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Defiance Quantum ETF (QTUM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26922A4206
CUSIP26922A420
IssuerDefiance ETFs
Inception DateSep 5, 2018
RegionDeveloped Markets (Broad)
CategoryTechnology Equities
Index TrackedBlueStar Machine Learning and Quantum Computing Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Defiance Quantum ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

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


Defiance Quantum ETF

Popular comparisons: QTUM vs. FHLC, QTUM vs. GRID, QTUM vs. IONQ, QTUM vs. FTEC, QTUM vs. XLK, QTUM vs. COWZ, QTUM vs. SCHD, QTUM vs. ARKQ, QTUM vs. FIW, QTUM vs. COKE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Defiance Quantum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.30%
17.07%
QTUM (Defiance Quantum ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Defiance Quantum ETF had a return of 6.55% year-to-date (YTD) and 28.41% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.55%5.90%
1 month-4.46%-1.28%
6 months20.67%15.51%
1 year28.41%21.68%
5 years (annualized)19.24%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.85%8.74%3.20%
2023-5.27%-6.50%12.37%7.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of QTUM is 72, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of QTUM is 7272
Defiance Quantum ETF(QTUM)
The Sharpe Ratio Rank of QTUM is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM is 7373Sortino Ratio Rank
The Omega Ratio Rank of QTUM is 7272Omega Ratio Rank
The Calmar Ratio Rank of QTUM is 7474Calmar Ratio Rank
The Martin Ratio Rank of QTUM is 6767Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


QTUM
Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.005.001.50
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.002.16
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.26, compared to the broader market1.001.502.002.501.26
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.23
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 4.81, compared to the broader market0.0020.0040.0060.0080.004.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Defiance Quantum ETF Sharpe ratio is 1.50. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.50
1.89
QTUM (Defiance Quantum ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Defiance Quantum ETF granted a 0.80% dividend yield in the last twelve months. The annual payout for that period amounted to $0.46 per share.


PeriodTTM202320222021202020192018
Dividend$0.46$0.44$0.57$0.27$0.19$0.18$0.04

Dividend yield

0.80%0.81%1.46%0.48%0.45%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.10
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
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
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
2020$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.03
2019$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.04
2018$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.85%
-3.86%
QTUM (Defiance Quantum ETF)
Benchmark (^GSPC)

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 7.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.45%Nov 17, 2021229Oct 14, 2022318Jan 23, 2024547
-35.48%Feb 13, 202024Mar 18, 202075Jul 6, 202099
-24.33%Sep 26, 201852Dec 24, 201874Apr 12, 2019126
-13.03%Feb 16, 202115Mar 8, 202179Jun 29, 202194
-10.73%May 6, 201920Jun 3, 201935Jul 23, 201955

Volatility

Volatility Chart

The current Defiance Quantum ETF volatility is 4.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.84%
3.39%
QTUM (Defiance Quantum ETF)
Benchmark (^GSPC)