WQTM vs. FTEC
WQTM (WisdomTree Quantum Computing Fund) and FTEC (Fidelity MSCI Information Technology Index ETF) are both Technology Equities funds. WQTM is actively managed, while FTEC is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. WQTM charges 0.45%/yr vs 0.08%/yr for FTEC.
Performance
WQTM vs. FTEC - Performance Comparison
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Returns By Period
In the year-to-date period, WQTM achieves a 41.85% return, which is significantly higher than FTEC's 22.66% return.
WQTM
- 1D
- -2.86%
- 1M
- -4.18%
- YTD
- 41.85%
- 6M
- 37.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTEC
- 1D
- -0.73%
- 1M
- -0.38%
- YTD
- 22.66%
- 6M
- 20.59%
- 1Y
- 43.89%
- 3Y*
- 30.26%
- 5Y*
- 19.62%
- 10Y*
- 25.18%
WQTM vs. FTEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM WisdomTree Quantum Computing Fund | 41.85% | -13.35% |
FTEC Fidelity MSCI Information Technology Index ETF | 22.66% | -1.68% |
Correlation
The correlation between WQTM and FTEC is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | 0.80 |
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Return for Risk
WQTM vs. FTEC — Risk / Return Rank
WQTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTEC
WQTM vs. FTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WQTM | FTEC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.71 | — |
| Martin ratioReturn relative to average drawdown | — | 8.29 | — |
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Drawdowns
WQTM vs. FTEC - Drawdown Comparison
The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for WQTM and FTEC.
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Drawdown Indicators
| WQTM | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.13% | -34.95% | +8.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.26% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.95% | — |
Current DrawdownCurrent decline from peak | -11.14% | -8.39% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -5.57% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.31% | — |
Volatility
WQTM vs. FTEC - Volatility Comparison
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Volatility by Period
| WQTM | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.57% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.40% | 22.79% | +20.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.40% | 25.60% | +17.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 24.86% | +18.54% |
WQTM vs. FTEC - Expense Ratio Comparison
WQTM has a 0.45% expense ratio, which is higher than FTEC's 0.08% expense ratio.
Dividends
WQTM vs. FTEC - Dividend Comparison
WQTM has not paid dividends to shareholders, while FTEC's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 0.36% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
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 FTEC have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTEC is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTEC is cheaper with a 0.08% expense ratio, compared with 0.45% for WQTM.
FTEC has the higher dividend yield at 0.36%, compared with 0.00% for WQTM.
They also come from different issuers: WisdomTree and Fidelity. Their fees differ too: 0.45% for WQTM and 0.08% for FTEC.
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