L0CK.DE vs. QUTM.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both Technology Equities funds - L0CK.DE tracks the STOXX® Global Digital Security while QUTM.DE tracks the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Both are passively managed. Over the past year, L0CK.DE returned 18.63% vs 55.17% for QUTM.DE. A 0.60 correlation means they provide meaningful diversification when combined. L0CK.DE charges 0.40%/yr vs 0.55%/yr for QUTM.DE.
Performance
L0CK.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, L0CK.DE achieves a 13.84% return, which is significantly lower than QUTM.DE's 26.79% return.
L0CK.DE
- 1D
- 0.00%
- 1M
- 3.35%
- YTD
- 13.84%
- 6M
- 13.45%
- 1Y
- 18.63%
- 3Y*
- 15.72%
- 5Y*
- 9.15%
- 10Y*
- —
QUTM.DE
- 1D
- 1.41%
- 1M
- 9.28%
- YTD
- 26.79%
- 6M
- 26.44%
- 1Y
- 55.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
L0CK.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 13.84% | 4.71% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 26.79% | 14.27% |
Correlation
The correlation between L0CK.DE and QUTM.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 26, 2025 | 0.60 |
The correlation between L0CK.DE and QUTM.DE has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.
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Return for Risk
L0CK.DE vs. QUTM.DE — Risk / Return Rank
L0CK.DE
QUTM.DE
L0CK.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.
| L0CK.DE | QUTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.26 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.04 | -0.79 |
| Martin ratioReturn relative to average drawdown | 3.16 | 5.00 | -1.84 |
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Drawdowns
L0CK.DE vs. QUTM.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.45%, 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 L0CK.DE and QUTM.DE.
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Drawdown Indicators
| L0CK.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -24.77% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -24.77% | +10.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.51% | — | — |
Current DrawdownCurrent decline from peak | -9.70% | -9.00% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -7.74% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 10.14% | -4.57% |
Volatility
L0CK.DE vs. QUTM.DE - Volatility Comparison
The current volatility for iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) is 9.46%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 14.21%. This indicates that L0CK.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
| L0CK.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.46% | 14.21% | -4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 24.16% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 33.44% | -10.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 33.06% | -12.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.48% | 33.06% | -12.58% |
L0CK.DE vs. QUTM.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
L0CK.DE vs. QUTM.DE - Dividend Comparison
Neither L0CK.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and QUTM.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, L0CK.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
L0CK.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for QUTM.DE.
L0CK.DE tracks STOXX® Global Digital Security, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for L0CK.DE and 0.55% for QUTM.DE.
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