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

Performance

WTEH.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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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Returns By Period

In the year-to-date period, WTEH.DE achieves a 28.87% return, which is significantly lower than WQTM.DE's 50.87% return.


WTEH.DE

1D
-1.21%
1M
-0.63%
YTD
28.87%
6M
30.95%
1Y
40.23%
3Y*
14.16%
5Y*
9.32%
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)

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


Correlation

The correlation between WTEH.DE and WQTM.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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Return for Risk

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

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

WTEH.DE
WTEH.DE Risk / Return Rank: 8080
Overall Rank
WTEH.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTEH.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTEH.DE Omega Ratio Rank: 7777
Omega Ratio Rank
WTEH.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEH.DE Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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.


WTEH.DEWQTM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

6.93

Martin ratioReturn relative to average drawdown

15.94

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


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Sharpe Ratios by Period


WTEH.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

3.21

-2.35

Drawdowns

WTEH.DE vs. WQTM.DE - Drawdown Comparison

The maximum WTEH.DE drawdown since its inception was -28.22%, 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 WTEH.DE and WQTM.DE.


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Drawdown Indicators


WTEH.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-24.12%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

Current Drawdown

Current decline from peak

-4.05%

-3.88%

-0.17%

Average Drawdown

Average peak-to-trough decline

-14.64%

-10.07%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

Volatility

WTEH.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


WTEH.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

39.69%

-23.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

39.69%

-24.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

39.69%

-24.30%

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

WTEH.DE has a 0.35% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Dividends

WTEH.DE vs. WQTM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WTEH.DE and WQTM.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEH.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for WQTM.DE.

WTEH.DE is categorized as Commodities, while WQTM.DE is Technology Equities. WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.35% for WTEH.DE and 0.50% for WQTM.DE.

Portfolio Optimizer

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