WQTM vs. VGT

Last updated Jun 24, 2026

WQTM (WisdomTree Quantum Computing Fund) and VGT (Vanguard Information Technology ETF) are both Technology Equities funds. WQTM is actively managed, while VGT is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. WQTM charges 0.45%/yr vs 0.09%/yr for VGT.

Performance

WQTM vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and Vanguard Information Technology ETF (VGT). 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 VGT's 23.32% return.

WQTM

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

VGT

• 1D: -3.68%
• 1M: 0.28%
• YTD: 23.32%
• 6M: 21.50%
• 1Y: 46.82%
• 3Y*: 30.13%
• 5Y*: 19.51%
• 10Y*: 25.49%

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

WQTM vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	46.02%	-13.35%
VGT Vanguard Information Technology ETF	23.32%	-1.75%

Correlation

The correlation between WQTM and VGT is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	0.80

Return for Risk

WQTM vs. VGT — 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.

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 56
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 60
VGT Martin Ratio Rank: 52

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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and Vanguard Information Technology ETF (VGT). 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	VGT	Difference
Sharpe ratio: Return per unit of total volatility	—	2.07	—
Sortino ratio: Return per unit of downside risk	—	2.61	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.87	—
Martin ratio: Return relative to average drawdown	—	8.76	—

Drawdowns

WQTM vs. VGT - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for WQTM and VGT.

Drawdown Indicators

	WQTM	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-54.63%	+28.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.40%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.23%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.07%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.07%	—
Current Drawdown Current decline from peak	-8.52%	-7.71%	-0.81%
Average Drawdown Average peak-to-trough decline	-11.57%	-7.95%	-3.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.36%	—

Volatility

Volatility by Period

	WQTM	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.39%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.58%	—
Volatility (1Y) Calculated over the trailing 1-year period	43.37%	22.72%	+20.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.37%	25.55%	+17.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.37%	24.77%	+18.60%

WQTM vs. VGT - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is higher than VGT's 0.09% expense ratio.

Dividends

WQTM vs. VGT - Dividend Comparison

WQTM has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.33%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
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

Can I hold both WQTM and VGT in my portfolio?

WQTM and VGT have a correlation of 0.80, 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 VGT?

On fees, VGT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WQTM or VGT?

VGT is cheaper with a 0.09% expense ratio, compared with 0.45% for WQTM.

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

VGT has the higher dividend yield at 0.33%, compared with 0.00% for WQTM.

What is the main difference between WQTM and VGT?

They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.45% for WQTM and 0.09% for VGT.