WQTM vs. TFLO
WQTM (WisdomTree Quantum Computing Fund) and TFLO (iShares Treasury Floating Rate Bond ETF) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while TFLO is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Index. WQTM is actively managed, while TFLO is passively managed. At a correlation of -0.00, they often move in opposite directions. WQTM charges 0.45%/yr vs 0.15%/yr for TFLO.
Performance
WQTM vs. TFLO - Performance Comparison
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Returns By Period
In the year-to-date period, WQTM achieves a 46.02% return, which is significantly higher than TFLO's 1.81% return.
WQTM
- 1D
- -0.16%
- 1M
- -1.36%
- YTD
- 46.02%
- 6M
- 40.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TFLO
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.81%
- 6M
- 1.91%
- 1Y
- 3.99%
- 3Y*
- 4.72%
- 5Y*
- 3.68%
- 10Y*
- 2.38%
WQTM vs. TFLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM WisdomTree Quantum Computing Fund | 46.02% | -13.35% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.81% | 0.96% |
Correlation
The correlation between WQTM and TFLO is -0.00, 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 | -0.00 |
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Return for Risk
WQTM vs. TFLO — Risk / Return Rank
WQTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TFLO
WQTM vs. TFLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and iShares Treasury Floating Rate Bond ETF (TFLO). 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 | TFLO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 14.01 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 202.27 | — |
| Martin ratioReturn relative to average drawdown | — | 827.47 | — |
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Drawdowns
WQTM vs. TFLO - Drawdown Comparison
The maximum WQTM drawdown since its inception was -26.13%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for WQTM and TFLO.
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Drawdown Indicators
| WQTM | TFLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.13% | -5.01% | -21.12% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.16% | — |
Current DrawdownCurrent decline from peak | -8.52% | 0.00% | -8.52% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -0.10% | -11.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.00% | — |
Volatility
WQTM vs. TFLO - Volatility Comparison
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Volatility by Period
| WQTM | TFLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.37% | 0.29% | +43.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.37% | 0.35% | +43.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.37% | 0.46% | +42.91% |
WQTM vs. TFLO - Expense Ratio Comparison
WQTM has a 0.45% expense ratio, which is higher than TFLO's 0.15% expense ratio.
Dividends
WQTM vs. TFLO - Dividend Comparison
WQTM has not paid dividends to shareholders, while TFLO's dividend yield for the trailing twelve months is around 3.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFLO iShares Treasury Floating Rate Bond ETF | 3.89% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
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 TFLO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TFLO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TFLO is cheaper with a 0.15% expense ratio, compared with 0.45% for WQTM.
TFLO has the higher dividend yield at 3.89%, compared with 0.00% for WQTM.
WQTM is categorized as Technology Equities, while TFLO is Government Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WQTM and 0.15% for TFLO.
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