IDEQ vs. QTUM

Last updated Jun 13, 2026

IDEQ (Lazard International Dynamic Equity ETF) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard, while QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. IDEQ is actively managed, while QTUM is passively managed. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.

Performance

IDEQ vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Dynamic Equity ETF (IDEQ) 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, IDEQ achieves a 16.51% return, which is significantly lower than QTUM's 47.39% return.

IDEQ

• 1D: 0.28%
• 1M: 1.06%
• YTD: 16.51%
• 6M: 19.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QTUM

• 1D: 1.22%
• 1M: 9.88%
• YTD: 47.39%
• 6M: 45.72%
• 1Y: 82.93%
• 3Y*: 48.15%
• 5Y*: 28.09%
• 10Y*: —

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

IDEQ vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025
IDEQ Lazard International Dynamic Equity ETF	16.51%	12.10%
QTUM Defiance Quantum ETF	47.39%	14.53%

Correlation

The correlation between IDEQ and QTUM is 0.70, 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 Aug 29, 2025	0.70

Return for Risk

IDEQ vs. QTUM — Risk / Return Rank

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

IDEQ

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

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 93
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

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.

IDEQ vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) 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.

	IDEQ	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.94	—
Sortino ratio: Return per unit of downside risk	—	3.45	—
Omega ratio: Gain probability vs. loss probability	—	1.46	—
Calmar ratio: Return relative to maximum drawdown	—	5.46	—
Martin ratio: Return relative to average drawdown	—	19.77	—

Drawdowns

IDEQ vs. QTUM - Drawdown Comparison

The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for IDEQ and QTUM.

Drawdown Indicators

	IDEQ	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-12.95%	-38.45%	+25.50%
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	-1.01%	-4.42%	+3.41%
Average Drawdown Average peak-to-trough decline	-2.11%	-8.24%	+6.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.21%	—

Volatility

Volatility by Period

	IDEQ	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.28%	28.39%	-9.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.28%	26.99%	-7.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.28%	27.40%	-8.12%

IDEQ vs. QTUM - Expense Ratio Comparison

Both IDEQ and QTUM have an expense ratio of 0.40%.

Dividends

IDEQ vs. QTUM - Dividend Comparison

IDEQ's dividend yield for the trailing twelve months is around 0.52%, less than QTUM's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IDEQ Lazard International Dynamic Equity ETF	0.52%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both IDEQ and QTUM in my portfolio?

IDEQ and QTUM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDEQ or QTUM?

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDEQ or QTUM?

IDEQ and QTUM have the same expense ratio: 0.40% per year.

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

QTUM has the higher dividend yield at 0.73%, compared with 0.52% for IDEQ.

What is the main difference between IDEQ and QTUM?

IDEQ is categorized as Foreign Large Cap Equities, while QTUM is Technology Equities. They also come from different issuers: Lazard and Defiance.