WQTM vs. MSTZ

Last updated Jul 17, 2026

WQTM (WisdomTree Quantum Computing Fund) and MSTZ (T-REX 2X Inverse MSTR Daily Target ETF) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while MSTZ is a Inverse Equities fund actively managed by REX. Both are actively managed. At a correlation of -0.53, they often move in opposite directions. WQTM charges 0.45%/yr vs 1.05%/yr for MSTZ.

Performance

WQTM vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WQTM achieves a 21.45% return, which is significantly higher than MSTZ's -27.52% return.

WQTM

• 1D: -3.84%
• 1M: -14.31%
• 6M: 10.16%
• YTD: 21.45%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTZ

• 1D: 6.51%
• 1M: 38.88%
• 6M: -2.59%
• YTD: -27.52%
• 1Y: 299.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WQTM vs. MSTZ - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	21.45%	-13.35%
MSTZ T-REX 2X Inverse MSTR Daily Target ETF	-27.52%	255.44%

Correlation

The correlation between WQTM and MSTZ is -0.53, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	-0.53

Return for Risk

WQTM vs. MSTZ — 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.

MSTZ

MSTZ Risk / Return Rank: 70
MSTZ Sharpe Ratio Rank: 80
MSTZ Sortino Ratio Rank: 69
MSTZ Omega Ratio Rank: 69
MSTZ Calmar Ratio Rank: 83
MSTZ Martin Ratio Rank: 51

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. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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	MSTZ	Difference
Sharpe ratio: Return per unit of total volatility	—	2.03	—
Sortino ratio: Return per unit of downside risk	—	2.49	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	3.55	—
Martin ratio: Return relative to average drawdown	—	6.84	—

Drawdowns

WQTM vs. MSTZ - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum MSTZ drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for WQTM and MSTZ.

Drawdown Indicators

	WQTM	MSTZ	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-99.38%	+73.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-84.89%	—
Current Drawdown Current decline from peak	-23.92%	-97.53%	+73.61%
Average Drawdown Average peak-to-trough decline	-11.84%	-94.55%	+82.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	43.95%	—

Volatility

Volatility by Period

	WQTM	MSTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	55.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	134.45%	—
Volatility (1Y) Calculated over the trailing 1-year period	43.33%	148.58%	-105.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.33%	170.73%	-127.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.33%	170.73%	-127.40%

WQTM vs. MSTZ - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is lower than MSTZ's 1.05% expense ratio.

Dividends

WQTM vs. MSTZ - Dividend Comparison

Neither WQTM nor MSTZ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WQTM and MSTZ in my portfolio?

WQTM and MSTZ have a correlation of -0.53, 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 MSTZ?

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 MSTZ?

WQTM is cheaper with a 0.45% expense ratio, compared with 1.05% for MSTZ.

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

WQTM and MSTZ have nearly identical dividend yields, around 0.00%.

What is the main difference between WQTM and MSTZ?

WQTM is categorized as Technology Equities, while MSTZ is Inverse Equities. They also come from different issuers: WisdomTree and REX. Their fees differ too: 0.45% for WQTM and 1.05% for MSTZ.