YMAP.L vs. QWTM.L
YMAP.L (YieldMax Big Tech Option Income UCITS ETF) and QWTM.L (WisdomTree Quantum Computing UCITS ETF - USD Acc) are both Technology Equities funds. YMAP.L is actively managed, while QWTM.L is passively managed. A 0.57 correlation means they provide meaningful diversification when combined. YMAP.L charges 0.99%/yr vs 0.50%/yr for QWTM.L.
Performance
YMAP.L vs. QWTM.L - Performance Comparison
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Returns By Period
In the year-to-date period, YMAP.L achieves a 6.23% return, which is significantly lower than QWTM.L's 51.52% return.
YMAP.L
- 1D
- -0.59%
- 1M
- 7.21%
- YTD
- 6.23%
- 6M
- 3.37%
- 1Y
- 15.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QWTM.L
- 1D
- -1.88%
- 1M
- 20.99%
- YTD
- 51.52%
- 6M
- 41.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YMAP.L vs. QWTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YMAP.L YieldMax Big Tech Option Income UCITS ETF | 6.23% | 3.24% |
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 51.52% | 19.86% |
Correlation
The correlation between YMAP.L and QWTM.L is 0.57, 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 | 0.57 |
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Return for Risk
YMAP.L vs. QWTM.L — Risk / Return Rank
YMAP.L
QWTM.L
YMAP.L vs. QWTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YMAP.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.
| YMAP.L | QWTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | — | — |
| Martin ratioReturn relative to average drawdown | 1.60 | — | — |
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
| YMAP.L | QWTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 3.11 | -2.06 |
Drawdowns
YMAP.L vs. QWTM.L - Drawdown Comparison
The maximum YMAP.L drawdown since its inception was -20.86%, smaller than the maximum QWTM.L drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for YMAP.L and QWTM.L.
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Drawdown Indicators
| YMAP.L | QWTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.86% | -23.74% | +2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.86% | — | — |
Current DrawdownCurrent decline from peak | -2.77% | -4.22% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -10.21% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.80% | — | — |
Volatility
YMAP.L vs. QWTM.L - Volatility Comparison
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Volatility by Period
| YMAP.L | QWTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 39.18% | -22.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 39.18% | -19.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 39.18% | -19.12% |
YMAP.L vs. QWTM.L - Expense Ratio Comparison
YMAP.L has a 0.99% expense ratio, which is higher than QWTM.L's 0.50% expense ratio.
Dividends
YMAP.L vs. QWTM.L - Dividend Comparison
YMAP.L's dividend yield for the trailing twelve months is around 25.09%, while QWTM.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
QWTM.L WisdomTree Quantum Computing UCITS ETF - USD Acc | 0.00% | 0.00% |
YMAP.L YieldMax Big Tech Option Income UCITS ETF | 25.09% | 17.21% |
Frequently Asked Questions
YMAP.L and QWTM.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QWTM.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QWTM.L is cheaper with a 0.50% expense ratio, compared with 0.99% for YMAP.L.
They also come from different issuers: YieldMax and WisdomTree. Their fees differ too: 0.99% for YMAP.L and 0.50% for QWTM.L.
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