IGPT vs. QTUM-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco AI and Next Gen Software ETF (IGPT) and QTUM (QTUM-USD).

IGPT is a passively managed fund by Invesco that tracks the performance of the STOXX World AC NexGen Software Development Index. It was launched on Jun 23, 2005.

Performance

IGPT vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco AI and Next Gen Software ETF (IGPT) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

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	-0.03%	31.55%	17.15%	27.29%	-27.73%	-11.79%	54.31%	35.06%	16.38%	-0.91%
QTUM-USD QTUM	-31.09%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%

Returns By Period

In the year-to-date period, IGPT achieves a -0.03% return, which is significantly higher than QTUM-USD's -31.09% return.

IGPT

• 1D: 2.39%
• 1M: -6.26%
• YTD: -0.03%
• 6M: 8.60%
• 1Y: 45.43%
• 3Y*: 20.71%
• 5Y*: 3.72%
• 10Y*: 16.31%

QTUM-USD

• 1D: 3.55%
• 1M: -1.12%
• YTD: -31.09%
• 6M: -58.99%
• 1Y: -53.33%
• 3Y*: -33.16%
• 5Y*: -38.17%
• 10Y*: —

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

Return for Risk

IGPT vs. QTUM-USD — Risk / Return Rank

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

IGPT

IGPT Risk / Return Rank: 81
IGPT Sharpe Ratio Rank: 78
IGPT Sortino Ratio Rank: 79
IGPT Omega Ratio Rank: 75
IGPT Calmar Ratio Rank: 87
IGPT Martin Ratio Rank: 85

QTUM-USD

QTUM-USD Risk / Return Rank: 49
QTUM-USD Sharpe Ratio Rank: 36
QTUM-USD Sortino Ratio Rank: 41
QTUM-USD Omega Ratio Rank: 41
QTUM-USD Calmar Ratio Rank: 64
QTUM-USD Martin Ratio Rank: 61

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.

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.

	IGPT	QTUM-USD	Difference
Sharpe ratio Return per unit of total volatility	1.50	-0.65	+2.15
Sortino ratio Return per unit of downside risk	2.11	-0.73	+2.85
Omega ratio Gain probability vs. loss probability	1.29	0.93	+0.36
Calmar ratio Return relative to maximum drawdown	2.81	-1.00	+3.81
Martin ratio Return relative to average drawdown	10.22	-1.51	+11.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGPT vs. QTUM-USD - Sharpe Ratio Comparison

The current IGPT Sharpe Ratio is 1.50, which is higher than the QTUM-USD Sharpe Ratio of -0.65. 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.

Sharpe Ratios by Period

	IGPT	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	-0.65	+2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	-0.36	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	-0.22	+0.74

Correlation

The correlation between IGPT and QTUM-USD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 -99.16%. Use the drawdown chart below to compare losses from any high point for IGPT and QTUM-USD.

Drawdown Indicators

	IGPT	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-50.14%	-99.16%	+49.02%
Max Drawdown (1Y) Largest decline over 1 year	-16.68%	-74.30%	+57.62%
Max Drawdown (5Y) Largest decline over 5 years	-45.59%	-97.08%	+51.49%
Max Drawdown (10Y) Largest decline over 10 years	-50.14%	—	—
Current Drawdown Current decline from peak	-10.74%	-99.03%	+88.29%
Average Drawdown Average peak-to-trough decline	-12.05%	-93.16%	+81.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.59%	49.03%	-44.44%

Volatility

IGPT vs. QTUM-USD - Volatility Comparison

The current volatility for Invesco AI and Next Gen Software ETF (IGPT) is 11.29%, while QTUM (QTUM-USD) has a volatility of 20.24%. 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.

Volatility by Period

	IGPT	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.29%	20.24%	-8.95%
Volatility (6M) Calculated over the trailing 6-month period	21.40%	62.01%	-40.61%
Volatility (1Y) Calculated over the trailing 1-year period	30.46%	68.14%	-37.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.89%	87.56%	-60.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.84%	100.19%	-74.35%