JEDI vs. QTUM-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Defiance Drone & Modern Warfare ETF (JEDI) and QTUM (QTUM-USD).

Performance

JEDI vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

JEDI vs. QTUM-USD - Yearly Performance Comparison

	2026 (YTD)	2025
JEDI Defiance Drone & Modern Warfare ETF	8.03%	-3.73%
QTUM-USD QTUM	-31.09%	-39.00%

Returns By Period

In the year-to-date period, JEDI achieves a 8.03% return, which is significantly higher than QTUM-USD's -31.09% return.

JEDI

• 1D: 2.50%
• 1M: -3.18%
• YTD: 8.03%
• 6M: -1.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JEDI vs. QTUM-USD — Risk / Return Rank

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

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.

JEDI vs. QTUM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) 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.

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

Sharpe Ratios by Period

	JEDI	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.65	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	-0.22	+0.44

Correlation

The correlation between JEDI and QTUM-USD is 0.33, 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

JEDI vs. QTUM-USD - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, smaller than the maximum QTUM-USD drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for JEDI and QTUM-USD.

Drawdown Indicators

	JEDI	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-21.67%	-99.16%	+77.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-74.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-97.08%	—
Current Drawdown Current decline from peak	-13.19%	-99.03%	+85.84%
Average Drawdown Average peak-to-trough decline	-10.27%	-93.16%	+82.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	49.03%	—

Volatility

Volatility by Period

	JEDI	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	62.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.94%	68.14%	-32.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.94%	87.56%	-51.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.94%	100.19%	-64.25%