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WTAI vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WTAI vs. QQQ

Last updated Jun 4, 2026

WTAI (WisdomTree Artificial Intelligence and Innovation Fund) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - WTAI is a Technology Equities fund tracking the WisdomTree Artificial Intelligence & Innovation Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, WTAI returned 37.21%/yr vs 28.78%/yr for QQQ. Their correlation of 0.90 suggests significant overlap in exposure. WTAI charges 0.45%/yr vs 0.18%/yr for QQQ.

Performance

WTAI vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTAI achieves a 59.81% return, which is significantly higher than QQQ's 21.30% return.

WTAI

1D
-0.89%
1M
26.62%
YTD
59.81%
6M
58.39%
1Y
109.20%
3Y*
37.21%
5Y*
—
10Y*
—

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTAI vs. QQQ - Yearly Performance Comparison

2026 (YTD)20252024202320222021
WTAI
WisdomTree Artificial Intelligence and Innovation Fund		59.81%34.83%6.53%46.32%-42.27%-0.83%
QQQ
Invesco QQQ ETF		21.30%20.77%25.58%54.86%-32.58%1.18%

Correlation

The correlation between WTAI and QQQ is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.90

The correlation between WTAI and QQQ has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

WTAI vs. QQQ - Sectors Allocation Comparison

Sectors
WTAI
QQQ

Technology

71.6%
53.8%

Consumer Cyclical

8.3%
12.3%

Communication Services

7.2%
15.8%

Industrials

5.6%
2.8%

Financial Services

3.8%
0.2%

Utilities

0.9%
1.4%

Consumer Defensive

0.4%
7.7%

Basic Materials

-

1.1%

Energy

-

0.6%

Healthcare

-

4.2%

Real Estate

-

0.1%

Technology

WTAI
71.6%
QQQ
53.8%

Consumer Cyclical

WTAI
8.3%
QQQ
12.3%

Communication Services

WTAI
7.2%
QQQ
15.8%

Industrials

WTAI
5.6%
QQQ
2.8%

Financial Services

WTAI
3.8%
QQQ
0.2%

Utilities

WTAI
0.9%
QQQ
1.4%

Consumer Defensive

WTAI
0.4%
QQQ
7.7%

Basic Materials

WTAI

-

QQQ
1.1%

Energy

WTAI

-

QQQ
0.6%

Healthcare

WTAI

-

QQQ
4.2%

Real Estate

WTAI

-

QQQ
0.1%

Compare stocks, funds, or ETFs

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

WisdomTree Artificial Intelligence and Innovation Fund

Invesco QQQ ETF

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Return for Risk

WTAI vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTAI
WTAI Risk / Return Rank: 9292
Overall Rank
WTAI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
WTAI Sortino Ratio Rank: 9090
Sortino Ratio Rank
WTAI Omega Ratio Rank: 8989
Omega Ratio Rank
WTAI Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTAI Martin Ratio Rank: 9191
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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.

WTAI vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and Invesco QQQ ETF (QQQ). 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.

WTAIQQQDifference
Sharpe ratioReturn per unit of total volatility
3.87
2.64

+1.23

Sortino ratioReturn per unit of downside risk
4.29
3.45

+0.84

Omega ratioGain probability vs. loss probability

1.57

1.45

+0.12

Calmar ratioReturn relative to maximum drawdown

7.12

3.51

+3.61

Martin ratioReturn relative to average drawdown

22.73

13.49

+9.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTAI vs. QQQ - Sharpe Ratio Comparison

The current WTAI Sharpe Ratio is 3.87, which is higher than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of WTAI and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

WTAIQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.87

2.64

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.81

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.99

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.41

+0.10

Drawdowns

WTAI vs. QQQ - Drawdown Comparison

The maximum WTAI drawdown since its inception was -45.92%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for WTAI and QQQ.

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Drawdown Indicators

WTAIQQQDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-82.97%

+37.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

-11.96%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-31.83%

-22.77%

-9.06%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.12%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

-0.89%

-0.26%

-0.63%

Average Drawdown

Average peak-to-trough decline

-19.80%

-32.79%

+12.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

3.11%

+1.71%

Volatility

WTAI vs. QQQ - Volatility Comparison

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) has a higher volatility of 10.86% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that WTAI's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTAIQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

4.49%

+6.37%

Volatility (6M)

Calculated over the trailing 6-month period

22.71%

12.10%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

28.39%

15.94%

+12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.99%

22.38%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.99%

22.29%

+8.70%

WTAI vs. QQQ - Expense Ratio Comparison

WTAI has a 0.45% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

WTAI vs. QQQ - Dividend Comparison

WTAI's dividend yield for the trailing twelve months is around 1.13%, more than QQQ's 0.38% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
WTAI
WisdomTree Artificial Intelligence and Innovation Fund		1.13%1.81%0.19%0.24%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WTAI and QQQ have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTAI has higher volatility (10.86%) compared to QQQ (4.49%). In terms of maximum drawdown, WTAI dropped -45.92% vs QQQ's -82.97%.

On 3-year performance, WTAI leads with 37.21% vs 28.78% for QQQ. On fees, QQQ is cheaper at 0.18% per year. On volatility, QQQ has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WTAI has performed better with a 37.21% return vs 28.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.45% for WTAI.

WTAI has the higher dividend yield at 1.13%, compared with 0.38% for QQQ.

WTAI is categorized as Technology Equities, while QQQ is Nasdaq-100. WTAI tracks WisdomTree Artificial Intelligence & Innovation Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.45% for WTAI and 0.18% for QQQ.

WTAI currently has the higher Sharpe Ratio (3.87 vs 2.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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