WQTM vs. QTUM-USD

Last updated Jun 5, 2026

WQTM (WisdomTree Quantum Computing Fund) is Technology Equities fund actively managed by WisdomTree, while QTUM-USD (QTUM) is a cryptocurrency. At a 0.34 correlation, their price movements are largely independent.

Performance

WQTM vs. QTUM-USD - Performance Comparison

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

Returns By Period

In the year-to-date period, WQTM achieves a 52.09% return, which is significantly higher than QTUM-USD's -42.81% return.

WQTM

• 1D: -0.96%
• 1M: 19.20%
• YTD: 52.09%
• 6M: 42.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTUM-USD

• 1D: -5.62%
• 1M: -14.54%
• YTD: -42.81%
• 6M: -48.79%
• 1Y: -62.69%
• 3Y*: -32.30%
• 5Y*: -41.18%
• 10Y*: —

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

WQTM vs. QTUM-USD - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	52.09%	-14.56%
QTUM-USD QTUM	-42.81%	-44.65%

Correlation

The correlation between WQTM and QTUM-USD is 0.34, 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	0.34

Return for Risk

WQTM vs. QTUM-USD — Risk / Return Rank

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

QTUM-USD

QTUM-USD Risk / Return Rank: 38
QTUM-USD Sharpe Ratio Rank: 37
QTUM-USD Sortino Ratio Rank: 37
QTUM-USD Omega Ratio Rank: 37
QTUM-USD Calmar Ratio Rank: 41
QTUM-USD Martin Ratio Rank: 40

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. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and QTUM (QTUM-USD). 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	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.78	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	-0.23	+1.43

Drawdowns

WQTM vs. QTUM-USD - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum QTUM-USD drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for WQTM and QTUM-USD.

Drawdown Indicators

	WQTM	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-99.19%	+73.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-75.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-86.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-95.70%	—
Current Drawdown Current decline from peak	-4.72%	-99.19%	+94.47%
Average Drawdown Average peak-to-trough decline	-11.70%	-93.28%	+81.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	50.12%	—

Volatility

Volatility by Period

	WQTM	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	50.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.88%	66.53%	-24.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.88%	78.39%	-36.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.88%	99.43%	-57.55%

Frequently Asked Questions

Can I hold both WQTM and QTUM-USD in my portfolio?

WQTM and QTUM-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.