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

Performance

QNTG.L vs. KROP - 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 Global X AgTech & Food Innovation ETF (KROP). The values are adjusted to include any dividend payments, if applicable.

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QNTG.L vs. KROP - Yearly Performance Comparison


Different Trading Currencies

QNTG.L is traded in GBp, while KROP is traded in USD. To make them comparable, the KROP 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 KROP's 16.96% return.


QNTG.L

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

KROP

1D
0.68%
1M
-3.69%
YTD
16.96%
6M
17.28%
1Y
15.36%
3Y*
-7.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNTG.L vs. KROP - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is lower than KROP's 0.50% expense ratio.


Return for Risk

QNTG.L vs. KROP — Risk / Return Rank

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

QNTG.L

KROP
KROP Risk / Return Rank: 5151
Overall Rank
KROP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5050
Sortino Ratio Rank
KROP Omega Ratio Rank: 4848
Omega Ratio Rank
KROP Calmar Ratio Rank: 6666
Calmar Ratio Rank
KROP Martin Ratio Rank: 4242
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. KROP - 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 Global X AgTech & Food Innovation ETF (KROP). 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. KROP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTG.LKROPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

-0.60

+1.06

Correlation

The correlation between QNTG.L and KROP is 0.13, 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. KROP - Dividend Comparison

QNTG.L has not paid dividends to shareholders, while KROP's dividend yield for the trailing twelve months is around 2.37%.


TTM20252024202320222021
QNTG.L
VanEck Quantum Computing UCITS ETF A USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
KROP
Global X AgTech & Food Innovation ETF
2.37%2.73%1.89%1.36%0.71%0.69%

Drawdowns

QNTG.L vs. KROP - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum KROP drawdown of -58.93%. Use the drawdown chart below to compare losses from any high point for QNTG.L and KROP.


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Drawdown Indicators


QNTG.LKROPDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-61.96%

+38.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

Current Drawdown

Current decline from peak

-19.84%

-49.60%

+29.76%

Average Drawdown

Average peak-to-trough decline

-7.95%

-44.32%

+36.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

QNTG.L vs. KROP - Volatility Comparison


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Volatility by Period


QNTG.LKROPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

19.27%

+8.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

20.89%

+6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

20.89%

+6.53%