MTVR.DE vs. QUTM.DE
MTVR.DE (L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both Technology Equities funds - MTVR.DE tracks the iStoxx Access Metaverse while QUTM.DE tracks the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Both are passively managed. Over the past year, MTVR.DE returned 123.79% vs 59.55% for QUTM.DE. A 0.66 correlation means they provide meaningful diversification when combined. MTVR.DE charges 0.39%/yr vs 0.55%/yr for QUTM.DE.
Performance
MTVR.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MTVR.DE achieves a 72.46% return, which is significantly higher than QUTM.DE's 33.86% return.
MTVR.DE
- 1D
- -3.30%
- 1M
- 18.95%
- YTD
- 72.46%
- 6M
- 74.69%
- 1Y
- 123.79%
- 3Y*
- 48.38%
- 5Y*
- —
- 10Y*
- —
QUTM.DE
- 1D
- -1.49%
- 1M
- 15.40%
- YTD
- 33.86%
- 6M
- 29.52%
- 1Y
- 59.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTVR.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MTVR.DE L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating | 72.46% | 35.24% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 33.86% | 14.59% |
Correlation
The correlation between MTVR.DE and QUTM.DE is 0.66, 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 | 0.66 |
Correlation (All Time) Calculated using the full available price history since May 27, 2025 | 0.66 |
The correlation between MTVR.DE and QUTM.DE has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.
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Return for Risk
MTVR.DE vs. QUTM.DE — Risk / Return Rank
MTVR.DE
QUTM.DE
MTVR.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.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.
| MTVR.DE | QUTM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.32 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 9.91 | 2.48 | +7.43 |
| Martin ratioReturn relative to average drawdown | 36.18 | 5.81 | +30.36 |
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
| MTVR.DE | QUTM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.86 | 1.95 | +2.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.72 | 1.71 | +0.01 |
Drawdowns
MTVR.DE vs. QUTM.DE - Drawdown Comparison
The maximum MTVR.DE drawdown since its inception was -30.86%, 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 MTVR.DE and QUTM.DE.
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Drawdown Indicators
| MTVR.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.86% | -23.74% | -7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -23.74% | +11.09% |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | — | — |
Current DrawdownCurrent decline from peak | -3.30% | -3.42% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -7.71% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 10.15% | -6.68% |
Volatility
MTVR.DE vs. QUTM.DE - Volatility Comparison
The current volatility for L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) is 10.70%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 12.36%. This indicates that MTVR.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
| MTVR.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | 12.36% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 20.92% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 30.14% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 30.16% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.35% | 30.16% | -4.81% |
MTVR.DE vs. QUTM.DE - Expense Ratio Comparison
MTVR.DE has a 0.39% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
MTVR.DE vs. QUTM.DE - Dividend Comparison
Neither MTVR.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
MTVR.DE and QUTM.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MTVR.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MTVR.DE is cheaper with a 0.39% expense ratio, compared with 0.55% for QUTM.DE.
MTVR.DE tracks iStoxx Access Metaverse, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). They also come from different issuers: Legal & General and VanEck. Their fees differ too: 0.39% for MTVR.DE and 0.55% for QUTM.DE.
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