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

Performance

WQTM.DE vs. EUDF.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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

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WQTM.DE vs. EUDF.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 EUDF.DE's 14.36% return.


WQTM.DE

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

EUDF.DE

1D
5.88%
1M
-1.58%
YTD
14.36%
6M
1.31%
1Y
28.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WQTM.DE has a 0.50% expense ratio, which is higher than EUDF.DE's 0.40% expense ratio.


Return for Risk

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

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

WQTM.DE

EUDF.DE
EUDF.DE Risk / Return Rank: 5050
Overall Rank
EUDF.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 4444
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. EUDF.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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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. EUDF.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTM.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.09

-0.21

Correlation

The correlation between WQTM.DE and EUDF.DE is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WQTM.DE vs. EUDF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. EUDF.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, which is greater than EUDF.DE's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and EUDF.DE.


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Drawdown Indicators


WQTM.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-18.51%

-5.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

Current Drawdown

Current decline from peak

-20.10%

-4.11%

-15.99%

Average Drawdown

Average peak-to-trough decline

-11.69%

-5.78%

-5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

Volatility

WQTM.DE vs. EUDF.DE - Volatility Comparison


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Volatility by Period


WQTM.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.90%

Volatility (6M)

Calculated over the trailing 6-month period

20.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

30.50%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

30.54%

+7.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

30.54%

+7.37%