WQTM.DE vs. OD7F.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and WisdomTree WTI Crude Oil (OD7F.DE).

WQTM.DE and OD7F.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WQTM.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Classiq Quantum Computing Index. It was launched on Aug 27, 2025. OD7F.DE is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg WTI Crude Oil Multi-Tenor Index. It was launched on Sep 27, 2006. Both WQTM.DE and OD7F.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WQTM.DE vs. OD7F.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 WTI Crude Oil (OD7F.DE). The values are adjusted to include any dividend payments, if applicable.

WQTM.DE vs. OD7F.DE - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	-3.68%	22.54%
OD7F.DE WisdomTree WTI Crude Oil	58.90%	-10.18%

Different Trading Currencies

WQTM.DE is traded in EUR, while OD7F.DE is traded in USD. To make them comparable, the OD7F.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WQTM.DE achieves a -3.68% return, which is significantly lower than OD7F.DE's 58.90% return.

WQTM.DE

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

OD7F.DE

• 1D: -7.13%
• 1M: 29.04%
• YTD: 58.90%
• 6M: 51.28%
• 1Y: 18.99%
• 3Y*: 11.90%
• 5Y*: 21.66%
• 10Y*: 7.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WQTM.DE vs. OD7F.DE - Expense Ratio Comparison

WQTM.DE has a 0.50% expense ratio, which is higher than OD7F.DE's 0.49% expense ratio.

WQTM.DE

WisdomTree Quantum Computing UCITS ETF USD Accumulating

OD7F.DE

WisdomTree WTI Crude Oil

Return for Risk

WQTM.DE vs. OD7F.DE — Risk / Return Rank

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

OD7F.DE

OD7F.DE Risk / Return Rank: 35
OD7F.DE Sharpe Ratio Rank: 34
OD7F.DE Sortino Ratio Rank: 37
OD7F.DE Omega Ratio Rank: 35
OD7F.DE Calmar Ratio Rank: 42
OD7F.DE Martin Ratio Rank: 25

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. OD7F.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 WTI Crude Oil (OD7F.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.

Sharpe Ratios by Period

	WQTM.DE	OD7F.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.45	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.18	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	-0.10	+0.98

Correlation

The correlation between WQTM.DE and OD7F.DE is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WQTM.DE vs. OD7F.DE - Dividend Comparison

Neither WQTM.DE nor OD7F.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. OD7F.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum OD7F.DE drawdown of -95.44%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and OD7F.DE.

Drawdown Indicators

	WQTM.DE	OD7F.DE	Difference
Max Drawdown Largest peak-to-trough decline	-24.12%	-96.85%	+72.73%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-82.12%	—
Current Drawdown Current decline from peak	-20.10%	-78.37%	+58.27%
Average Drawdown Average peak-to-trough decline	-11.69%	-74.16%	+62.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.31%	—

Volatility

Volatility by Period

	WQTM.DE	OD7F.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	22.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	30.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	37.91%	41.79%	-3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.91%	36.67%	+1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.91%	39.83%	-1.92%