WQTM.DE vs. WTEH.DE
Compare and contrast key facts about WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE).
WQTM.DE and WTEH.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. WTEH.DE is a passively managed fund by WisdomTree that tracks the performance of the Optimized Roll Commodity (EUR Hedged). It was launched on Aug 14, 2018. Both WQTM.DE and WTEH.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. WTEH.DE - Performance Comparison
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WQTM.DE vs. WTEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | -3.29% | 22.54% |
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 26.23% | 6.77% |
Returns By Period
In the year-to-date period, WQTM.DE achieves a -3.29% return, which is significantly lower than WTEH.DE's 26.23% return.
WQTM.DE
- 1D
- 0.40%
- 1M
- -3.46%
- YTD
- -3.29%
- 6M
- -8.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEH.DE
- 1D
- 1.77%
- 1M
- 9.52%
- YTD
- 26.23%
- 6M
- 33.45%
- 1Y
- 34.71%
- 3Y*
- 11.09%
- 5Y*
- 11.46%
- 10Y*
- —
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WQTM.DE vs. WTEH.DE - Expense Ratio Comparison
WQTM.DE has a 0.50% expense ratio, which is higher than WTEH.DE's 0.35% expense ratio.
Return for Risk
WQTM.DE vs. WTEH.DE — Risk / Return Rank
WQTM.DE
WTEH.DE
WQTM.DE vs. WTEH.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 Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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 | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.21 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.87 | +0.03 |
Correlation
The correlation between WQTM.DE and WTEH.DE is 0.02, 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. WTEH.DE - Dividend Comparison
Neither WQTM.DE nor WTEH.DE has paid dividends to shareholders.
Drawdowns
WQTM.DE vs. WTEH.DE - Drawdown Comparison
The maximum WQTM.DE drawdown since its inception was -24.12%, smaller than the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for WQTM.DE and WTEH.DE.
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Drawdown Indicators
| WQTM.DE | WTEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.12% | -28.22% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.22% | — |
Current DrawdownCurrent decline from peak | -19.77% | 0.00% | -19.77% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -15.04% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.41% | — |
Volatility
WQTM.DE vs. WTEH.DE - Volatility Comparison
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Volatility by Period
| WQTM.DE | WTEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.21% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.79% | 15.60% | +22.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.79% | 15.30% | +22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.79% | 15.18% | +22.61% |