IGPT vs. QTUM-USD
IGPT (Invesco AI and Next Gen Software ETF) is Technology Equities fund tracking the STOXX World AC NexGen Software Development Index, while QTUM-USD (Qtum) is a cryptocurrency. Over the past 5 years, IGPT returned 14.91%/yr vs -34.98%/yr for QTUM-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
IGPT vs. QTUM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IGPT achieves a 62.05% return, which is significantly higher than QTUM-USD's -48.90% return.
IGPT
- 1D
- 1.95%
- 1M
- -0.92%
- 6M
- 54.14%
- YTD
- 62.05%
- 1Y
- 95.77%
- 3Y*
- 37.07%
- 5Y*
- 14.91%
- 10Y*
- 21.01%
QTUM-USD
- 1D
- 2.04%
- 1M
- -8.26%
- 6M
- -53.43%
- YTD
- -48.90%
- 1Y
- -69.80%
- 3Y*
- -37.39%
- 5Y*
- -34.98%
- 10Y*
- —
IGPT vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGPT Invesco AI and Next Gen Software ETF | 62.05% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | -2.19% |
QTUM-USD Qtum | -48.90% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
Correlation
The correlation between IGPT and QTUM-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.19 |
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Return for Risk
IGPT vs. QTUM-USD — Risk / Return Rank
IGPT
QTUM-USD
IGPT vs. QTUM-USD - Risk-Adjusted Trends Comparison
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.
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.
| IGPT | QTUM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.63 | ||
| Sortino ratioReturn per unit of downside risk | +4.70 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.85 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 5.77 | -0.89 | +6.66 |
| Martin ratioReturn relative to average drawdown | 19.27 | -1.23 | +20.50 |
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Drawdowns
IGPT vs. QTUM-USD - Drawdown Comparison
The maximum IGPT drawdown since its inception was -50.14%, smaller than the maximum QTUM-USD drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for IGPT and QTUM-USD.
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Drawdown Indicators
| IGPT | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.14% | -99.30% | +49.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -78.50% | +61.82% |
Max Drawdown (3Y)Largest decline over 3 years | -29.30% | -88.32% | +59.02% |
Max Drawdown (5Y)Largest decline over 5 years | -42.87% | -96.26% | +53.39% |
Max Drawdown (10Y)Largest decline over 10 years | -50.14% | — | — |
Current DrawdownCurrent decline from peak | -10.86% | -99.28% | +88.42% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -93.32% | +81.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 48.48% | -43.49% |
Volatility
IGPT vs. QTUM-USD - Volatility Comparison
Invesco AI and Next Gen Software ETF (IGPT) has a higher volatility of 16.70% compared to Qtum (QTUM-USD) at 11.96%. This indicates that IGPT's price experiences larger fluctuations and is considered to be riskier than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGPT | QTUM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.70% | 11.96% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 31.05% | 48.48% | -17.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.95% | 65.97% | -31.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.13% | 76.56% | -47.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 98.93% | -71.87% |
Frequently Asked Questions
IGPT and QTUM-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGPT has higher volatility (16.70%) compared to QTUM-USD (11.96%). In terms of maximum drawdown, IGPT dropped -50.14% vs QTUM-USD's -99.30%.
IGPT currently has the higher Sharpe Ratio (2.75 vs -0.88), 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.
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