WTI2.DE vs. WQTM.DE

Last updated Jun 5, 2026

WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both Technology Equities funds from WisdomTree - WTI2.DE tracks the Nasdaq CTA Artificial Intelligence while WQTM.DE tracks the WisdomTree Classiq Quantum Computing Index. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. WTI2.DE charges 0.40%/yr vs 0.50%/yr for WQTM.DE.

Performance

WTI2.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with WTI2.DE having a 49.52% return and WQTM.DE slightly higher at 50.87%.

WTI2.DE

• 1D: -0.85%
• 1M: 17.78%
• YTD: 49.52%
• 6M: 47.97%
• 1Y: 85.59%
• 3Y*: 30.72%
• 5Y*: 17.06%
• 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)

WTI2.DE vs. WQTM.DE - Yearly Performance Comparison

	2026 (YTD)	2025
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc	49.52%	15.28%
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating	50.87%	22.54%

Correlation

The correlation between WTI2.DE and WQTM.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 3, 2025	0.77

Return for Risk

WTI2.DE vs. WQTM.DE — Risk / Return Rank

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

WTI2.DE

WTI2.DE Risk / Return Rank: 88
WTI2.DE Sharpe Ratio Rank: 92
WTI2.DE Sortino Ratio Rank: 87
WTI2.DE Omega Ratio Rank: 83
WTI2.DE Calmar Ratio Rank: 91
WTI2.DE Martin Ratio Rank: 88

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.

WTI2.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.

	WTI2.DE	WQTM.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.32	—	—
Sortino ratio: Return per unit of downside risk	3.92	—	—
Omega ratio: Gain probability vs. loss probability	1.50	—	—
Calmar ratio: Return relative to maximum drawdown	5.80	—	—
Martin ratio: Return relative to average drawdown	18.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTI2.DE	WQTM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.32	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	3.21	-2.29

Drawdowns

WTI2.DE vs. WQTM.DE - Drawdown Comparison

The maximum WTI2.DE drawdown since its inception was -40.18%, 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 WTI2.DE and WQTM.DE.

Drawdown Indicators

	WTI2.DE	WQTM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.18%	-24.12%	-16.06%
Max Drawdown (1Y) Largest decline over 1 year	-15.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-35.27%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-40.18%	—	—
Current Drawdown Current decline from peak	-1.11%	-3.88%	+2.77%
Average Drawdown Average peak-to-trough decline	-11.09%	-10.07%	-1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	—	—

Volatility

Volatility by Period

	WTI2.DE	WQTM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.36%	39.69%	-13.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.39%	39.69%	-13.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.77%	39.69%	-12.92%

WTI2.DE vs. WQTM.DE - Expense Ratio Comparison

WTI2.DE has a 0.40% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.

Dividends

WTI2.DE vs. WQTM.DE - Dividend Comparison

Neither WTI2.DE nor WQTM.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTI2.DE and WQTM.DE in my portfolio?

WTI2.DE and WQTM.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTI2.DE or WQTM.DE?

On fees, WTI2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTI2.DE or WQTM.DE?

WTI2.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for WQTM.DE.

What is the main difference between WTI2.DE and WQTM.DE?

WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.40% for WTI2.DE and 0.50% for WQTM.DE.