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

Performance

WQTM.DE vs. WTEE.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 Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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WQTM.DE vs. WTEE.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 WTEE.DE's 9.68% return.


WQTM.DE

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

WTEE.DE

1D
2.04%
1M
-0.09%
YTD
9.68%
6M
15.35%
1Y
25.78%
3Y*
16.39%
5Y*
12.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WQTM.DE has a 0.50% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.


Return for Risk

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

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

WQTM.DE

WTEE.DE
WTEE.DE Risk / Return Rank: 8585
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9090
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. WTEE.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 Europe Equity Income UCITS ETF (WTEE.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. WTEE.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTM.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.04

-0.16

Correlation

The correlation between WQTM.DE and WTEE.DE is 0.31, 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.


Dividends

WQTM.DE vs. WTEE.DE - Dividend Comparison

WQTM.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.78%.


TTM20252024202320222021
WQTM.DE
WisdomTree Quantum Computing UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.78%5.37%6.81%5.61%5.35%4.64%

Drawdowns

WQTM.DE vs. WTEE.DE - Drawdown Comparison

The maximum WQTM.DE drawdown since its inception was -24.12%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and WTEE.DE.


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Drawdown Indicators


WQTM.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-16.45%

-7.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-20.10%

-1.84%

-18.26%

Average Drawdown

Average peak-to-trough decline

-11.69%

-2.70%

-8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

WQTM.DE vs. WTEE.DE - Volatility Comparison


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Volatility by Period


WQTM.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

37.91%

14.78%

+23.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.91%

14.94%

+22.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.91%

15.43%

+22.48%