QNTG.L vs. AIS

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck Quantum Computing UCITS ETF A USD Acc (QNTG.L) and VistaShares Artificial Intelligence Supercycle ETF (AIS).

QNTG.L and AIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QNTG.L is a passively managed fund by VanEck that tracks the performance of the MarketVector Global Quantum Leaders Index. It was launched on May 21, 2025. AIS is an actively managed fund by VistaShares. It was launched on Dec 3, 2024.

Performance

QNTG.L vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Quantum Computing UCITS ETF A USD Acc (QNTG.L) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

QNTG.L vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025
QNTG.L VanEck Quantum Computing UCITS ETF A USD Acc	-6.88%	18.84%
AIS VistaShares Artificial Intelligence Supercycle ETF	16.48%	52.80%

Different Trading Currencies

QNTG.L is traded in GBp, while AIS is traded in USD. To make them comparable, the AIS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, QNTG.L achieves a -6.88% return, which is significantly lower than AIS's 16.48% return.

QNTG.L

• 1D: 4.04%
• 1M: -6.13%
• YTD: -6.88%
• 6M: -7.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIS

• 1D: 3.03%
• 1M: -3.80%
• YTD: 16.48%
• 6M: 22.29%
• 1Y: 94.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QNTG.L vs. AIS - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is lower than AIS's 0.75% expense ratio.

AIS

VistaShares Artificial Intelligence Supercycle ETF

QNTG.L

VanEck Quantum Computing UCITS ETF A USD Acc

Return for Risk

QNTG.L vs. AIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIS

AIS Risk / Return Rank: 96
AIS Sharpe Ratio Rank: 96
AIS Sortino Ratio Rank: 95
AIS Omega Ratio Rank: 94
AIS Calmar Ratio Rank: 97
AIS Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QNTG.L vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Quantum Computing UCITS ETF A USD Acc (QNTG.L) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QNTG.L	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	1.31	-0.86

Correlation

The correlation between QNTG.L and AIS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

QNTG.L vs. AIS - Dividend Comparison

Neither QNTG.L nor AIS has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

QNTG.L vs. AIS - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum AIS drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for QNTG.L and AIS.

Drawdown Indicators

	QNTG.L	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-23.25%	-32.78%	+9.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-18.75%	—
Current Drawdown Current decline from peak	-19.84%	-7.84%	-12.00%
Average Drawdown Average peak-to-trough decline	-7.95%	-5.97%	-1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.46%	—

Volatility

Volatility by Period

	QNTG.L	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.42%	35.88%	-8.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.42%	35.38%	-7.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	35.38%	-7.96%