PortfoliosLab logoPortfoliosLab logo
CHPX vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHPX vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X AI Semiconductor & Quantum ETF (CHPX) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHPX achieves a 60.49% return, which is significantly higher than QTUM's 29.28% return.


CHPX

1D
0.65%
1M
-8.69%
6M
45.81%
YTD
60.49%
1Y
3Y*
5Y*
10Y*
ALL TIME*

QTUM

1D
0.67%
1M
-8.88%
6M
22.33%
YTD
29.28%
1Y
57.72%
3Y*
39.51%
5Y*
24.56%
10Y*
ALL TIME*
25.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.80M$5.31M$11.57M
$54.21M$61.13M$111.15M

CHPX vs. QTUM - Yearly Performance Comparison


2026 (YTD)2025
CHPX
Global X AI Semiconductor & Quantum ETF
60.49%6.91%
QTUM
Defiance Quantum ETF
29.28%4.95%

Correlation

The correlation between CHPX and QTUM is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.90

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

CHPX vs. QTUM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CHPX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QTUM
QTUM Risk / Return Rank: 7474
Overall Rank
QTUM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7070
Omega Ratio Rank
QTUM Calmar Ratio Rank: 7474
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CHPX vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X AI Semiconductor & Quantum ETF (CHPX) and Defiance Quantum ETF (QTUM). 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.


CHPXQTUMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.57

Martin ratioReturn relative to average drawdown

9.41

CHPX vs. QTUM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CHPX vs. QTUM - Drawdown Comparison

The maximum CHPX drawdown since its inception was -27.10%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for CHPX and QTUM.


Loading charts...

Drawdown Indicators


CHPXQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-38.45%

+11.35%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Current Drawdown

Current decline from peak

-20.92%

-16.16%

-4.76%

Average Drawdown

Average peak-to-trough decline

-5.30%

-8.27%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

Volatility

CHPX vs. QTUM - Volatility Comparison


Loading charts...

Volatility by Period


CHPXQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

Volatility (6M)

Calculated over the trailing 6-month period

26.47%

Volatility (1Y)

Calculated over the trailing 1-year period

44.96%

31.67%

+13.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.96%

27.69%

+17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.96%

27.69%

+17.27%

CHPX vs. QTUM - Expense Ratio Comparison

CHPX has a 0.50% expense ratio, which is higher than QTUM's 0.40% expense ratio.


Dividends

CHPX vs. QTUM - Dividend Comparison

CHPX's dividend yield for the trailing twelve months is around 0.04%, less than QTUM's 0.83% yield.


PositionTTM20252024202320222021202020192018
CHPX
Global X AI Semiconductor & Quantum ETF
0.04%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QTUM
Defiance Quantum ETF
0.83%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Frequently Asked Questions


With a correlation of 0.90, CHPX and QTUM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, QTUM is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTUM is cheaper with a 0.40% expense ratio, compared with 0.50% for CHPX.

QTUM has the higher dividend yield at 0.83%, compared with 0.04% for CHPX.

CHPX is categorized as Artificial Intelligence, while QTUM is Technology Equities. CHPX tracks Global X AI Semiconductor & Quantum Index, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: Global X and Defiance. Their fees differ too: 0.50% for CHPX and 0.40% for QTUM.

Portfolio Optimizer

Find the right allocation for CHPX and QTUM

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