IGPT vs. QTUM-USD

In the year-to-date period, IGPT achieves a -10.28% return, which is significantly higher than QTUM-USD's -27.31% return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco AI and Next Gen Software ETF (IGPT) and QTUM (QTUM-USD). 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.

The current IGPT Sharpe Ratio is -0.13, which is lower than the QTUM-USD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IGPT and QTUM-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum IGPT drawdown since its inception was -48.44%, smaller than the maximum QTUM-USD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for IGPT and QTUM-USD. For additional features, visit the drawdowns tool.

The current volatility for Invesco AI and Next Gen Software ETF (IGPT) is 18.56%, while QTUM (QTUM-USD) has a volatility of 20.58%. This indicates that IGPT experiences smaller price fluctuations and is considered to be less risky than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.