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WTEE.DE vs. WQTM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEE.DE vs. WQTM.DE - Performance Comparison

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

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


Returns By Period

In the year-to-date period, WTEE.DE achieves a 8.93% return, which is significantly higher than WQTM.DE's -3.29% return.


WTEE.DE

1D
1.34%
1M
2.10%
YTD
8.93%
6M
15.40%
1Y
24.93%
3Y*
16.03%
5Y*
12.26%
10Y*

WQTM.DE

1D
0.40%
1M
-3.46%
YTD
-3.29%
6M
-8.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WTEE.DE has a 0.29% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Return for Risk

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

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

WTEE.DE
WTEE.DE Risk / Return Rank: 8787
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9494
Martin Ratio Rank

WQTM.DE
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.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.


WTEE.DEWQTM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.69

Sortino ratio

Return per unit of downside risk

2.12

Omega ratio

Gain probability vs. loss probability

1.35

Calmar ratio

Return relative to maximum drawdown

4.38

Martin ratio

Return relative to average drawdown

16.20

WTEE.DE vs. WQTM.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTEE.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.90

+0.13

Correlation

The correlation between WTEE.DE and WQTM.DE is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTEE.DE vs. WQTM.DE - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.81%, while WQTM.DE has not paid dividends to shareholders.


TTM20252024202320222021
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.81%5.37%6.81%5.61%5.35%4.64%
WQTM.DE
WisdomTree Quantum Computing UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTEE.DE vs. WQTM.DE - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum WQTM.DE drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and WQTM.DE.


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Drawdown Indicators


WTEE.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-24.12%

+7.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-2.51%

-19.77%

+17.26%

Average Drawdown

Average peak-to-trough decline

-2.70%

-11.74%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

Volatility

WTEE.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


WTEE.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

37.79%

-23.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

37.79%

-22.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

37.79%

-22.38%