XS8R.L vs. QWTM.L
XS8R.L (Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds - XS8R.L tracks the MSCI World/Information Tech NR USD while QWTM.L tracks the WisdomTree Classiq Quantum Computing UCITS Index. Both are passively managed. At a 0.36 correlation, their price movements are largely independent. XS8R.L charges 0.20%/yr vs 0.50%/yr for QWTM.L.
Performance
XS8R.L vs. QWTM.L - Performance Comparison
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Returns By Period
In the year-to-date period, XS8R.L achieves a -4.42% return, which is significantly lower than QWTM.L's 51.52% return.
XS8R.L
- 1D
- 0.01%
- 1M
- 8.23%
- YTD
- -4.42%
- 6M
- -5.56%
- 1Y
- -13.03%
- 3Y*
- -2.67%
- 5Y*
- -0.59%
- 10Y*
- 9.06%
QWTM.L
- 1D
- -1.88%
- 1M
- 17.19%
- YTD
- 51.52%
- 6M
- 41.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XS8R.L vs. QWTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XS8R.L Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C | -4.42% | 1.52% |
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 51.52% | 19.86% |
Correlation
The correlation between XS8R.L and QWTM.L 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 4, 2025 | 0.36 |
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Return for Risk
XS8R.L vs. QWTM.L — Risk / Return Rank
XS8R.L
QWTM.L
XS8R.L vs. QWTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C (XS8R.L) and WisdomTree Quantum Computing UCITS ETF - USD Acc (QWTM.L). 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.
| XS8R.L | QWTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.92 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | — | — |
| Martin ratioReturn relative to average drawdown | -0.79 | — | — |
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
| XS8R.L | QWTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 3.11 | -2.75 |
Drawdowns
XS8R.L vs. QWTM.L - Drawdown Comparison
The maximum XS8R.L drawdown since its inception was -40.78%, which is greater than QWTM.L's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for XS8R.L and QWTM.L.
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Drawdown Indicators
| XS8R.L | QWTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.78% | -23.74% | -17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -32.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | — | — |
Current DrawdownCurrent decline from peak | -25.99% | -4.22% | -21.77% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -10.21% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.00% | — | — |
Volatility
XS8R.L vs. QWTM.L - Volatility Comparison
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Volatility by Period
| XS8R.L | QWTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.47% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.76% | 39.18% | -16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 39.18% | -15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.71% | 39.18% | -16.47% |
XS8R.L vs. QWTM.L - Expense Ratio Comparison
XS8R.L has a 0.20% expense ratio, which is lower than QWTM.L's 0.50% expense ratio.
Dividends
XS8R.L vs. QWTM.L - Dividend Comparison
Neither XS8R.L nor QWTM.L has paid dividends to shareholders.
Frequently Asked Questions
XS8R.L and QWTM.L 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, XS8R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XS8R.L is cheaper with a 0.20% expense ratio, compared with 0.50% for QWTM.L.
XS8R.L tracks MSCI World/Information Tech NR USD, while QWTM.L tracks WisdomTree Classiq Quantum Computing UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.20% for XS8R.L and 0.50% for QWTM.L.
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