WQTM vs. XT
WQTM (WisdomTree Quantum Computing Fund) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds. WQTM is actively managed, while XT is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. WQTM charges 0.45%/yr vs 0.46%/yr for XT.
Performance
WQTM vs. XT - 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 XT's 15.73% return.
WQTM
- 1D
- -0.16%
- 1M
- -1.36%
- YTD
- 46.02%
- 6M
- 40.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XT
- 1D
- -2.84%
- 1M
- -0.34%
- YTD
- 15.73%
- 6M
- 14.43%
- 1Y
- 37.71%
- 3Y*
- 17.73%
- 5Y*
- 7.23%
- 10Y*
- 14.88%
WQTM vs. XT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WQTM WisdomTree Quantum Computing Fund | 46.02% | -13.35% |
XT iShares Future Exponential Technologies ETF | 15.73% | 1.08% |
Correlation
The correlation between WQTM and XT is 0.76, 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 9, 2025 | 0.76 |
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Return for Risk
WQTM vs. XT — Risk / Return Rank
WQTM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XT
WQTM vs. XT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) and iShares Future Exponential Technologies ETF (XT). 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 | XT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.63 | — |
| Martin ratioReturn relative to average drawdown | — | 14.43 | — |
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Drawdowns
WQTM vs. XT - Drawdown Comparison
The maximum WQTM drawdown since its inception was -26.13%, smaller than the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for WQTM and XT.
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Drawdown Indicators
| WQTM | XT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.13% | -34.41% | +8.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.41% | — |
Current DrawdownCurrent decline from peak | -8.52% | -4.18% | -4.34% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -7.39% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.62% | — |
Volatility
WQTM vs. XT - Volatility Comparison
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Volatility by Period
| WQTM | XT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.37% | 17.32% | +26.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.37% | 21.00% | +22.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.37% | 20.12% | +23.25% |
WQTM vs. XT - Expense Ratio Comparison
WQTM has a 0.45% expense ratio, which is lower than XT's 0.46% expense ratio.
Dividends
WQTM vs. XT - Dividend Comparison
WQTM has not paid dividends to shareholders, while XT's dividend yield for the trailing twelve months is around 7.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XT iShares Future Exponential Technologies ETF | 7.08% | 7.95% | 0.66% | 0.41% | 0.78% | 0.84% | 0.77% | 1.55% | 1.40% | 0.97% | 1.37% | 1.34% |
Frequently Asked Questions
WQTM and XT have a correlation of 0.76, 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 0.46% for XT.
XT has the higher dividend yield at 7.08%, compared with 0.00% for WQTM.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WQTM and 0.46% for XT.
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