IGPT vs. QTUM-USD
IGPT (Invesco AI and Next Gen Software ETF) is Artificial Intelligence fund tracking the STOXX World AC NexGen Software Development Index, while QTUM-USD (Qtum) is a cryptocurrency. Over the past 5 years, IGPT returned 12.94%/yr vs -39.55%/yr for QTUM-USD. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
IGPT vs. QTUM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IGPT achieves a 50.51% return, which is significantly higher than QTUM-USD's -51.63% return.
IGPT
- 1D
- 3.23%
- 1M
- -6.05%
- 6M
- 36.61%
- YTD
- 50.51%
- 1Y
- 80.58%
- 3Y*
- 37.96%
- 5Y*
- 12.94%
- 10Y*
- 19.82%
- ALL TIME*
- 15.04%
QTUM-USD
- 1D
- -0.71%
- 1M
- -9.67%
- 6M
- -41.33%
- YTD
- -51.63%
- 1Y
- -68.49%
- 3Y*
- -36.64%
- 5Y*
- -39.55%
- 10Y*
- —
- ALL TIME*
- -28.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.39M | $21.86M | $21.83M | |
QTUM-USD Qtum | $4.99M | $5.69M | $10.48M |
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 | 50.51% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | -2.19% |
QTUM-USD Qtum | -51.63% | -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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | +3.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.86 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | -0.86 | +4.14 |
| Martin ratioReturn relative to average drawdown | 12.33 | -1.15 | +13.48 |
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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 -99.32%. 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% | -99.32% | +49.18% |
Max Drawdown (1Y)Largest decline over 1 year | -24.74% | -79.32% | +54.58% |
Max Drawdown (3Y)Largest decline over 3 years | -29.30% | -88.76% | +59.46% |
Max Drawdown (5Y)Largest decline over 5 years | -42.04% | -96.40% | +54.36% |
Max Drawdown (10Y)Largest decline over 10 years | -50.14% | — | — |
Current DrawdownCurrent decline from peak | -17.20% | -99.32% | +82.12% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -93.36% | +81.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 42.21% | -35.65% |
Volatility
IGPT vs. QTUM-USD - Volatility Comparison
Invesco AI and Next Gen Software ETF (IGPT) has a higher volatility of 14.42% compared to Qtum (QTUM-USD) at 11.62%. 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 | 14.42% | 11.62% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 32.86% | 45.93% | -13.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.96% | 65.60% | -28.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.58% | 76.10% | -46.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.31% | 98.66% | -71.35% |
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 (14.42%) compared to QTUM-USD (11.62%). In terms of maximum drawdown, IGPT dropped -50.14% vs QTUM-USD's -99.32%.
IGPT currently has the higher Sharpe Ratio (2.20 vs -0.87), 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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