PortfoliosLab logoPortfoliosLab logo
WTEM.DE vs. WQTM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEM.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Returns By Period

In the year-to-date period, WTEM.DE achieves a -2.37% return, which is significantly higher than WQTM.DE's -3.68% return.


WTEM.DE

1D
1.98%
1M
-4.93%
YTD
-2.37%
6M
1.14%
1Y
4.20%
3Y*
8.66%
5Y*
7.87%
10Y*

WQTM.DE

1D
3.87%
1M
-5.73%
YTD
-3.68%
6M
-4.97%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

WTEM.DE has a 0.38% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Return for Risk

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

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

WTEM.DE
WTEM.DE Risk / Return Rank: 2020
Overall Rank
WTEM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WTEM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WTEM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
WTEM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
WTEM.DE Martin Ratio Rank: 2424
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.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.


WTEM.DEWQTM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.29

Sortino ratio

Return per unit of downside risk

0.48

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.59

Martin ratio

Return relative to average drawdown

2.17

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


Loading graphics...

Sharpe Ratios by Period


WTEM.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.88

-0.13

Correlation

The correlation between WTEM.DE and WQTM.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTEM.DE vs. WQTM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WTEM.DE vs. WQTM.DE - Drawdown Comparison

The maximum WTEM.DE drawdown since its inception was -30.76%, 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 WTEM.DE and WQTM.DE.


Loading graphics...

Drawdown Indicators


WTEM.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.76%

-24.12%

-6.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.62%

Current Drawdown

Current decline from peak

-5.41%

-20.10%

+14.69%

Average Drawdown

Average peak-to-trough decline

-3.79%

-11.69%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

WTEM.DE vs. WQTM.DE - Volatility Comparison


Loading graphics...

Volatility by Period


WTEM.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

37.91%

-23.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.34%

37.91%

-24.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

37.91%

-23.47%