QUTM.DE vs. EM1C.DE
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and EM1C.DE (VanEck J.P. Morgan EM Local Currency Bond UCITS ETF) are both exchange-traded funds - QUTM.DE is a Technology Equities fund tracking the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while EM1C.DE is a Emerging Markets Bonds fund tracking the JP Morgan GBI-Emerging Markets Global Core. Both are passively managed. Over the past year, QUTM.DE returned 49.47% vs 10.45% for EM1C.DE. At a 0.35 correlation, their price movements are largely independent. QUTM.DE charges 0.55%/yr vs 0.30%/yr for EM1C.DE.
Performance
QUTM.DE vs. EM1C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUTM.DE achieves a 23.86% return, which is significantly higher than EM1C.DE's 4.70% return.
QUTM.DE
- 1D
- -1.33%
- 1M
- -5.99%
- YTD
- 23.86%
- 6M
- 22.33%
- 1Y
- 49.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EM1C.DE
- 1D
- 0.31%
- 1M
- 2.78%
- YTD
- 4.70%
- 6M
- 5.14%
- 1Y
- 10.45%
- 3Y*
- 4.89%
- 5Y*
- 2.56%
- 10Y*
- —
QUTM.DE vs. EM1C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 23.86% | 14.27% |
EM1C.DE VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 4.70% | 4.88% |
Correlation
The correlation between QUTM.DE and EM1C.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 26, 2025 | 0.35 |
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Return for Risk
QUTM.DE vs. EM1C.DE — Risk / Return Rank
QUTM.DE
EM1C.DE
QUTM.DE vs. EM1C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.
| QUTM.DE | EM1C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 3.04 | -1.05 |
| Martin ratioReturn relative to average drawdown | 4.79 | 10.21 | -5.42 |
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Drawdowns
QUTM.DE vs. EM1C.DE - Drawdown Comparison
The maximum QUTM.DE drawdown since its inception was -24.77%, which is greater than EM1C.DE's maximum drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and EM1C.DE.
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Drawdown Indicators
| QUTM.DE | EM1C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.77% | -23.47% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -3.43% | -21.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.70% | — |
Current DrawdownCurrent decline from peak | -11.10% | -2.75% | -8.35% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -13.90% | +6.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 1.02% | +9.27% |
Volatility
QUTM.DE vs. EM1C.DE - Volatility Comparison
VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a higher volatility of 12.75% compared to VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) at 1.32%. This indicates that QUTM.DE's price experiences larger fluctuations and is considered to be riskier than EM1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUTM.DE | EM1C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.75% | 1.32% | +11.43% |
Volatility (6M)Calculated over the trailing 6-month period | 24.53% | 4.27% | +20.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.64% | 5.09% | +28.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 7.05% | +26.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.19% | 10.13% | +23.06% |
QUTM.DE vs. EM1C.DE - Expense Ratio Comparison
QUTM.DE has a 0.55% expense ratio, which is higher than EM1C.DE's 0.30% expense ratio.
Dividends
QUTM.DE vs. EM1C.DE - Dividend Comparison
Neither QUTM.DE nor EM1C.DE has paid dividends to shareholders.
Frequently Asked Questions
QUTM.DE and EM1C.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EM1C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EM1C.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for QUTM.DE.
QUTM.DE is categorized as Technology Equities, while EM1C.DE is Emerging Markets Bonds. QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. Their fees differ too: 0.55% for QUTM.DE and 0.30% for EM1C.DE.
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