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IRE vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRE vs. QTUM - Performance Comparison

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

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Returns By Period

In the year-to-date period, IRE achieves a -63.30% return, which is significantly lower than QTUM's 29.28% return.


IRE

1D
-7.43%
1M
-26.85%
6M
-79.34%
YTD
-63.30%
1Y
3Y*
5Y*
10Y*
ALL TIME*

QTUM

1D
0.67%
1M
-8.88%
6M
22.33%
YTD
29.28%
1Y
57.72%
3Y*
39.51%
5Y*
24.56%
10Y*
ALL TIME*
25.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$104.51M$97.02M$161.63M
$54.21M$61.13M$111.15M

IRE vs. QTUM - Yearly Performance Comparison


2026 (YTD)2025
IRE
Defiance Daily Target 2X Long IREN ETF
-63.30%-67.36%
QTUM
Defiance Quantum ETF
29.28%-0.81%

Correlation

The correlation between IRE and QTUM is 0.60, 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 Oct 21, 2025

0.60

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Return for Risk

IRE vs. QTUM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IRE

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


QTUM
QTUM Risk / Return Rank: 7474
Overall Rank
QTUM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7070
Omega Ratio Rank
QTUM Calmar Ratio Rank: 7474
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IRE vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long IREN ETF (IRE) 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.


IREQTUMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.57

Martin ratioReturn relative to average drawdown

9.41

IRE vs. QTUM - Sharpe Ratio Comparison


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Drawdowns

IRE vs. QTUM - Drawdown Comparison

The maximum IRE drawdown since its inception was -95.22%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for IRE and QTUM.


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Drawdown Indicators


IREQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-95.22%

-38.45%

-56.77%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

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

-92.93%

-16.16%

-76.77%

Average Drawdown

Average peak-to-trough decline

-72.92%

-8.27%

-64.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

Volatility

IRE vs. QTUM - Volatility Comparison


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Volatility by Period


IREQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

Volatility (6M)

Calculated over the trailing 6-month period

26.47%

Volatility (1Y)

Calculated over the trailing 1-year period

226.19%

31.67%

+194.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

226.19%

27.69%

+198.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

226.19%

27.69%

+198.50%

IRE vs. QTUM - Expense Ratio Comparison

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


Dividends

IRE vs. QTUM - Dividend Comparison

IRE has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021202020192018
IRE
Defiance Daily Target 2X Long IREN ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QTUM
Defiance Quantum ETF
0.83%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Frequently Asked Questions


IRE and QTUM have a correlation of 0.60, 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 IRE.

QTUM has the higher dividend yield at 0.83%, compared with 0.00% for IRE.

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

Portfolio Optimizer

Find the right allocation for IRE and QTUM

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