XSTC.L vs. QWTM.L
XSTC.L (Xtrackers MSCI USA Information Technology UCITS ETF 1D) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds - XSTC.L tracks the MSCI World/Information Tech NR USD while QWTM.L tracks the WisdomTree Classiq Quantum Computing UCITS Index. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. XSTC.L charges 0.12%/yr vs 0.50%/yr for QWTM.L.
Performance
XSTC.L vs. QWTM.L - Performance Comparison
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Returns By Period
In the year-to-date period, XSTC.L achieves a 26.01% return, which is significantly lower than QWTM.L's 54.42% return.
XSTC.L
- 1D
- -0.59%
- 1M
- 19.05%
- YTD
- 26.01%
- 6M
- 25.07%
- 1Y
- 57.19%
- 3Y*
- 31.88%
- 5Y*
- 24.75%
- 10Y*
- —
QWTM.L
- 1D
- -2.39%
- 1M
- 27.41%
- YTD
- 54.42%
- 6M
- 52.73%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSTC.L vs. QWTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 26.01% | 10.10% |
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 54.42% | 19.86% |
Correlation
The correlation between XSTC.L and QWTM.L is 0.64, 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 4, 2025 | 0.64 |
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Return for Risk
XSTC.L vs. QWTM.L — Risk / Return Rank
XSTC.L
QWTM.L
XSTC.L vs. QWTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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.
| XSTC.L | QWTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.48 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | — | — |
| Martin ratioReturn relative to average drawdown | 8.36 | — | — |
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
| XSTC.L | QWTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 3.28 | -2.13 |
Drawdowns
XSTC.L vs. QWTM.L - Drawdown Comparison
The maximum XSTC.L drawdown since its inception was -29.30%, 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 XSTC.L and QWTM.L.
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Drawdown Indicators
| XSTC.L | QWTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.30% | -23.74% | -5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -17.49% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -29.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.30% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -2.39% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -10.24% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | — | — |
Volatility
XSTC.L vs. QWTM.L - Volatility Comparison
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Volatility by Period
| XSTC.L | QWTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 39.20% | -19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.20% | 39.20% | -17.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 39.20% | -16.78% |
XSTC.L vs. QWTM.L - Expense Ratio Comparison
XSTC.L has a 0.12% expense ratio, which is lower than QWTM.L's 0.50% expense ratio.
Dividends
XSTC.L vs. QWTM.L - Dividend Comparison
XSTC.L's dividend yield for the trailing twelve months is around 0.25%, while QWTM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.25% | 0.33% | 0.37% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% |
Frequently Asked Questions
XSTC.L and QWTM.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSTC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSTC.L is cheaper with a 0.12% expense ratio, compared with 0.50% for QWTM.L.
XSTC.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: 0.12% for XSTC.L and 0.50% for QWTM.L.
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