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QNTG.L vs. ESIT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QNTG.L vs. ESIT.L - 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 iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L). The values are adjusted to include any dividend payments, if applicable.

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QNTG.L vs. ESIT.L - Yearly Performance Comparison


Different Trading Currencies

QNTG.L is traded in GBp, while ESIT.L is traded in GBP. To make them comparable, the ESIT.L 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 ESIT.L's 6.54% return.


QNTG.L

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

ESIT.L

1D
4.08%
1M
-3.86%
YTD
6.54%
6M
10.73%
1Y
25.70%
3Y*
11.85%
5Y*
8.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNTG.L vs. ESIT.L - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is higher than ESIT.L's 0.18% expense ratio.


Return for Risk

QNTG.L vs. ESIT.L — Risk / Return Rank

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

QNTG.L

ESIT.L
ESIT.L Risk / Return Rank: 5858
Overall Rank
ESIT.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ESIT.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ESIT.L Omega Ratio Rank: 4848
Omega Ratio Rank
ESIT.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
ESIT.L Martin Ratio Rank: 5353
Martin Ratio Rank
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. ESIT.L - 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 iShares MSCI Europe Information Technology Sector UCITS ETF (ESIT.L). 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.

QNTG.L vs. ESIT.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTG.LESIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.44

+0.01

Correlation

The correlation between QNTG.L and ESIT.L is 0.54, 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. ESIT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

QNTG.L vs. ESIT.L - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum ESIT.L drawdown of -37.50%. Use the drawdown chart below to compare losses from any high point for QNTG.L and ESIT.L.


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Drawdown Indicators


QNTG.LESIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-37.50%

+14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

Current Drawdown

Current decline from peak

-19.84%

-6.50%

-13.34%

Average Drawdown

Average peak-to-trough decline

-7.95%

-11.85%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

Volatility

QNTG.L vs. ESIT.L - Volatility Comparison


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Volatility by Period


QNTG.LESIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.83%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

24.30%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

24.71%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

24.37%

+3.05%