WTIZ.DE vs. WQTM.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and WQTM.DE (WisdomTree Quantum Computing UCITS ETF USD Accumulating) are both exchange-traded funds - WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity, while WQTM.DE is a Technology Equities fund tracking the WisdomTree Classiq Quantum Computing Index. Both are passively managed. At a 0.36 correlation, their price movements are largely independent. WTIZ.DE charges 0.40%/yr vs 0.50%/yr for WQTM.DE.
Performance
WTIZ.DE vs. WQTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly lower than WQTM.DE's 50.87% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
WQTM.DE
- 1D
- -1.39%
- 1M
- 17.46%
- YTD
- 50.87%
- 6M
- 44.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTIZ.DE vs. WQTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 7.56% |
WQTM.DE WisdomTree Quantum Computing UCITS ETF USD Accumulating | 50.87% | 22.54% |
Correlation
The correlation between WTIZ.DE and WQTM.DE is 0.36, 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 3, 2025 | 0.36 |
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Return for Risk
WTIZ.DE vs. WQTM.DE — Risk / Return Rank
WTIZ.DE
WQTM.DE
WTIZ.DE vs. WQTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| WTIZ.DE | WQTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | — | — |
| Martin ratioReturn relative to average drawdown | 10.27 | — | — |
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
| WTIZ.DE | WQTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 3.21 | -2.29 |
Drawdowns
WTIZ.DE vs. WQTM.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum WQTM.DE drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and WQTM.DE.
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Drawdown Indicators
| WTIZ.DE | WQTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -24.12% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -3.88% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -10.07% | +6.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | — | — |
Volatility
WTIZ.DE vs. WQTM.DE - Volatility Comparison
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Volatility by Period
| WTIZ.DE | WQTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 39.69% | -20.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 39.69% | -22.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 39.69% | -23.09% |
WTIZ.DE vs. WQTM.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.
Dividends
WTIZ.DE vs. WQTM.DE - Dividend Comparison
Neither WTIZ.DE nor WQTM.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and WQTM.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTIZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTIZ.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for WQTM.DE.
WTIZ.DE is categorized as Japan Equities, while WQTM.DE is Technology Equities. WTIZ.DE tracks WisdomTree Japan Equity, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. Their fees differ too: 0.40% for WTIZ.DE and 0.50% for WQTM.DE.
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