VWCE.DE vs. QUTM.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and QUTM.DE (VanEck Quantum Computing UCITS ETF A USD Acc) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while QUTM.DE is a Technology Equities fund tracking the MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). Both are passively managed. Over the past year, VWCE.DE returned 26.35% vs 55.17% for QUTM.DE. A 0.62 correlation means they provide meaningful diversification when combined. VWCE.DE charges 0.19%/yr vs 0.55%/yr for QUTM.DE.
Performance
VWCE.DE vs. QUTM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than QUTM.DE's 26.79% return.
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
- 1D
- 1.41%
- 1M
- 9.28%
- YTD
- 26.79%
- 6M
- 26.44%
- 1Y
- 55.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWCE.DE vs. QUTM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 14.38% |
QUTM.DE VanEck Quantum Computing UCITS ETF A USD Acc | 26.79% | 14.27% |
Correlation
The correlation between VWCE.DE and QUTM.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 VWCE.DE and QUTM.DE has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.
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Return for Risk
VWCE.DE vs. QUTM.DE — Risk / Return Rank
VWCE.DE
QUTM.DE
VWCE.DE vs. QUTM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.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.
| VWCE.DE | QUTM.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 | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 2.04 | +1.88 |
| Martin ratioReturn relative to average drawdown | 16.07 | 5.00 | +11.08 |
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Drawdowns
VWCE.DE vs. QUTM.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than QUTM.DE's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and QUTM.DE.
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Drawdown Indicators
| VWCE.DE | QUTM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -24.77% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -24.77% | +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 | -1.47% | -9.00% | +7.53% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -7.74% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 10.14% | -8.54% |
Volatility
VWCE.DE vs. QUTM.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while VanEck Quantum Computing UCITS ETF A USD Acc (QUTM.DE) has a volatility of 14.21%. This indicates that VWCE.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
| VWCE.DE | QUTM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 14.21% | -10.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 24.16% | -15.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 33.44% | -21.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 33.06% | -19.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 33.06% | -16.90% |
VWCE.DE vs. QUTM.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is lower than QUTM.DE's 0.55% expense ratio.
Dividends
VWCE.DE vs. QUTM.DE - Dividend Comparison
Neither VWCE.DE nor QUTM.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and QUTM.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.
VWCE.DE is categorized as Global Equities, while QUTM.DE is Technology Equities. VWCE.DE tracks FTSE All-World Index, while QUTM.DE tracks MarketVector™ Global Quantum Leaders Total Return Net Index (MVQTMLTR). They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.19% for VWCE.DE and 0.55% for QUTM.DE.
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