WQTM.DE vs. QUTM.DE
Compare and contrast key facts about WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE).
WQTM.DE and QUTM.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. QUTM.DE is a passively managed fund by VanEck that tracks the performance of the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). It was launched on May 21, 2025. Both WQTM.DE and QUTM.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. QUTM.DE - Performance Comparison
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WQTM.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | -3.29% | 22.54% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | -7.55% | 16.95% |
Returns By Period
In the year-to-date period, WQTM.DE achieves a -3.29% return, which is significantly higher than QUTM.DE's -7.55% return.
WQTM.DE
- 1D
- 0.40%
- 1M
- -3.46%
- YTD
- -3.29%
- 6M
- -8.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUTM.DE
- 1D
- -0.13%
- 1M
- -3.49%
- YTD
- -7.55%
- 6M
- -10.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WQTM.DE vs. QUTM.DE - Expense Ratio Comparison
WQTM.DE has a 0.50% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Return for Risk
WQTM.DE vs. QUTM.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 VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.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.
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Sharpe Ratios by Period
| WQTM.DE | QUTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.24 | +0.66 |
Correlation
The correlation between WQTM.DE and QUTM.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WQTM.DE vs. QUTM.DE - Dividend Comparison
Neither WQTM.DE nor QUTM.DE has paid dividends to shareholders.
Drawdowns
WQTM.DE vs. QUTM.DE - Drawdown Comparison
The maximum WQTM.DE drawdown since its inception was -24.12%, roughly equal to the maximum QUTM.DE drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and QUTM.DE.
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Drawdown Indicators
| WQTM.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.12% | -23.74% | -0.38% |
Current DrawdownCurrent decline from peak | -19.77% | -19.97% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -8.11% | -3.63% |
Volatility
WQTM.DE vs. QUTM.DE - Volatility Comparison
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Volatility by Period
| WQTM.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 37.79% | 28.62% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.79% | 28.62% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.79% | 28.62% | +9.17% |