WTEU.DE vs. WQTM.DE
WTEU.DE (WisdomTree US Equity Income UCITS ETF) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both exchange-traded funds - WTEU.DE is a Dividend fund tracking the WisdomTree US Equity Income UCITS Index, while WQTM.DE is a Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index. Both are passively managed. At a 0.11 correlation, their price movements are largely independent. WTEU.DE charges 0.29%/yr vs 0.50%/yr for WQTM.DE.
Performance
WTEU.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEU.DE achieves a 14.83% return, which is significantly lower than WQTM.DE's 25.96% return.
WTEU.DE
- 1D
- -0.60%
- 1M
- 3.45%
- 6M
- 11.01%
- YTD
- 14.83%
- 1Y
- 24.32%
- 3Y*
- 15.10%
- 5Y*
- 11.50%
- 10Y*
- 7.94%
WQTM.DE
- 1D
- -3.87%
- 1M
- -15.28%
- 6M
- 15.00%
- YTD
- 25.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEU.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTEU.DE WisdomTree US Equity Income UCITS ETF | 14.83% | 4.12% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 25.96% | 18.67% |
Correlation
The correlation between WTEU.DE and WQTM.DE is 0.11, 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 2, 2025 | 0.11 |
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Return for Risk
WTEU.DE vs. WQTM.DE — Risk / Return Rank
WTEU.DE
WQTM.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WTEU.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Equity Income UCITS ETF (WTEU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTEU.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | — | — |
| Martin ratioReturn relative to average drawdown | 14.20 | — | — |
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Drawdowns
WTEU.DE vs. WQTM.DE - Drawdown Comparison
The maximum WTEU.DE drawdown since its inception was -36.46%, which is greater than WQTM.DE's maximum drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and WQTM.DE.
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Drawdown Indicators
| WTEU.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.46% | -26.33% | -10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.46% | — | — |
Current DrawdownCurrent decline from peak | -0.79% | -21.58% | +20.79% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -10.36% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | — | — |
Volatility
WTEU.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| WTEU.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 44.42% | -33.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 44.42% | -29.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 44.42% | -26.90% |
WTEU.DE vs. WQTM.DE - Expense Ratio Comparison
WTEU.DE has a 0.29% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
WTEU.DE vs. WQTM.DE - Dividend Comparison
WTEU.DE's dividend yield for the trailing twelve months is around 2.58%, while WQTM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEU.DE WisdomTree US Equity Income UCITS ETF | 2.58% | 2.96% | 2.85% | 3.48% | 2.97% | 2.78% | 3.82% | 2.20% | 3.11% | 2.77% | 2.66% | 2.47% |
Frequently Asked Questions
WTEU.DE and WQTM.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEU.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEU.DE is cheaper with a 0.29% expense ratio, compared with 0.50% for WQTM.DE.
WTEU.DE is categorized as Dividend, while WQTM.DE is Technology Equities. WTEU.DE tracks WisdomTree US Equity Income UCITS Index, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.29% for WTEU.DE and 0.50% for WQTM.DE.
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