GMVM.DE vs. QUTM.DE
GMVM.DE (VanEck Morningstar US Sustainable Wide Moat UCITS ETF) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both exchange-traded funds - GMVM.DE is a Large Cap Blend Equities fund tracking the Morningstar US Sustainable Moat Focus, 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, GMVM.DE returned 8.87% vs 23.11% for QUTM.DE. At a 0.37 correlation, their price movements are largely independent. GMVM.DE charges 0.49%/yr vs 0.55%/yr for QUTM.DE.
Performance
GMVM.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GMVM.DE achieves a 2.97% return, which is significantly lower than QUTM.DE's 9.05% return.
GMVM.DE
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- -0.02%
- YTD
- 2.97%
- 1Y
- 8.87%
- 3Y*
- 6.86%
- 5Y*
- 4.34%
- 10Y*
- 10.26%
QUTM.DE
- 1D
- -1.30%
- 1M
- -12.97%
- 6M
- 1.51%
- YTD
- 9.05%
- 1Y
- 23.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMVM.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMVM.DE VanEck Morningstar US Sustainable Wide Moat UCITS ETF | 2.97% | 10.79% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 9.05% | 14.27% |
Correlation
The correlation between GMVM.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 | 0.37 |
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Return for Risk
GMVM.DE vs. QUTM.DE — Risk / Return Rank
GMVM.DE
QUTM.DE
GMVM.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.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.
| GMVM.DE | QUTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.93 | -0.13 |
| Martin ratioReturn relative to average drawdown | 1.83 | 2.10 | -0.28 |
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Drawdowns
GMVM.DE vs. QUTM.DE - Drawdown Comparison
The maximum GMVM.DE drawdown since its inception was -32.26%, which is greater than QUTM.DE's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for GMVM.DE and QUTM.DE.
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Drawdown Indicators
| GMVM.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.26% | -24.77% | -7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -24.77% | +13.77% |
Max Drawdown (3Y)Largest decline over 3 years | -25.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.26% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -21.73% | +15.69% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -8.16% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.84% | 10.96% | -6.12% |
Volatility
GMVM.DE vs. QUTM.DE - Volatility Comparison
The current volatility for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) is 5.17%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 7.43%. This indicates that GMVM.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
| GMVM.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 7.43% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 24.73% | -14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 34.14% | -20.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 32.86% | -17.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 32.86% | -16.33% |
GMVM.DE vs. QUTM.DE - Expense Ratio Comparison
GMVM.DE has a 0.49% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
GMVM.DE vs. QUTM.DE - Dividend Comparison
Neither GMVM.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
GMVM.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, GMVM.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMVM.DE is cheaper with a 0.49% expense ratio, compared with 0.55% for QUTM.DE.
GMVM.DE is categorized as Large Cap Blend Equities, while QUTM.DE is Technology Equities. GMVM.DE tracks Morningstar US Sustainable Moat Focus, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Their fees differ too: 0.49% for GMVM.DE and 0.55% for QUTM.DE.
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