QTUM vs. VWCE.DE
QTUM (Defiance Quantum ETF) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 10.87%/yr for VWCE.DE. A 0.62 correlation means they provide meaningful diversification when combined. QTUM charges 0.40%/yr vs 0.19%/yr for VWCE.DE.
Performance
QTUM vs. VWCE.DE - Performance Comparison
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Different Trading Currencies
QTUM is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than VWCE.DE's 10.00% return.
QTUM
- 1D
- 1.22%
- 1M
- 12.73%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
VWCE.DE
- 1D
- 1.71%
- 1M
- 1.38%
- YTD
- 10.00%
- 6M
- 11.71%
- 1Y
- 26.52%
- 3Y*
- 19.75%
- 5Y*
- 10.87%
- 10Y*
- —
QTUM vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 47.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 12.34% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 10.00% | 23.23% | 17.30% | 21.91% | -18.24% | 18.47% | 15.65% | 7.58% |
Correlation
The correlation between QTUM and VWCE.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.62 |
The correlation between QTUM and VWCE.DE has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.
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Return for Risk
QTUM vs. VWCE.DE — Risk / Return Rank
QTUM
VWCE.DE
QTUM vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QTUM | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 2.86 | +2.60 |
| Martin ratioReturn relative to average drawdown | 19.77 | 11.93 | +7.83 |
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Drawdowns
QTUM vs. VWCE.DE - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, which is greater than VWCE.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for QTUM and VWCE.DE.
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Drawdown Indicators
| QTUM | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -33.91% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -8.91% | -6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -17.27% | -8.12% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -26.11% | -12.34% |
Current DrawdownCurrent decline from peak | -4.42% | -2.01% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -5.43% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.14% | +2.07% |
Volatility
QTUM vs. VWCE.DE - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.93%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 3.93% | +10.25% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 9.70% | +13.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 12.46% | +15.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 15.33% | +11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 17.33% | +10.07% |
QTUM vs. VWCE.DE - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.
Dividends
QTUM vs. VWCE.DE - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.73% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QTUM and VWCE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.40% for QTUM.
QTUM is categorized as Technology Equities, while VWCE.DE is Global Equities. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Defiance and Vanguard. Their fees differ too: 0.40% for QTUM and 0.19% for VWCE.DE.
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