EM1C.DE vs. QUTM.DE
EM1C.DE (VanEck J.P. Morgan EM Local Currency Bond UCITS ETF) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both exchange-traded funds - EM1C.DE is a Emerging Markets Bonds fund tracking the JP Morgan GBI-Emerging Markets Global Core, while QUTM.DE is a Technology Equities fund tracking the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Both are passively managed. Over the past year, EM1C.DE returned 10.45% vs 49.47% for QUTM.DE. At a 0.35 correlation, their price movements are largely independent. EM1C.DE charges 0.30%/yr vs 0.55%/yr for QUTM.DE.
Performance
EM1C.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EM1C.DE achieves a 4.70% return, which is significantly lower than QUTM.DE's 23.86% return.
EM1C.DE
- 1D
- 0.31%
- 1M
- 2.78%
- YTD
- 4.70%
- 6M
- 5.14%
- 1Y
- 10.45%
- 3Y*
- 4.89%
- 5Y*
- 2.56%
- 10Y*
- —
QUTM.DE
- 1D
- -1.33%
- 1M
- -5.99%
- YTD
- 23.86%
- 6M
- 22.33%
- 1Y
- 49.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EM1C.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EM1C.DE VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 4.70% | 4.88% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 23.86% | 14.27% |
Correlation
The correlation between EM1C.DE and QUTM.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 26, 2025 | 0.35 |
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Return for Risk
EM1C.DE vs. QUTM.DE — Risk / Return Rank
EM1C.DE
QUTM.DE
EM1C.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EM1C.DE | QUTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 1.99 | +1.05 |
| Martin ratioReturn relative to average drawdown | 10.21 | 4.79 | +5.42 |
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Drawdowns
EM1C.DE vs. QUTM.DE - Drawdown Comparison
The maximum EM1C.DE drawdown since its inception was -23.47%, smaller than the maximum QUTM.DE drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for EM1C.DE and QUTM.DE.
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Drawdown Indicators
| EM1C.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.47% | -24.77% | +1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -24.77% | +21.34% |
Max Drawdown (3Y)Largest decline over 3 years | -7.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -8.70% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -11.10% | +8.35% |
Average DrawdownAverage peak-to-trough decline | -13.90% | -7.79% | -6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 10.29% | -9.27% |
Volatility
EM1C.DE vs. QUTM.DE - Volatility Comparison
The current volatility for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) is 1.32%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 12.75%. This indicates that EM1C.DE experiences smaller price fluctuations and is considered to be less risky than QUTM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EM1C.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 12.75% | -11.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.27% | 24.53% | -20.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.09% | 33.64% | -28.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.05% | 33.19% | -26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.13% | 33.19% | -23.06% |
EM1C.DE vs. QUTM.DE - Expense Ratio Comparison
EM1C.DE has a 0.30% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
EM1C.DE vs. QUTM.DE - Dividend Comparison
Neither EM1C.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
EM1C.DE and QUTM.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EM1C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EM1C.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for QUTM.DE.
EM1C.DE is categorized as Emerging Markets Bonds, while QUTM.DE is Technology Equities. EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Their fees differ too: 0.30% for EM1C.DE and 0.55% for QUTM.DE.
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