WQTM vs. ICSH
WQTM (WisdomTree Quantum Computing Fund) and ICSH (iShares Ultra Short Duration Bond Active ETF) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while ICSH is a Ultrashort Bond fund actively managed by iShares. Both are actively managed. At a 0.09 correlation, their price movements are largely independent. WQTM charges 0.45%/yr vs 0.08%/yr for ICSH.
Performance
WQTM vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, WQTM achieves a 21.45% return, which is significantly higher than ICSH's 1.87% return.
WQTM
- 1D
- -3.84%
- 1M
- -14.31%
- 6M
- 10.16%
- YTD
- 21.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICSH
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 1.77%
- YTD
- 1.87%
- 1Y
- 4.18%
- 3Y*
- 5.10%
- 5Y*
- 3.76%
- 10Y*
- 2.81%
WQTM vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM WisdomTree Quantum Computing Fund | 21.45% | -13.35% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.87% | 1.01% |
Correlation
The correlation between WQTM and ICSH is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025 | 0.09 |
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Return for Risk
WQTM vs. ICSH — Risk / Return Rank
WQTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ICSH
WQTM vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 5.57 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 42.43 | — |
| Martin ratioReturn relative to average drawdown | — | 239.42 | — |
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Drawdowns
WQTM vs. ICSH - Drawdown Comparison
The maximum WQTM drawdown since its inception was -26.13%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for WQTM and ICSH.
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Drawdown Indicators
| WQTM | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.13% | -3.94% | -22.19% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.94% | — |
Current DrawdownCurrent decline from peak | -23.92% | 0.00% | -23.92% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -0.08% | -11.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
WQTM vs. ICSH - Volatility Comparison
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Volatility by Period
| WQTM | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.16% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.33% | 0.42% | +42.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.33% | 0.49% | +42.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.33% | 1.05% | +42.28% |
WQTM vs. ICSH - Expense Ratio Comparison
WQTM has a 0.45% expense ratio, which is higher than ICSH's 0.08% expense ratio.
Dividends
WQTM vs. ICSH - Dividend Comparison
WQTM has not paid dividends to shareholders, while ICSH's dividend yield for the trailing twelve months is around 4.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSH iShares Ultra Short Duration Bond Active ETF | 4.28% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
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 ICSH have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ICSH is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICSH is cheaper with a 0.08% expense ratio, compared with 0.45% for WQTM.
ICSH has the higher dividend yield at 4.28%, compared with 0.00% for WQTM.
WQTM is categorized as Technology Equities, while ICSH is Ultrashort Bond. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WQTM and 0.08% for ICSH.
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