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ISIN
US26922A4206
CUSIP
26922A420
Issuer
Defiance
Inception Date
Sep 5, 2018
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
BlueStar Machine Learning and Quantum Computing Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$6B

Share Price Chart


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Performance

QTUM Performance Chart

Defiance Quantum ETF (QTUM) is up 54.1% since the beginning of the year. QTUM is currently trading at $169 per share. Investors who bought $1,000 worth of QTUM shares 5 years ago would now be looking at an investment worth $3,649.


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S&P 500 Index

Returns By Period

Defiance Quantum ETF (QTUM) has returned 54.06% so far this year and 94.08% over the past 12 months.


Defiance Quantum ETF

1D
0.38%
1M
9.88%
YTD
54.06%
6M
50.57%
1Y
94.08%
3Y*
52.80%
5Y*
29.55%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM Monthly Returns History

Based on dividend-adjusted daily data since Sep 5, 2018, QTUM's average daily return is +0.12%, while the average monthly return is +2.39%. At this rate, an investment would double in approximately 2.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +24.9%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QTUM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.68%0.46%-7.65%24.91%19.19%5.54%54.06%
20251.44%-4.18%-5.33%0.59%12.99%8.71%0.22%2.99%10.95%9.71%-5.76%1.50%36.65%
20240.85%8.74%3.20%-5.91%7.05%1.91%-1.31%0.66%0.22%-0.19%13.18%15.23%50.54%
202311.65%0.37%6.14%-6.02%10.12%5.38%4.72%-4.17%-5.27%-6.50%12.37%7.95%39.86%
2022-9.62%0.07%0.30%-10.90%3.18%-12.34%9.32%-6.49%-12.33%3.02%13.33%-6.93%-28.80%
20217.00%4.80%1.07%2.25%-0.04%3.96%-0.86%3.72%-1.96%5.84%2.88%2.26%35.18%

Benchmark Metrics

Defiance Quantum ETF has an annualized alpha of 13.39%, beta of 1.18, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 05, 2018.

  • This ETF captured 151.83% of S&P 500 Index gains but only 92.96% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 13.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
13.39%
Beta
1.18
0.71
Upside Capture
151.83%
Downside Capture
92.96%

Expense Ratio

QTUM has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QTUM ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


QTUM Risk / Return Rank: 9090
Overall Rank
QTUM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
QTUM Omega Ratio Rank: 8686
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9393
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9292
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and compare them to S&P 500 Index.

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.


QTUMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

6.20

2.78

+3.42

Martin ratioReturn relative to average drawdown

22.37

12.44

+9.93

Dividends

Dividend History

Defiance Quantum ETF provided a 0.70% dividend yield over the last twelve months, with an annual payout of $1.17 per share. The fund has been increasing its distributions for 2 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.17$1.11$0.49$0.44$0.57$0.27$0.17$0.18$0.04

Dividend yield

0.70%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for Defiance Quantum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.22$0.00$0.00$0.00$0.22
2025$0.00$0.00$0.16$0.00$0.00$0.27$0.00$0.00$0.24$0.00$0.00$0.45$1.11
2024$0.00$0.00$0.10$0.00$0.00$0.20$0.00$0.00$0.12$0.00$0.00$0.08$0.49
2023$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.09$0.44
2022$0.00$0.00$0.08$0.00$0.00$0.19$0.00$0.00$0.23$0.00$0.00$0.07$0.57
2021$0.00$0.00$0.03$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.06$0.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Defiance Quantum ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Defiance Quantum ETF was 38.45%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.

The current Defiance Quantum ETF drawdown is 0.09%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-38.45%Oct 2022
11mo 1d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-35.49%Mar 2020
1mo 4d3mo 20d
4mo 24dFeb 2020 - Jul 2020
2025 selloff2025
-25.39%Apr 2025
3mo 21d1mo 12d
5mo 3dDec 2024 - May 2025
Rate-hike selloffLate 2018
-24.32%Dec 2018
3mo 20d3mo 19d
7mo 9dSep 2018 - Apr 2019
2024 correction2024
-17.17%Aug 2024
19d3mo 8d
3mo 27dJul 2024 - Nov 2024

Drawdown Indicators


QTUMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-56.78%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-9.10%

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

-18.90%

-6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-25.43%

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.09%

-1.80%

+1.71%

Average Drawdown

Average peak-to-trough decline

-8.23%

-10.71%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

2.03%

+2.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QTUM

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