QUTM.DE vs. GFEA.DE
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and GFEA.DE (VanEck Global Fallen Angel High Yield 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 GFEA.DE is a High Yield Bonds fund tracking the ICE Global Fallen Angel High Yield 10% Constrained. Both are passively managed. Over the past year, QUTM.DE returned 49.47% vs 10.54% for GFEA.DE. At a 0.22 correlation, their price movements are largely independent. QUTM.DE charges 0.55%/yr vs 0.40%/yr for GFEA.DE.
Performance
QUTM.DE vs. GFEA.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 GFEA.DE's 7.91% return.
QUTM.DE
- 1D
- -1.33%
- 1M
- -5.99%
- YTD
- 23.86%
- 6M
- 22.33%
- 1Y
- 49.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GFEA.DE
- 1D
- -0.25%
- 1M
- 3.20%
- YTD
- 7.91%
- 6M
- 8.27%
- 1Y
- 10.54%
- 3Y*
- 7.66%
- 5Y*
- 4.27%
- 10Y*
- —
QUTM.DE vs. GFEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 23.86% | 14.27% |
GFEA.DE VanEck Global Fallen Angel High Yield Bond UCITS ETF | 7.91% | 2.29% |
Correlation
The correlation between QUTM.DE and GFEA.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 26, 2025 | 0.22 |
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Return for Risk
QUTM.DE vs. GFEA.DE — Risk / Return Rank
QUTM.DE
GFEA.DE
QUTM.DE vs. GFEA.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 Global Fallen Angel High Yield Bond UCITS ETF (GFEA.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 | GFEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 4.29 | -2.30 |
| Martin ratioReturn relative to average drawdown | 4.79 | 14.32 | -9.52 |
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Drawdowns
QUTM.DE vs. GFEA.DE - Drawdown Comparison
The maximum QUTM.DE drawdown since its inception was -24.77%, which is greater than GFEA.DE's maximum drawdown of -22.88%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and GFEA.DE.
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Drawdown Indicators
| QUTM.DE | GFEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.77% | -22.88% | -1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -2.45% | -22.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.96% | — |
Current DrawdownCurrent decline from peak | -11.10% | -0.25% | -10.85% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -5.01% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 0.73% | +9.56% |
Volatility
QUTM.DE vs. GFEA.DE - Volatility Comparison
VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a higher volatility of 12.75% compared to VanEck Global Fallen Angel High Yield Bond UCITS ETF (GFEA.DE) at 2.71%. This indicates that QUTM.DE's price experiences larger fluctuations and is considered to be riskier than GFEA.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 | GFEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.75% | 2.71% | +10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 24.53% | 5.30% | +19.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.64% | 6.67% | +26.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.19% | 7.79% | +25.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.19% | 10.56% | +22.63% |
QUTM.DE vs. GFEA.DE - Expense Ratio Comparison
QUTM.DE has a 0.55% expense ratio, which is higher than GFEA.DE's 0.40% expense ratio.
Dividends
QUTM.DE vs. GFEA.DE - Dividend Comparison
Neither QUTM.DE nor GFEA.DE has paid dividends to shareholders.
Frequently Asked Questions
QUTM.DE and GFEA.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GFEA.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GFEA.DE is cheaper with a 0.40% expense ratio, compared with 0.55% for QUTM.DE.
QUTM.DE is categorized as Technology Equities, while GFEA.DE is High Yield Bonds. QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while GFEA.DE tracks ICE Global Fallen Angel High Yield 10% Constrained. Their fees differ too: 0.55% for QUTM.DE and 0.40% for GFEA.DE.
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