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QNTG.L vs. TDIV.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QNTG.L vs. TDIV.AS - 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 Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

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QNTG.L vs. TDIV.AS - Yearly Performance Comparison


Different Trading Currencies

QNTG.L is traded in GBp, while TDIV.AS is traded in EUR. To make them comparable, the TDIV.AS 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 TDIV.AS's 9.89% return.


QNTG.L

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

TDIV.AS

1D
0.06%
1M
0.15%
YTD
9.89%
6M
18.21%
1Y
29.60%
3Y*
20.22%
5Y*
18.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNTG.L vs. TDIV.AS - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is higher than TDIV.AS's 0.38% expense ratio.


Return for Risk

QNTG.L vs. TDIV.AS — Risk / Return Rank

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

QNTG.L

TDIV.AS
TDIV.AS Risk / Return Rank: 9090
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8181
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 8989
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9999
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 9898
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. TDIV.AS - 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 Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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. TDIV.AS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTG.LTDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.96

-0.50

Correlation

The correlation between QNTG.L and TDIV.AS is 0.24, 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. TDIV.AS - Dividend Comparison

QNTG.L has not paid dividends to shareholders, while TDIV.AS's dividend yield for the trailing twelve months is around 3.32%.


TTM2025202420232022202120202019201820172016
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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.32%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%

Drawdowns

QNTG.L vs. TDIV.AS - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum TDIV.AS drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for QNTG.L and TDIV.AS.


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Drawdown Indicators


QNTG.LTDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-36.06%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

Current Drawdown

Current decline from peak

-19.84%

-0.80%

-19.04%

Average Drawdown

Average peak-to-trough decline

-7.95%

-3.98%

-3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

Volatility

QNTG.L vs. TDIV.AS - Volatility Comparison


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Volatility by Period


QNTG.LTDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

13.18%

+14.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

11.97%

+15.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

14.16%

+13.26%