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WQTM vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQTM vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WQTM achieves a 53.55% return, which is significantly higher than DHS's 9.88% return.


WQTM

1D
-3.80%
1M
23.76%
YTD
53.55%
6M
48.21%
1Y
3Y*
5Y*
10Y*

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQTM vs. DHS - Yearly Performance Comparison


2026 (YTD)2025
WQTM
WisdomTree Quantum Computing Fund
53.55%-14.56%
DHS
WisdomTree US High Dividend Fund
9.88%2.64%

Correlation

The correlation between WQTM and DHS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 10, 2025

0.21

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Return for Risk

WQTM vs. DHS — Risk / Return Rank

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

WQTM

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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 vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and WisdomTree US High Dividend Fund (DHS). 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 vs. DHS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WQTMDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.41

+0.85

Drawdowns

WQTM vs. DHS - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for WQTM and DHS.


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Drawdown Indicators


WQTMDHSDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-67.25%

+41.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-3.80%

-2.60%

-1.20%

Average Drawdown

Average peak-to-trough decline

-11.75%

-9.55%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

WQTM vs. DHS - Volatility Comparison


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Volatility by Period


WQTMDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

41.98%

10.01%

+31.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.98%

13.89%

+28.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.98%

16.08%

+25.90%

WQTM vs. DHS - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is higher than DHS's 0.38% expense ratio.


Dividends

WQTM vs. DHS - Dividend Comparison

WQTM has not paid dividends to shareholders, while DHS's dividend yield for the trailing twelve months is around 3.35%.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
WQTM
WisdomTree Quantum Computing Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WQTM and DHS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHS is cheaper with a 0.38% expense ratio, compared with 0.45% for WQTM.

DHS has the higher dividend yield at 3.35%, compared with 0.00% for WQTM.

WQTM is categorized as Technology Equities, while DHS is Large Cap Value Equities. Their fees differ too: 0.45% for WQTM and 0.38% for DHS.

Portfolio Optimizer

Find the right allocation for WQTM and DHS

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