G2X.DE vs. QUTM.DE
G2X.DE (VanEck Gold Miners UCITS ETF) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both exchange-traded funds - G2X.DE is a Precious Metals fund tracking the NYSE Arca Gold Miners, 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, G2X.DE returned 61.05% vs 59.20% for QUTM.DE. At a 0.25 correlation, their price movements are largely independent. G2X.DE charges 0.53%/yr vs 0.55%/yr for QUTM.DE.
Performance
G2X.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, G2X.DE achieves a -1.03% return, which is significantly lower than QUTM.DE's 33.86% return.
G2X.DE
- 1D
- 1.09%
- 1M
- 0.55%
- YTD
- -1.03%
- 6M
- 7.50%
- 1Y
- 61.05%
- 3Y*
- 37.60%
- 5Y*
- 20.05%
- 10Y*
- 13.83%
QUTM.DE
- 1D
- -1.49%
- 1M
- 18.24%
- YTD
- 33.86%
- 6M
- 29.29%
- 1Y
- 59.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
G2X.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
G2X.DE VanEck Gold Miners UCITS ETF | -1.03% | 71.14% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 33.86% | 14.59% |
Correlation
The correlation between G2X.DE and QUTM.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 27, 2025 | 0.25 |
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Return for Risk
G2X.DE vs. QUTM.DE — Risk / Return Rank
G2X.DE
QUTM.DE
G2X.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Gold Miners UCITS ETF (G2X.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.
| G2X.DE | QUTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.48 | -0.30 |
| Martin ratioReturn relative to average drawdown | 5.49 | 5.81 | -0.33 |
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
| G2X.DE | QUTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.95 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.71 | -1.27 |
Drawdowns
G2X.DE vs. QUTM.DE - Drawdown Comparison
The maximum G2X.DE drawdown since its inception was -46.04%, which is greater than QUTM.DE's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for G2X.DE and QUTM.DE.
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Drawdown Indicators
| G2X.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -23.74% | -22.30% |
Max Drawdown (1Y)Largest decline over 1 year | -27.90% | -23.74% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.90% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | — | — |
Current DrawdownCurrent decline from peak | -23.34% | -3.42% | -19.92% |
Average DrawdownAverage peak-to-trough decline | -19.92% | -7.71% | -12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 10.15% | +0.94% |
Volatility
G2X.DE vs. QUTM.DE - Volatility Comparison
VanEck Gold Miners UCITS ETF (G2X.DE) has a higher volatility of 13.57% compared to VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) at 12.36%. This indicates that G2X.DE's price experiences larger fluctuations and is considered to be riskier 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
| G2X.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.57% | 12.36% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 34.36% | 20.92% | +13.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.64% | 30.14% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.16% | 30.16% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.33% | 30.16% | +2.17% |
G2X.DE vs. QUTM.DE - Expense Ratio Comparison
G2X.DE has a 0.53% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
G2X.DE vs. QUTM.DE - Dividend Comparison
Neither G2X.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
G2X.DE and QUTM.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, G2X.DE is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.
G2X.DE is cheaper with a 0.53% expense ratio, compared with 0.55% for QUTM.DE.
G2X.DE is categorized as Precious Metals, while QUTM.DE is Technology Equities. G2X.DE tracks NYSE Arca Gold Miners, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Their fees differ too: 0.53% for G2X.DE and 0.55% for QUTM.DE.
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