QUTM.DE vs. VWCE.DE
QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) and VWCE.DE (Vanguard FTSE All-World 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 VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, QUTM.DE returned 55.17% vs 26.35% for VWCE.DE. A 0.62 correlation means they provide meaningful diversification when combined. QUTM.DE charges 0.55%/yr vs 0.19%/yr for VWCE.DE.
Performance
QUTM.DE vs. VWCE.DE - Performance Comparison
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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*
- —
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
QUTM.DE
VWCE.DE
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.DE | VWCE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.00% | -1.47% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -4.68% | -3.06% |
Ulcer IndexDepth 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.DE | VWCE.DE | Difference | |
|---|---|---|---|
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.
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.
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