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

Performance

QNTG.L vs. GDXJ - 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 VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

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QNTG.L vs. GDXJ - Yearly Performance Comparison


Different Trading Currencies

QNTG.L is traded in GBp, while GDXJ is traded in USD. To make them comparable, the GDXJ 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 GDXJ's 11.90% return.


QNTG.L

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

GDXJ

1D
4.10%
1M
-18.29%
YTD
11.90%
6M
30.43%
1Y
119.51%
3Y*
46.11%
5Y*
24.81%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNTG.L vs. GDXJ - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is lower than GDXJ's 0.54% expense ratio.


Return for Risk

QNTG.L vs. GDXJ — Risk / Return Rank

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

QNTG.L

GDXJ
GDXJ Risk / Return Rank: 9292
Overall Rank
GDXJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GDXJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDXJ Omega Ratio Rank: 8989
Omega Ratio Rank
GDXJ Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDXJ Martin Ratio Rank: 9292
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. GDXJ - 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 VanEck Vectors Junior Gold Miners ETF (GDXJ). 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. GDXJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTG.LGDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.11

+0.34

Correlation

The correlation between QNTG.L and GDXJ is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QNTG.L vs. GDXJ - Dividend Comparison

QNTG.L has not paid dividends to shareholders, while GDXJ's dividend yield for the trailing twelve months is around 2.12%.


TTM20252024202320222021202020192018201720162015
QNTG.L
VanEck Quantum Computing UCITS ETF A USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
2.12%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%

Drawdowns

QNTG.L vs. GDXJ - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum GDXJ drawdown of -87.31%. Use the drawdown chart below to compare losses from any high point for QNTG.L and GDXJ.


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Drawdown Indicators


QNTG.LGDXJDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-88.66%

+65.41%

Max Drawdown (1Y)

Largest decline over 1 year

-32.92%

Max Drawdown (5Y)

Largest decline over 5 years

-51.76%

Max Drawdown (10Y)

Largest decline over 10 years

-57.77%

Current Drawdown

Current decline from peak

-19.84%

-19.81%

-0.03%

Average Drawdown

Average peak-to-trough decline

-7.95%

-60.90%

+52.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.51%

Volatility

QNTG.L vs. GDXJ - Volatility Comparison


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Volatility by Period


QNTG.LGDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

Volatility (6M)

Calculated over the trailing 6-month period

40.94%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

48.34%

-20.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

37.37%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

42.66%

-15.24%