WQTM.DE vs. QTUM-USD
Compare and contrast key facts about WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and QTUM (QTUM-USD).
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.
Performance
WQTM.DE vs. QTUM-USD - Performance Comparison
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WQTM.DE vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | -3.68% | 22.54% |
QTUM-USD QTUM | -30.03% | -49.89% |
Different Trading Currencies
WQTM.DE is traded in EUR, while QTUM-USD is traded in USD. To make them comparable, the QTUM-USD 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 higher than QTUM-USD's -30.03% return.
WQTM.DE
- 1D
- 3.87%
- 1M
- -5.73%
- YTD
- -3.68%
- 6M
- -4.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QTUM-USD
- 1D
- 3.44%
- 1M
- -0.08%
- YTD
- -30.03%
- 6M
- -58.41%
- 1Y
- -56.46%
- 3Y*
- -34.72%
- 5Y*
- -37.97%
- 10Y*
- —
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Return for Risk
WQTM.DE vs. QTUM-USD — Risk / Return Rank
WQTM.DE
QTUM-USD
WQTM.DE vs. QTUM-USD - 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 QTUM (QTUM-USD). 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.
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Sharpe Ratios by Period
| WQTM.DE | QTUM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.68 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | -0.23 | +1.11 |
Correlation
The correlation between WQTM.DE and QTUM-USD is 0.28, 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.
Drawdowns
WQTM.DE vs. QTUM-USD - Drawdown Comparison
The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum QTUM-USD drawdown of -98.79%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and QTUM-USD.
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Drawdown Indicators
| WQTM.DE | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.12% | -99.16% | +75.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -74.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -97.08% | — |
Current DrawdownCurrent decline from peak | -20.10% | -99.03% | +78.93% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -93.16% | +81.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 49.03% | — |
Volatility
WQTM.DE vs. QTUM-USD - Volatility Comparison
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Volatility by Period
| WQTM.DE | QTUM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 60.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.91% | 69.11% | -31.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.91% | 83.78% | -45.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.91% | 94.02% | -56.11% |