WTEH.DE vs. WQTM.DE
WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both exchange-traded funds - WTEH.DE is a Commodities fund tracking the Optimized Roll Commodity (EUR Hedged), while WQTM.DE is a Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index. Both are passively managed. At a correlation of -0.03, they often move in opposite directions. WTEH.DE charges 0.35%/yr vs 0.50%/yr for WQTM.DE.
Performance
WTEH.DE vs. WQTM.DE - Performance Comparison
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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*
- —
WTEH.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 6.77% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
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
WTEH.DE
WQTM.DE
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.DE | WQTM.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTEH.DE | WQTM.DE | Difference | |
|---|---|---|---|
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.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.05% | -3.88% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -10.07% | -4.57% |
Ulcer IndexDepth 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.DE | WQTM.DE | Difference | |
|---|---|---|---|
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.
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.
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