WTAI vs. WQTM

Last updated Jul 14, 2026

WTAI (WisdomTree Artificial Intelligence and Innovation Fund) and WQTM (WisdomTree Quantum Computing Fund) are both Technology Equities funds from WisdomTree. WTAI is passively managed, while WQTM is actively managed. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.45% expense ratio.

Performance

WTAI vs. WQTM - Performance Comparison

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

Returns By Period

In the year-to-date period, WTAI achieves a 42.72% return, which is significantly higher than WQTM's 28.98% return.

WTAI

• 1D: -5.02%
• 1M: -6.16%
• 6M: 35.96%
• YTD: 42.72%
• 1Y: 73.72%
• 3Y*: 29.12%
• 5Y*: —
• 10Y*: —

WQTM

• 1D: -3.97%
• 1M: -8.87%
• 6M: 17.49%
• YTD: 28.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTAI vs. WQTM - Yearly Performance Comparison

	2026 (YTD)	2025
WTAI WisdomTree Artificial Intelligence and Innovation Fund	42.72%	-1.97%
WQTM WisdomTree Quantum Computing Fund	28.98%	-13.35%

Correlation

The correlation between WTAI and WQTM is 0.82, 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	0.82

Return for Risk

WTAI vs. WQTM — Risk / Return Rank

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

WTAI

WTAI Risk / Return Rank: 81
WTAI Sharpe Ratio Rank: 84
WTAI Sortino Ratio Rank: 69
WTAI Omega Ratio Rank: 74
WTAI Calmar Ratio Rank: 92
WTAI Martin Ratio Rank: 85

WQTM

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

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. WQTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence and Innovation Fund (WTAI) and WisdomTree Quantum Computing Fund (WQTM). 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.

	WTAI	WQTM	Difference
Sharpe ratio: Return per unit of total volatility	2.12	—	—
Sortino ratio: Return per unit of downside risk	2.52	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	4.81	—	—
Martin ratio: Return relative to average drawdown	13.50	—	—

Drawdowns

WTAI vs. WQTM - Drawdown Comparison

The maximum WTAI drawdown since its inception was -45.96%, which is greater than WQTM's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for WTAI and WQTM.

Drawdown Indicators

	WTAI	WQTM	Difference
Max Drawdown Largest peak-to-trough decline	-45.96%	-26.13%	-19.83%
Max Drawdown (1Y) Largest decline over 1 year	-15.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-31.83%	—	—
Current Drawdown Current decline from peak	-13.98%	-19.20%	+5.22%
Average Drawdown Average peak-to-trough decline	-19.55%	-11.69%	-7.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	—	—

Volatility

Volatility by Period

	WTAI	WQTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.06%	43.27%	-8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.20%	43.27%	-11.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.20%	43.27%	-11.07%

WTAI vs. WQTM - Expense Ratio Comparison

Both WTAI and WQTM have an expense ratio of 0.45%.

Dividends

WTAI vs. WQTM - Dividend Comparison

WTAI's dividend yield for the trailing twelve months is around 1.27%, while WQTM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
WQTM WisdomTree Quantum Computing Fund	0.00%	0.00%	0.00%	0.00%	0.00%
WTAI WisdomTree Artificial Intelligence and Innovation Fund	1.27%	1.81%	0.19%	0.24%	0.22%

Frequently Asked Questions

Can I hold both WTAI and WQTM in my portfolio?

WTAI and WQTM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTAI or WQTM?

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTAI or WQTM?

WTAI and WQTM have the same expense ratio: 0.45% per year.

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

WTAI has the higher dividend yield at 1.27%, compared with 0.00% for WQTM.