WQTM.DE vs. QDVE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).

WQTM.DE and QDVE.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. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both WQTM.DE and QDVE.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. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	-3.68%	22.54%
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF	-7.62%	11.63%

Returns By Period

In the year-to-date period, WQTM.DE achieves a -3.68% return, which is significantly higher than QDVE.DE's -7.62% return.

WQTM.DE

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

QDVE.DE

• 1D: 3.14%
• 1M: -2.08%
• YTD: -7.62%
• 6M: -5.67%
• 1Y: 20.92%
• 3Y*: 24.15%
• 5Y*: 18.14%
• 10Y*: 22.25%

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

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

WQTM.DE has a 0.50% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.

WQTM.DE

WisdomTree Quantum Computing UCITS ETF USD Accumulating

QDVE.DE

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

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

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

QDVE.DE

QDVE.DE Risk / Return Rank: 43
QDVE.DE Sharpe Ratio Rank: 43
QDVE.DE Sortino Ratio Rank: 44
QDVE.DE Omega Ratio Rank: 41
QDVE.DE Calmar Ratio Rank: 48
QDVE.DE Martin Ratio Rank: 38

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. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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	QDVE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.93	-0.06

Correlation

The correlation between WQTM.DE and QDVE.DE is 0.63, 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. QDVE.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. QDVE.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and QDVE.DE.

Drawdown Indicators

	WQTM.DE	QDVE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-24.12%	-31.45%	+7.33%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.59%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.45%	—
Current Drawdown Current decline from peak	-20.10%	-12.90%	-7.20%
Average Drawdown Average peak-to-trough decline	-11.69%	-5.86%	-5.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.73%	—

Volatility

Volatility by Period

	WQTM.DE	QDVE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	37.91%	25.04%	+12.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.91%	22.52%	+15.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.91%	21.66%	+16.25%