WQTM vs. XT

Last updated Jun 4, 2026

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 0.75 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

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and iShares Future Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WQTM achieves a 53.55% return, which is significantly higher than XT's 20.20% return.

WQTM

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

XT

• 1D: -0.47%
• 1M: 9.47%
• YTD: 20.20%
• 6M: 20.54%
• 1Y: 45.88%
• 3Y*: 18.83%
• 5Y*: 8.42%
• 10Y*: 14.70%

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

WQTM vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	53.55%	-14.56%
XT iShares Future Exponential Technologies ETF	20.20%	1.46%

Correlation

The correlation between WQTM and XT is 0.75, 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	0.75

Return for Risk

WQTM vs. XT — Risk / Return Rank

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

XT

XT Risk / Return Rank: 84
XT Sharpe Ratio Rank: 86
XT Sortino Ratio Rank: 84
XT Omega Ratio Rank: 79
XT Calmar Ratio Rank: 83
XT Martin Ratio Rank: 86

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. 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	WQTM	XT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.89	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	0.66	+0.60

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.

Drawdown Indicators

	WQTM	XT	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-3.80%	-0.47%	-3.33%
Average Drawdown Average peak-to-trough decline	-11.75%	-7.41%	-4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.49%	—

Volatility

Volatility by Period

	WQTM	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.98%	15.99%	+25.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.98%	20.76%	+21.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.98%	20.08%	+21.90%

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 6.61%.

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	6.61%	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

Can I hold both WQTM and XT in my portfolio?

WQTM and XT have a correlation of 0.75, 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 XT?

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.

Which ETF is cheaper, WQTM or XT?

WQTM is cheaper with a 0.45% expense ratio, compared with 0.46% for XT.

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

XT has the higher dividend yield at 6.61%, compared with 0.00% for WQTM.

What is the main difference between WQTM and XT?

They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WQTM and 0.46% for XT.