WQTM.DE vs. QNTM

Last updated Jul 16, 2026

WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) is Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index, while QNTM (Quantum BioPharma Ltd) is a stock. At a 0.17 correlation, their price movements are largely independent.

Performance

WQTM.DE vs. QNTM - 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 Quantum BioPharma Ltd (QNTM). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WQTM.DE is traded in EUR, while QNTM is traded in USD. To make them comparable, the QNTM 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 25.96% return, which is significantly higher than QNTM's -52.31% return.

WQTM.DE

• 1D: -3.87%
• 1M: -15.28%
• 6M: 15.00%
• YTD: 25.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QNTM

• 1D: -3.03%
• 1M: -7.16%
• 6M: -50.76%
• YTD: -52.31%
• 1Y: -82.20%
• 3Y*: -64.76%
• 5Y*: -48.93%
• 10Y*: —

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

WQTM.DE vs. QNTM - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	25.96%	18.67%
QNTM Quantum BioPharma Ltd	-52.31%	-56.90%

Correlation

The correlation between WQTM.DE and QNTM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025	0.17

Return for Risk

WQTM.DE vs. QNTM — Risk / Return Rank

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

WQTM.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QNTM

QNTM Risk / Return Rank: 16
QNTM Sharpe Ratio Rank: 20
QNTM Sortino Ratio Rank: 16
QNTM Omega Ratio Rank: 18
QNTM Calmar Ratio Rank: 8
QNTM Martin Ratio Rank: 18

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. QNTM - 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 Quantum BioPharma Ltd (QNTM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WQTM.DE	QNTM	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.56	—
Sortino ratio: Return per unit of downside risk	—	-0.84	—
Omega ratio: Gain probability vs. loss probability	—	0.91	—
Calmar ratio: Return relative to maximum drawdown	—	-0.89	—
Martin ratio: Return relative to average drawdown	—	-1.16	—

Drawdowns

WQTM.DE vs. QNTM - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -26.33%, smaller than the maximum QNTM drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and QNTM.

Drawdown Indicators

	WQTM.DE	QNTM	Difference
Max Drawdown Largest peak-to-trough decline	-26.33%	-99.98%	+73.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-92.77%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-98.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-98.50%	—
Current Drawdown Current decline from peak	-21.58%	-99.96%	+78.38%
Average Drawdown Average peak-to-trough decline	-10.36%	-92.13%	+81.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	71.08%	—

Volatility

Volatility by Period

	WQTM.DE	QNTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	19.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	107.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	44.42%	147.51%	-103.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.42%	133.95%	-89.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.42%	139.49%	-95.07%

Dividends

WQTM.DE vs. QNTM - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WQTM.DE and QNTM in my portfolio?

WQTM.DE and QNTM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.