PortfoliosLab logoPortfoliosLab logo
WQTM vs. QUTM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQTM vs. QUTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WQTM is traded in USD, while QUTM.DE is traded in EUR. To make them comparable, the QUTM.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WQTM achieves a 53.55% return, which is significantly higher than QUTM.DE's 34.24% return.


WQTM

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

QUTM.DE

1D
-2.21%
1M
20.86%
YTD
34.24%
6M
35.91%
1Y
64.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQTM vs. QUTM.DE - Yearly Performance Comparison


Correlation

The correlation between WQTM and QUTM.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 10, 2025

0.69

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WQTM vs. QUTM.DE — Risk / Return Rank

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

WQTM

QUTM.DE
QUTM.DE Risk / Return Rank: 5252
Overall Rank
QUTM.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QUTM.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
QUTM.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QUTM.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
QUTM.DE Martin Ratio Rank: 3838
Martin Ratio Rank
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. QUTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE). 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.

WQTM vs. QUTM.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


WQTMQUTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

1.87

-0.61

Drawdowns

WQTM vs. QUTM.DE - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, which is greater than QUTM.DE's maximum drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for WQTM and QUTM.DE.


Loading charts...

Drawdown Indicators


WQTMQUTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.13%

-24.36%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-24.36%

Current Drawdown

Current decline from peak

-3.80%

-2.21%

-1.59%

Average Drawdown

Average peak-to-trough decline

-11.75%

-7.59%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.04%

Volatility

WQTM vs. QUTM.DE - Volatility Comparison


Loading charts...

Volatility by Period


WQTMQUTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

Volatility (6M)

Calculated over the trailing 6-month period

21.53%

Volatility (1Y)

Calculated over the trailing 1-year period

41.98%

30.43%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.98%

30.43%

+11.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.98%

30.43%

+11.55%

WQTM vs. QUTM.DE - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.


Dividends

WQTM vs. QUTM.DE - Dividend Comparison

Neither WQTM nor QUTM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WQTM and QUTM.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

WQTM is cheaper with a 0.45% expense ratio, compared with 0.55% for QUTM.DE.

They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.45% for WQTM and 0.55% for QUTM.DE.

Portfolio Optimizer

Find the right allocation for WQTM and QUTM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer