PortfoliosLab logoPortfoliosLab logo
TSWE.DE vs. QUTM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSWE.DE vs. QUTM.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly lower than QUTM.DE's 33.86% return.


TSWE.DE

1D
-0.01%
1M
6.60%
YTD
13.30%
6M
15.30%
1Y
25.79%
3Y*
17.12%
5Y*
11.66%
10Y*

QUTM.DE

1D
-1.49%
1M
18.24%
YTD
33.86%
6M
29.29%
1Y
59.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between TSWE.DE and QUTM.DE is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since May 27, 2025

0.69

The correlation between TSWE.DE and QUTM.DE has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

TSWE.DE
TSWE.DE Risk / Return Rank: 6363
Overall Rank
TSWE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

QUTM.DE
QUTM.DE Risk / Return Rank: 5252
Overall Rank
QUTM.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QUTM.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
QUTM.DE Omega Ratio Rank: 5454
Omega Ratio Rank
QUTM.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
QUTM.DE 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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.


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

+0.03

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

3.20

2.48

+0.72

Martin ratioReturn relative to average drawdown

12.60

5.81

+6.79

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

The current TSWE.DE Sharpe Ratio is 1.98, which is comparable to the QUTM.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of TSWE.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.


Loading charts...

Sharpe Ratios by Period


TSWE.DEQUTM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.95

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.71

-0.89

Drawdowns

TSWE.DE vs. QUTM.DE - Drawdown Comparison

The maximum TSWE.DE drawdown since its inception was -33.61%, which is greater than QUTM.DE's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and QUTM.DE.


Loading charts...

Drawdown Indicators


TSWE.DEQUTM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-23.74%

-9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-23.74%

+15.71%

Max Drawdown (3Y)

Largest decline over 3 years

-19.69%

Max Drawdown (5Y)

Largest decline over 5 years

-19.69%

Current Drawdown

Current decline from peak

-0.11%

-3.42%

+3.31%

Average Drawdown

Average peak-to-trough decline

-4.69%

-7.71%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

10.15%

-8.11%

Volatility

TSWE.DE vs. QUTM.DE - Volatility Comparison

The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) is 3.04%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 12.36%. This indicates that TSWE.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.


Loading charts...

Volatility by Period


TSWE.DEQUTM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

12.36%

-9.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

20.92%

-11.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

30.14%

-17.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.69%

30.16%

-16.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

30.16%

-14.27%

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

TSWE.DE has a 0.20% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.


Dividends

TSWE.DE vs. QUTM.DE - Dividend Comparison

TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, while QUTM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A
1.83%1.94%2.19%2.22%2.37%1.63%1.87%2.32%

Frequently Asked Questions


TSWE.DE and QUTM.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for QUTM.DE.

TSWE.DE is categorized as Global Equities, while QUTM.DE is Technology Equities. TSWE.DE tracks Solactive Sustainable World Equity, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Their fees differ too: 0.20% for TSWE.DE and 0.55% for QUTM.DE.

Portfolio Optimizer

Find the right allocation for TSWE.DE and QUTM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer