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WQTM.DE vs. SBU3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WQTM.DE vs. SBU3.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 Bund 10Y 3x Daily Short (SBU3.DE). The values are adjusted to include any dividend payments, if applicable.

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WQTM.DE vs. SBU3.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WQTM.DE achieves a -3.68% return, which is significantly lower than SBU3.DE's 2.04% return.


WQTM.DE

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

SBU3.DE

1D
-0.24%
1M
7.24%
YTD
2.04%
6M
5.30%
1Y
3.91%
3Y*
5.94%
5Y*
13.41%
10Y*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WQTM.DE vs. SBU3.DE - Expense Ratio Comparison

WQTM.DE has a 0.50% expense ratio, which is higher than SBU3.DE's 0.30% expense ratio.


Return for Risk

WQTM.DE vs. SBU3.DE — Risk / Return Rank

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

WQTM.DE

SBU3.DE
SBU3.DE Risk / Return Rank: 1919
Overall Rank
SBU3.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SBU3.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SBU3.DE Omega Ratio Rank: 1717
Omega Ratio Rank
SBU3.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SBU3.DE Martin Ratio Rank: 1818
Martin Ratio Rank
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. SBU3.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 Bund 10Y 3x Daily Short (SBU3.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.

WQTM.DE vs. SBU3.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTM.DESBU3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

-0.16

+1.03

Correlation

The correlation between WQTM.DE and SBU3.DE is -0.02. 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. SBU3.DE - Dividend Comparison

Neither WQTM.DE nor SBU3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WQTM.DE vs. SBU3.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum SBU3.DE drawdown of -64.58%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and SBU3.DE.


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Drawdown Indicators


WQTM.DESBU3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-64.58%

+40.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

Current Drawdown

Current decline from peak

-20.10%

-28.49%

+8.39%

Average Drawdown

Average peak-to-trough decline

-11.69%

-41.95%

+30.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

WQTM.DE vs. SBU3.DE - Volatility Comparison


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Volatility by Period


WQTM.DESBU3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

12.85%

+25.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

22.15%

+15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

18.29%

+19.62%