DTEC vs. QTUM

Last updated Jul 14, 2026

DTEC (ALPS Disruptive Technologies ETF) and QTUM (Defiance Quantum ETF) are both Technology Equities funds - DTEC tracks the Indxx Disruptive Technologies Index while QTUM tracks the BlueStar Machine Learning and Quantum Computing Index. Both are passively managed. Over the past 5 years, DTEC returned 0.35%/yr vs 26.18%/yr for QTUM. Their correlation of 0.82 suggests significant overlap in exposure. DTEC charges 0.50%/yr vs 0.40%/yr for QTUM.

Performance

DTEC vs. QTUM - Performance Comparison

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

Returns By Period

In the year-to-date period, DTEC achieves a 0.32% return, which is significantly lower than QTUM's 36.39% return.

DTEC

• 1D: 0.09%
• 1M: 3.03%
• 6M: -3.20%
• YTD: 0.32%
• 1Y: 0.18%
• 3Y*: 6.83%
• 5Y*: 0.35%
• 10Y*: —

QTUM

• 1D: -3.52%
• 1M: -7.46%
• 6M: 27.00%
• YTD: 36.39%
• 1Y: 63.33%
• 3Y*: 43.63%
• 5Y*: 26.18%
• 10Y*: —

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

DTEC vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DTEC ALPS Disruptive Technologies ETF	0.32%	7.21%	9.89%	25.03%	-31.29%	4.89%	44.12%	35.44%	-20.40%
QTUM Defiance Quantum ETF	36.39%	36.65%	50.54%	39.86%	-28.80%	35.18%	42.05%	47.99%	-19.44%

Correlation

The correlation between DTEC and QTUM 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 (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018	0.82

The correlation between DTEC and QTUM shifts across timeframes, from 0.63 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

DTEC vs. QTUM - Sectors Allocation Comparison

Sectors	DTEC	QTUM
Technology	63.4%	81.2%
Industrials	12.1%	9.1%
Healthcare	9.2%	1.2%
Financial Services	7.3%	0.0%
Energy	3.5%	-
Utilities	3.2%	-
Communication Services	2.7%	6.4%
Real Estate	1.0%	-
Consumer Cyclical	1.0%	2.0%
Basic Materials	-	-
Consumer Defensive	-	-

Return for Risk

DTEC vs. QTUM — Risk / Return Rank

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

DTEC

DTEC Risk / Return Rank: 9
DTEC Sharpe Ratio Rank: 9
DTEC Sortino Ratio Rank: 9
DTEC Omega Ratio Rank: 9
DTEC Calmar Ratio Rank: 9
DTEC Martin Ratio Rank: 9

QTUM

QTUM Risk / Return Rank: 81
QTUM Sharpe Ratio Rank: 83
QTUM Sortino Ratio Rank: 73
QTUM Omega Ratio Rank: 73
QTUM Calmar Ratio Rank: 89
QTUM Martin Ratio Rank: 86

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.

DTEC vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Disruptive Technologies ETF (DTEC) 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.

	DTEC	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	0.01	2.10	-2.09
Sortino ratio: Return per unit of downside risk	0.14	2.62	-2.48
Omega ratio: Gain probability vs. loss probability	1.02	1.34	-0.32
Calmar ratio: Return relative to maximum drawdown	0.01	4.17	-4.16
Martin ratio: Return relative to average drawdown	0.02	13.97	-13.95

DTEC vs. QTUM - Sharpe Ratio Comparison

The current DTEC Sharpe Ratio is 0.01, which is lower than the QTUM Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DTEC and QTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTEC vs. QTUM - Drawdown Comparison

The maximum DTEC drawdown since its inception was -42.00%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for DTEC and QTUM.

Drawdown Indicators

	DTEC	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-42.00%	-38.45%	-3.55%
Max Drawdown (1Y) Largest decline over 1 year	-20.31%	-15.26%	-5.05%
Max Drawdown (3Y) Largest decline over 3 years	-21.47%	-25.39%	+3.92%
Max Drawdown (5Y) Largest decline over 5 years	-42.00%	-38.45%	-3.55%
Current Drawdown Current decline from peak	-7.60%	-11.55%	+3.95%
Average Drawdown Average peak-to-trough decline	-13.25%	-8.22%	-5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.20%	4.55%	+4.65%

Volatility

DTEC vs. QTUM - Volatility Comparison

The current volatility for ALPS Disruptive Technologies ETF (DTEC) is 5.12%, while Defiance Quantum ETF (QTUM) has a volatility of 13.06%. This indicates that DTEC experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTEC	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	13.06%	-7.94%
Volatility (6M) Calculated over the trailing 6-month period	15.19%	25.05%	-9.86%
Volatility (1Y) Calculated over the trailing 1-year period	18.85%	30.38%	-11.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	27.44%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.86%	27.58%	-4.72%

DTEC vs. QTUM - Expense Ratio Comparison

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

Dividends

DTEC vs. QTUM - Dividend Comparison

DTEC's dividend yield for the trailing twelve months is around 0.04%, less than QTUM's 0.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DTEC ALPS Disruptive Technologies ETF	0.04%	0.04%	0.45%	0.27%	0.02%	0.26%	0.37%	0.43%	0.33%
QTUM Defiance Quantum ETF	0.79%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both DTEC and QTUM in my portfolio?

DTEC and QTUM 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.

Which is riskier, DTEC or QTUM?

QTUM has higher volatility (13.06%) compared to DTEC (5.12%). In terms of maximum drawdown, DTEC dropped -42.00% vs QTUM's -38.45%.

Which ETF is better, DTEC or QTUM?

On 5-year performance, QTUM leads with 26.18% vs 0.35% for DTEC. On fees, QTUM is cheaper at 0.40% per year. On volatility, DTEC has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTEC or QTUM?

Over the 5-year period, QTUM has performed better with a 26.18% return vs 0.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTEC or QTUM?

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

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

QTUM has the higher dividend yield at 0.79%, compared with 0.04% for DTEC.

What is the main difference between DTEC and QTUM?

DTEC tracks Indxx Disruptive Technologies Index, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: SS&C and Defiance. Their fees differ too: 0.50% for DTEC and 0.40% for QTUM.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.10 vs 0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.