PortfoliosLab logoPortfoliosLab logo
INFH vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFH vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF (INFH) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


INFH

1D
17.48%
1M
-52.72%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

QTUM

1D
0.89%
1M
-9.73%
6M
19.81%
YTD
28.87%
1Y
51.60%
3Y*
40.04%
5Y*
24.75%
10Y*
ALL TIME*
25.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.99M$2.39M$2.98M
$57.35M$66.41M$111.32M

INFH vs. QTUM - Yearly Performance Comparison


Correlation

The correlation between INFH and QTUM is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 5, 2026

0.58

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

INFH vs. QTUM — Risk / Return Rank

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

INFH

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


QTUM
QTUM Risk / Return Rank: 7373
Overall Rank
QTUM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 6767
Sortino Ratio Rank
QTUM Omega Ratio Rank: 6666
Omega Ratio Rank
QTUM Calmar Ratio Rank: 8080
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7575
Martin Ratio Rank
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.

INFH vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF (INFH) 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.


INFHQTUMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

9.59

INFH vs. QTUM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

INFH vs. QTUM - Drawdown Comparison

The maximum INFH drawdown since its inception was -75.15%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for INFH and QTUM.


Loading charts...

Drawdown Indicators


INFHQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-75.15%

-38.45%

-36.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.17%

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

-70.81%

-16.43%

-54.38%

Average Drawdown

Average peak-to-trough decline

-47.80%

-8.25%

-39.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

Volatility

INFH vs. QTUM - Volatility Comparison


Loading charts...

Volatility by Period


INFHQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.33%

Volatility (6M)

Calculated over the trailing 6-month period

25.51%

Volatility (1Y)

Calculated over the trailing 1-year period

202.20%

30.82%

+171.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

202.20%

27.50%

+174.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

202.20%

27.58%

+174.62%

INFH vs. QTUM - Expense Ratio Comparison

INFH has a 1.31% expense ratio, which is higher than QTUM's 0.40% expense ratio.


Dividends

INFH vs. QTUM - Dividend Comparison

INFH has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.84%.


PositionTTM20252024202320222021202020192018
INFH
Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QTUM
Defiance Quantum ETF
0.84%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Frequently Asked Questions


INFH and QTUM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTUM is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTUM is cheaper with a 0.40% expense ratio, compared with 1.31% for INFH.

QTUM has the higher dividend yield at 0.84%, compared with 0.00% for INFH.

INFH is categorized as Leveraged Equities, while QTUM is Technology Equities. Their fees differ too: 1.31% for INFH and 0.40% for QTUM.

Portfolio Optimizer

Find the right allocation for INFH and QTUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer