CQTM vs. QTUM

Last updated Jul 12, 2026

CQTM (Corgi Quantum Computing ETF) and QTUM (Defiance Quantum ETF) are both Technology Equities funds. CQTM is actively managed, while QTUM is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. CQTM charges 0.35%/yr vs 0.40%/yr for QTUM.

Performance

CQTM vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corgi Quantum Computing ETF (CQTM) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CQTM

• 1D: -3.41%
• 1M: -5.12%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTUM

• 1D: -0.71%
• 1M: -2.91%
• 6M: 33.03%
• YTD: 41.37%
• 1Y: 69.29%
• 3Y*: 46.36%
• 5Y*: 26.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CQTM vs. QTUM - Yearly Performance Comparison

	2026 (YTD)
CQTM Corgi Quantum Computing ETF	-1.54%
QTUM Defiance Quantum ETF	11.17%

Correlation

The correlation between CQTM and QTUM is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 6, 2026	0.76

CQTM vs. QTUM - Sectors Allocation Comparison

Sectors	CQTM	QTUM
Technology	90.8%	81.2%
Communication Services	4.7%	6.4%
Industrials	4.5%	9.1%
Basic Materials	-	-
Consumer Cyclical	-	2.0%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	0.0%
Healthcare	-	1.2%
Real Estate	-	-
Utilities	-	-

Return for Risk

CQTM vs. QTUM — Risk / Return Rank

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

CQTM

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

QTUM

QTUM Risk / Return Rank: 84
QTUM Sharpe Ratio Rank: 87
QTUM Sortino Ratio Rank: 77
QTUM Omega Ratio Rank: 77
QTUM Calmar Ratio Rank: 90
QTUM Martin Ratio Rank: 88

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.

CQTM vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corgi Quantum Computing ETF (CQTM) 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.

	CQTM	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.23	—
Sortino ratio: Return per unit of downside risk	—	2.76	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.41	—
Martin ratio: Return relative to average drawdown	—	14.97	—

Drawdowns

CQTM vs. QTUM - Drawdown Comparison

The maximum CQTM drawdown since its inception was -21.53%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for CQTM and QTUM.

Drawdown Indicators

	CQTM	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-21.53%	-38.45%	+16.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.26%	—
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	-21.53%	-8.32%	-13.21%
Average Drawdown Average peak-to-trough decline	-8.90%	-8.21%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.49%	—

Volatility

Volatility by Period

	CQTM	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	86.48%	30.13%	+56.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.48%	27.38%	+59.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.48%	27.55%	+58.93%

CQTM vs. QTUM - Expense Ratio Comparison

CQTM has a 0.35% expense ratio, which is lower than QTUM's 0.40% expense ratio.

Dividends

CQTM vs. QTUM - Dividend Comparison

CQTM has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.76%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CQTM Corgi Quantum Computing ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.76%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both CQTM and QTUM in my portfolio?

CQTM and QTUM have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CQTM or QTUM?

On fees, CQTM is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CQTM or QTUM?

CQTM is cheaper with a 0.35% expense ratio, compared with 0.40% for QTUM.

Which ETF pays a higher dividend yield, CQTM or QTUM?

QTUM has the higher dividend yield at 0.76%, compared with 0.00% for CQTM.

What is the main difference between CQTM and QTUM?

They also come from different issuers: Corgi Funds and Defiance. Their fees differ too: 0.35% for CQTM and 0.40% for QTUM.