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QUTM.DE vs. XMTM.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUTM.DE vs. XMTM.TO - 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 iShares MSCI USA Momentum Factor Index ETF (XMTM.TO). The values are adjusted to include any dividend payments, if applicable.

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QUTM.DE vs. XMTM.TO - Yearly Performance Comparison


Different Trading Currencies

QUTM.DE is traded in EUR, while XMTM.TO is traded in CAD. To make them comparable, the XMTM.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QUTM.DE achieves a -7.43% return, which is significantly lower than XMTM.TO's -0.70% return.


QUTM.DE

1D
5.09%
1M
-5.66%
YTD
-7.43%
6M
-7.97%
1Y
3Y*
5Y*
10Y*

XMTM.TO

1D
3.69%
1M
-2.13%
YTD
-0.70%
6M
-4.67%
1Y
11.12%
3Y*
18.19%
5Y*
9.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUTM.DE vs. XMTM.TO - Expense Ratio Comparison

QUTM.DE has a 0.55% expense ratio, which is higher than XMTM.TO's 0.31% expense ratio.


Return for Risk

QUTM.DE vs. XMTM.TO — Risk / Return Rank

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

QUTM.DE

XMTM.TO
XMTM.TO Risk / Return Rank: 3838
Overall Rank
XMTM.TO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XMTM.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
XMTM.TO Omega Ratio Rank: 3636
Omega Ratio Rank
XMTM.TO Calmar Ratio Rank: 4545
Calmar Ratio Rank
XMTM.TO Martin Ratio Rank: 3737
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. XMTM.TO - 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 iShares MSCI USA Momentum Factor Index ETF (XMTM.TO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QUTM.DE vs. XMTM.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QUTM.DEXMTM.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.52

-0.28

Correlation

The correlation between QUTM.DE and XMTM.TO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QUTM.DE vs. XMTM.TO - Dividend Comparison

QUTM.DE has not paid dividends to shareholders, while XMTM.TO's dividend yield for the trailing twelve months is around 0.62%.


TTM2025202420232022202120202019
QUTM.DE
VanEck Quantum Computing UCITS ETF A USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMTM.TO
iShares MSCI USA Momentum Factor Index ETF
0.62%0.70%0.62%0.84%1.66%0.33%0.64%1.24%

Drawdowns

QUTM.DE vs. XMTM.TO - Drawdown Comparison

The maximum QUTM.DE drawdown since its inception was -23.74%, smaller than the maximum XMTM.TO drawdown of -30.24%. Use the drawdown chart below to compare losses from any high point for QUTM.DE and XMTM.TO.


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Drawdown Indicators


QUTM.DEXMTM.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-29.01%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

Current Drawdown

Current decline from peak

-19.86%

-7.42%

-12.44%

Average Drawdown

Average peak-to-trough decline

-8.05%

-8.14%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

Volatility

QUTM.DE vs. XMTM.TO - Volatility Comparison


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Volatility by Period


QUTM.DEXMTM.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

28.68%

24.75%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.68%

20.20%

+8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

21.63%

+7.05%