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QUTM.DE vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUTM.DE vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUTM.DE achieves a 26.79% return, which is significantly higher than VWCE.DE's 11.72% return.


QUTM.DE

1D
1.41%
1M
9.28%
YTD
26.79%
6M
26.44%
1Y
55.17%
3Y*
5Y*
10Y*

VWCE.DE

1D
1.82%
1M
1.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUTM.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025
QUTM.DE
VanEck Quantum Computing UCITS ETF A USD Acc
26.79%14.27%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%14.38%

Correlation

The correlation between QUTM.DE and VWCE.DE is 0.63, 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

0.63

Correlation (All Time)
Calculated using the full available price history since May 26, 2025

0.62

The correlation between QUTM.DE and VWCE.DE has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.

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Return for Risk

QUTM.DE vs. VWCE.DE — Risk / Return Rank

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

QUTM.DE
QUTM.DE Risk / Return Rank: 4545
Overall Rank
QUTM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QUTM.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
QUTM.DE Omega Ratio Rank: 4545
Omega Ratio Rank
QUTM.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
QUTM.DE Martin Ratio Rank: 3636
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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.

QUTM.DE vs. VWCE.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 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.


QUTM.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratioReturn relative to maximum drawdown

2.04

3.92

-1.88

Martin ratioReturn relative to average drawdown

5.00

16.07

-11.08

QUTM.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current QUTM.DE Sharpe Ratio is 1.52, which is lower than the VWCE.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of QUTM.DE and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QUTM.DE vs. VWCE.DE - Drawdown Comparison

The maximum QUTM.DE drawdown since its inception was -24.77%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and VWCE.DE.


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Drawdown Indicators


QUTM.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.77%

-33.43%

+8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-6.55%

-18.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-9.00%

-1.47%

-7.53%

Average Drawdown

Average peak-to-trough decline

-7.74%

-4.68%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.14%

1.60%

+8.54%

Volatility

QUTM.DE vs. VWCE.DE - Volatility Comparison

VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a higher volatility of 14.21% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that QUTM.DE'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


QUTM.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.21%

3.40%

+10.81%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

8.51%

+15.65%

Volatility (1Y)

Calculated over the trailing 1-year period

33.44%

11.63%

+21.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.06%

13.79%

+19.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.06%

16.16%

+16.90%

QUTM.DE vs. VWCE.DE - Expense Ratio Comparison

QUTM.DE has a 0.55% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

QUTM.DE vs. VWCE.DE - Dividend Comparison

Neither QUTM.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QUTM.DE and VWCE.DE have a correlation of 0.63, 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 0.55% for QUTM.DE.

QUTM.DE is categorized as Technology Equities, while VWCE.DE is Global Equities. QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR), while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: VanEck and Vanguard. Their fees differ too: 0.55% for QUTM.DE and 0.19% for VWCE.DE.

Portfolio Optimizer

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