WQTM vs. ILS

Last updated Jun 24, 2026

WQTM (WisdomTree Quantum Computing Fund) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. Both are actively managed. At a correlation of -0.01, they often move in opposite directions. WQTM charges 0.45%/yr vs 1.58%/yr for ILS.

Performance

WQTM vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WQTM achieves a 46.02% return, which is significantly higher than ILS's 2.27% return.

WQTM

• 1D: -0.16%
• 1M: -1.36%
• YTD: 46.02%
• 6M: 40.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.10%
• 1M: 1.26%
• YTD: 2.27%
• 6M: 2.63%
• 1Y: 7.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WQTM vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	46.02%	-13.35%
ILS Brookmont Catastrophic Bond ETF	2.27%	1.46%

Correlation

The correlation between WQTM and ILS is -0.01, 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	-0.01

Return for Risk

WQTM vs. ILS — Risk / Return Rank

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

WQTM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ILS

ILS Risk / Return Rank: 96
ILS Sharpe Ratio Rank: 92
ILS Sortino Ratio Rank: 95
ILS Omega Ratio Rank: 95
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and Brookmont Catastrophic Bond ETF (ILS). 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	ILS	Difference
Sharpe ratio: Return per unit of total volatility	—	3.06	—
Sortino ratio: Return per unit of downside risk	—	5.05	—
Omega ratio: Gain probability vs. loss probability	—	1.69	—
Calmar ratio: Return relative to maximum drawdown	—	14.18	—
Martin ratio: Return relative to average drawdown	—	52.13	—

Drawdowns

WQTM vs. ILS - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, which is greater than ILS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for WQTM and ILS.

Drawdown Indicators

	WQTM	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-2.46%	-23.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.55%	—
Current Drawdown Current decline from peak	-8.52%	0.00%	-8.52%
Average Drawdown Average peak-to-trough decline	-11.57%	-0.54%	-11.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.15%	—

Volatility

Volatility by Period

	WQTM	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	43.37%	2.58%	+40.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.37%	3.77%	+39.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.37%	3.77%	+39.60%

WQTM vs. ILS - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

WQTM vs. ILS - Dividend Comparison

WQTM has not paid dividends to shareholders, while ILS's dividend yield for the trailing twelve months is around 8.05%.

Position	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.05%	6.06%
WQTM WisdomTree Quantum Computing Fund	0.00%	0.00%

Frequently Asked Questions

Can I hold both WQTM and ILS in my portfolio?

WQTM and ILS have a correlation of -0.01, 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 ILS?

On fees, WQTM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WQTM or ILS?

WQTM is cheaper with a 0.45% expense ratio, compared with 1.58% for ILS.

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

ILS has the higher dividend yield at 8.05%, compared with 0.00% for WQTM.

What is the main difference between WQTM and ILS?

WQTM is categorized as Technology Equities, while ILS is Nontraditional Bonds. They also come from different issuers: WisdomTree and Brookmont. Their fees differ too: 0.45% for WQTM and 1.58% for ILS.