WTD8.DE vs. WQTM.DE

Last updated Jun 5, 2026

WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both exchange-traded funds - WTD8.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity Income, while WQTM.DE is a Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index. Both are passively managed. At a 0.48 correlation, their price movements are largely independent. WTD8.DE charges 0.46%/yr vs 0.50%/yr for WQTM.DE.

Performance

WTD8.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTD8.DE achieves a 19.39% return, which is significantly lower than WQTM.DE's 50.87% return.

WTD8.DE

• 1D: -0.85%
• 1M: 3.43%
• YTD: 19.39%
• 6M: 18.68%
• 1Y: 26.90%
• 3Y*: 15.87%
• 5Y*: 10.72%
• 10Y*: —

WQTM.DE

• 1D: -1.39%
• 1M: 17.46%
• YTD: 50.87%
• 6M: 44.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTD8.DE vs. WQTM.DE - Yearly Performance Comparison

	2026 (YTD)	2025
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc	19.39%	4.77%
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	50.87%	22.54%

Correlation

The correlation between WTD8.DE and WQTM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025	0.48

Return for Risk

WTD8.DE vs. WQTM.DE — Risk / Return Rank

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

WTD8.DE

WTD8.DE Risk / Return Rank: 76
WTD8.DE Sharpe Ratio Rank: 71
WTD8.DE Sortino Ratio Rank: 75
WTD8.DE Omega Ratio Rank: 69
WTD8.DE Calmar Ratio Rank: 83
WTD8.DE Martin Ratio Rank: 80

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.

WTD8.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). 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.

	WTD8.DE	WQTM.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.29	—	—
Sortino ratio: Return per unit of downside risk	3.33	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	4.38	—	—
Martin ratio: Return relative to average drawdown	15.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTD8.DE	WQTM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	3.21	-2.64

Drawdowns

WTD8.DE vs. WQTM.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.98%, which is greater than WQTM.DE's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and WQTM.DE.

Drawdown Indicators

	WTD8.DE	WQTM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.98%	-24.12%	-10.86%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.79%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.08%	—	—
Current Drawdown Current decline from peak	-1.72%	-3.88%	+2.16%
Average Drawdown Average peak-to-trough decline	-5.99%	-10.07%	+4.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	WTD8.DE	WQTM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.77%	39.69%	-27.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	39.69%	-26.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	39.69%	-23.61%

WTD8.DE vs. WQTM.DE - Expense Ratio Comparison

WTD8.DE has a 0.46% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.

Dividends

WTD8.DE vs. WQTM.DE - Dividend Comparison

Neither WTD8.DE nor WQTM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTD8.DE and WQTM.DE in my portfolio?

WTD8.DE and WQTM.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTD8.DE or WQTM.DE?

On fees, WTD8.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTD8.DE or WQTM.DE?

WTD8.DE is cheaper with a 0.46% expense ratio, compared with 0.50% for WQTM.DE.

What is the main difference between WTD8.DE and WQTM.DE?

WTD8.DE is categorized as Emerging Markets Equities, while WQTM.DE is Technology Equities. WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.46% for WTD8.DE and 0.50% for WQTM.DE.