QUTM.DE vs. JP40.DE
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and JP40.DE (Amundi JPX Nikkei 400 UCITS ETF EUR) are both exchange-traded funds - QUTM.DE is a Technology Equities fund tracking the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while JP40.DE is a Japan Equities fund tracking the JPX-Nikkei 400. Both are passively managed. Over the past year, QUTM.DE returned 59.20% vs 28.73% for JP40.DE. At a 0.42 correlation, their price movements are largely independent. QUTM.DE charges 0.55%/yr vs 0.18%/yr for JP40.DE.
Performance
QUTM.DE vs. JP40.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QUTM.DE achieves a 33.86% return, which is significantly higher than JP40.DE's 16.15% return.
QUTM.DE
- 1D
- -1.49%
- 1M
- 18.24%
- YTD
- 33.86%
- 6M
- 29.29%
- 1Y
- 59.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JP40.DE
- 1D
- -0.23%
- 1M
- 4.75%
- YTD
- 16.15%
- 6M
- 16.32%
- 1Y
- 28.73%
- 3Y*
- 14.99%
- 5Y*
- 9.88%
- 10Y*
- 8.93%
QUTM.DE vs. JP40.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 33.86% | 14.59% |
JP40.DE Amundi JPX Nikkei 400 UCITS ETF EUR | 16.15% | 10.22% |
Correlation
The correlation between QUTM.DE and JP40.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 27, 2025 | 0.42 |
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Return for Risk
QUTM.DE vs. JP40.DE — Risk / Return Rank
QUTM.DE
JP40.DE
QUTM.DE vs. JP40.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 Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.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.
| QUTM.DE | JP40.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.03 | -0.55 |
| Martin ratioReturn relative to average drawdown | 5.81 | 10.04 | -4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUTM.DE | JP40.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.58 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.71 | 0.46 | +1.24 |
Drawdowns
QUTM.DE vs. JP40.DE - Drawdown Comparison
The maximum QUTM.DE drawdown since its inception was -23.74%, smaller than the maximum JP40.DE drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and JP40.DE.
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Drawdown Indicators
| QUTM.DE | JP40.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.74% | -28.51% | +4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -23.74% | -9.43% | -14.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.51% | — |
Current DrawdownCurrent decline from peak | -3.42% | -0.23% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.10% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | 2.85% | +7.30% |
Volatility
QUTM.DE vs. JP40.DE - Volatility Comparison
VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a higher volatility of 12.36% compared to Amundi JPX Nikkei 400 UCITS ETF EUR (JP40.DE) at 3.29%. This indicates that QUTM.DE's price experiences larger fluctuations and is considered to be riskier than JP40.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 | JP40.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 3.29% | +9.07% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 14.70% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.14% | 18.10% | +12.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.16% | 16.56% | +13.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.16% | 16.50% | +13.66% |
QUTM.DE vs. JP40.DE - Expense Ratio Comparison
QUTM.DE has a 0.55% expense ratio, which is higher than JP40.DE's 0.18% expense ratio.
Dividends
QUTM.DE vs. JP40.DE - Dividend Comparison
Neither QUTM.DE nor JP40.DE has paid dividends to shareholders.
Frequently Asked Questions
QUTM.DE and JP40.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JP40.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JP40.DE is cheaper with a 0.18% expense ratio, compared with 0.55% for QUTM.DE.
QUTM.DE is categorized as Technology Equities, while JP40.DE is Japan Equities. QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while JP40.DE tracks JPX-Nikkei 400. They also come from different issuers: VanEck and Amundi. Their fees differ too: 0.55% for QUTM.DE and 0.18% for JP40.DE.
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