WQTM vs. GDE

Last updated Jun 4, 2026

WQTM (WisdomTree Quantum Computing Fund) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while GDE is a Gold fund actively managed by WisdomTree. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. WQTM charges 0.45%/yr vs 0.20%/yr for GDE.

Performance

WQTM vs. GDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WQTM achieves a 53.55% return, which is significantly higher than GDE's 9.79% return.

WQTM

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

GDE

• 1D: -1.35%
• 1M: 1.88%
• YTD: 9.79%
• 6M: 11.87%
• 1Y: 53.13%
• 3Y*: 46.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WQTM vs. GDE - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	53.55%	-14.56%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	9.79%	8.81%

Correlation

The correlation between WQTM and GDE is 0.47, 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	0.47

Return for Risk

WQTM vs. GDE — Risk / Return Rank

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

GDE

GDE Risk / Return Rank: 49
GDE Sharpe Ratio Rank: 54
GDE Sortino Ratio Rank: 45
GDE Omega Ratio Rank: 54
GDE Calmar Ratio Rank: 47
GDE Martin Ratio Rank: 44

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. GDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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.

Sharpe Ratios by Period

	WQTM	GDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	1.15	+0.10

Drawdowns

WQTM vs. GDE - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for WQTM and GDE.

Drawdown Indicators

	WQTM	GDE	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-32.01%	+5.88%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.66%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-22.66%	—
Current Drawdown Current decline from peak	-3.80%	-11.17%	+7.37%
Average Drawdown Average peak-to-trough decline	-11.75%	-7.88%	-3.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.26%	—

Volatility

Volatility by Period

	WQTM	GDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.24%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.98%	28.39%	+13.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.98%	26.12%	+15.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.98%	26.12%	+15.86%

WQTM vs. GDE - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is higher than GDE's 0.20% expense ratio.

Dividends

WQTM vs. GDE - Dividend Comparison

WQTM has not paid dividends to shareholders, while GDE's dividend yield for the trailing twelve months is around 3.94%.

Position	TTM	2025	2024	2023	2022
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	3.94%	4.32%	7.14%	2.22%	0.81%
WQTM WisdomTree Quantum Computing Fund	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WQTM and GDE in my portfolio?

WQTM and GDE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WQTM or GDE?

On fees, GDE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WQTM or GDE?

GDE is cheaper with a 0.20% expense ratio, compared with 0.45% for WQTM.

Which ETF pays a higher dividend yield, WQTM or GDE?

GDE has the higher dividend yield at 3.94%, compared with 0.00% for WQTM.

What is the main difference between WQTM and GDE?

WQTM is categorized as Technology Equities, while GDE is Gold. Their fees differ too: 0.45% for WQTM and 0.20% for GDE.