E.DE.


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Drawdown Indicators


WQTM.DEDR7E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-40.66%

+16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.27%

Current Drawdown

Current decline from peak

-20.10%

-5.95%

-14.15%

Average Drawdown

Average peak-to-trough decline

-11.69%

-18.99%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

Volatility

WQTM.DE vs. DR7E.DE - Volatility Comparison


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Volatility by Period


WQTM.DEDR7E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

25.85%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

24.78%

+13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

24.78%

+13.13%