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

Performance

QNTG.L vs. VGT - 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 Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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QNTG.L vs. VGT - Yearly Performance Comparison


Different Trading Currencies

QNTG.L is traded in GBp, while VGT is traded in USD. To make them comparable, the VGT 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 VGT's -4.61% return.


QNTG.L

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

VGT

1D
1.05%
1M
-2.52%
YTD
-4.61%
6M
-4.31%
1Y
26.50%
3Y*
20.18%
5Y*
15.81%
10Y*
22.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QNTG.L vs. VGT - Expense Ratio Comparison

QNTG.L has a 0.49% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

QNTG.L vs. VGT — Risk / Return Rank

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

QNTG.L

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - 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 Vanguard Information Technology ETF (VGT). 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. VGT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QNTG.LVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.78

-0.33

Correlation

The correlation between QNTG.L and VGT is 0.50, 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. VGT - Dividend Comparison

QNTG.L has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.


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%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

QNTG.L vs. VGT - Drawdown Comparison

The maximum QNTG.L drawdown since its inception was -23.25%, smaller than the maximum VGT drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for QNTG.L and VGT.


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Drawdown Indicators


QNTG.LVGTDifference

Max Drawdown

Largest peak-to-trough decline

-23.25%

-54.63%

+31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-19.84%

-11.66%

-8.18%

Average Drawdown

Average peak-to-trough decline

-7.95%

-8.00%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

Volatility

QNTG.L vs. VGT - Volatility Comparison


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Volatility by Period


QNTG.LVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

27.35%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

23.76%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

24.31%

+3.11%