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XNNV.DE vs. WQTM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNNV.DE vs. WQTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.DE) and WisdomTree Quantum Computing UCITS ETF USD Accumulating (WQTM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNNV.DE achieves a 5.08% return, which is significantly lower than WQTM.DE's 50.87% return.


XNNV.DE

1D
1.03%
1M
6.57%
YTD
5.08%
6M
3.95%
1Y
15.22%
3Y*
13.35%
5Y*
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)

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


Correlation

The correlation between XNNV.DE and WQTM.DE is 0.68, 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

0.68

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Return for Risk

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

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

XNNV.DE
XNNV.DE Risk / Return Rank: 2626
Overall Rank
XNNV.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XNNV.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNNV.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNNV.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XNNV.DE Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Innovation UCITS ETF 1C (XNNV.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.


XNNV.DEWQTM.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.01

Martin ratioReturn relative to average drawdown

2.80

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


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Sharpe Ratios by Period


XNNV.DEWQTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

3.21

-2.54

Drawdowns

XNNV.DE vs. WQTM.DE - Drawdown Comparison

The maximum XNNV.DE drawdown since its inception was -25.90%, 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 XNNV.DE and WQTM.DE.


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Drawdown Indicators


XNNV.DEWQTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.90%

-24.12%

-1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-25.90%

Current Drawdown

Current decline from peak

-0.91%

-3.88%

+2.97%

Average Drawdown

Average peak-to-trough decline

-6.64%

-10.07%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

Volatility

XNNV.DE vs. WQTM.DE - Volatility Comparison


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Volatility by Period


XNNV.DEWQTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

39.69%

-24.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

39.69%

-21.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

39.69%

-21.62%

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

XNNV.DE has a 0.30% expense ratio, which is lower than WQTM.DE's 0.50% expense ratio.


Dividends

XNNV.DE vs. WQTM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XNNV.DE and WQTM.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNNV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNNV.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for WQTM.DE.

XNNV.DE tracks MSCI ACWI IMI Innovation Select ESG Screened 200, while WQTM.DE tracks WisdomTree Classiq Quantum Computing Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.30% for XNNV.DE and 0.50% for WQTM.DE.

Portfolio Optimizer

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