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

Performance

TGBT.DE vs. QUTM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Sovereign Diversified 1-10 UCITS ETF (TGBT.DE) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.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, TGBT.DE achieves a 0.40% return, which is significantly lower than QUTM.DE's 23.86% return.


TGBT.DE

1D
-0.08%
1M
0.73%
YTD
0.40%
6M
1.13%
1Y
1.37%
3Y*
2.80%
5Y*
-1.81%
10Y*

QUTM.DE

1D
-1.33%
1M
-5.99%
YTD
23.86%
6M
22.33%
1Y
49.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between TGBT.DE and QUTM.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.17

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Return for Risk

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

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

TGBT.DE
TGBT.DE Risk / Return Rank: 1212
Overall Rank
TGBT.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TGBT.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
TGBT.DE Omega Ratio Rank: 1111
Omega Ratio Rank
TGBT.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
TGBT.DE Martin Ratio Rank: 1313
Martin Ratio Rank

QUTM.DE
QUTM.DE Risk / Return Rank: 4343
Overall Rank
QUTM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
QUTM.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
QUTM.DE Omega Ratio Rank: 4242
Omega Ratio Rank
QUTM.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
QUTM.DE Martin Ratio Rank: 3535
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.

TGBT.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Sovereign Diversified 1-10 UCITS ETF (TGBT.DE) and VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.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.


TGBT.DEQUTM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.19

Calmar ratioReturn relative to maximum drawdown

0.41

1.99

-1.58

Martin ratioReturn relative to average drawdown

1.03

4.79

-3.77

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

The current TGBT.DE Sharpe Ratio is 0.30, which is lower than the QUTM.DE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of TGBT.DE and QUTM.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

TGBT.DE vs. QUTM.DE - Drawdown Comparison

The maximum TGBT.DE drawdown since its inception was -21.31%, smaller than the maximum QUTM.DE drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for TGBT.DE and QUTM.DE.


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Drawdown Indicators


TGBT.DEQUTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.31%

-24.77%

+3.46%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-24.77%

+21.42%

Max Drawdown (3Y)

Largest decline over 3 years

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Current Drawdown

Current decline from peak

-11.08%

-11.10%

+0.02%

Average Drawdown

Average peak-to-trough decline

-9.22%

-7.79%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

10.29%

-8.95%

Volatility

TGBT.DE vs. QUTM.DE - Volatility Comparison

The current volatility for VanEck iBoxx EUR Sovereign Diversified 1-10 UCITS ETF (TGBT.DE) is 1.48%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 12.75%. This indicates that TGBT.DE experiences smaller price fluctuations and is considered to be less risky than QUTM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGBT.DEQUTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

12.75%

-11.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

24.53%

-20.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

33.64%

-29.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.42%

33.19%

-26.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.70%

33.19%

-27.49%

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

TGBT.DE has a 0.15% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.


Dividends

TGBT.DE vs. QUTM.DE - Dividend Comparison

TGBT.DE's dividend yield for the trailing twelve months is around 1.94%, while QUTM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%0.00%
TGBT.DE
VanEck iBoxx EUR Sovereign Diversified 1-10 UCITS ETF
1.94%2.17%1.13%0.57%0.60%0.77%0.75%0.35%0.36%

Frequently Asked Questions


TGBT.DE and QUTM.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGBT.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGBT.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for QUTM.DE.

TGBT.DE is categorized as European Government Bonds, while QUTM.DE is Technology Equities. TGBT.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 1-10, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Their fees differ too: 0.15% for TGBT.DE and 0.55% for QUTM.DE.

Portfolio Optimizer

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