OAIM vs. QTUM

Last updated Jun 14, 2026

OAIM (OneAscent International Equity ETF) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - OAIM is a Foreign Large Cap Equities fund actively managed by Oneascent, while QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. OAIM is actively managed, while QTUM is passively managed. Over the past 3 years, OAIM returned 17.52%/yr vs 48.15%/yr for QTUM. A 0.75 correlation means they provide meaningful diversification when combined. OAIM charges 0.95%/yr vs 0.40%/yr for QTUM.

Performance

OAIM vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OneAscent International Equity ETF (OAIM) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OAIM achieves a 14.17% return, which is significantly lower than QTUM's 47.39% return.

OAIM

• 1D: 0.17%
• 1M: 0.42%
• YTD: 14.17%
• 6M: 16.25%
• 1Y: 27.74%
• 3Y*: 17.52%
• 5Y*: —
• 10Y*: —

QTUM

• 1D: 1.22%
• 1M: 9.07%
• YTD: 47.39%
• 6M: 45.72%
• 1Y: 86.28%
• 3Y*: 48.15%
• 5Y*: 28.09%
• 10Y*: —

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

OAIM vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
OAIM OneAscent International Equity ETF	14.17%	30.12%	8.18%	16.96%	7.50%
QTUM Defiance Quantum ETF	47.39%	36.65%	50.54%	39.86%	-0.27%

Correlation

The correlation between OAIM and QTUM is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.75

The correlation between OAIM and QTUM has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

OAIM vs. QTUM - Sectors Allocation Comparison

Sectors	OAIM	QTUM
Financial Services	24.4%	0.0%
Industrials	21.0%	8.7%
Technology	11.8%	83.6%
Energy	10.3%	-
Basic Materials	8.5%	-
Utilities	7.5%	-
Consumer Cyclical	6.3%	0.7%
Communication Services	5.6%	4.8%
Real Estate	1.9%	-
Consumer Defensive	1.6%	-
Healthcare	1.1%	0.6%

Return for Risk

OAIM vs. QTUM — Risk / Return Rank

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

OAIM

OAIM Risk / Return Rank: 54
OAIM Sharpe Ratio Rank: 52
OAIM Sortino Ratio Rank: 50
OAIM Omega Ratio Rank: 55
OAIM Calmar Ratio Rank: 54
OAIM Martin Ratio Rank: 58

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 93
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

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.

OAIM vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneAscent International Equity ETF (OAIM) 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.

	OAIM	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	1.59	2.94	-1.34
Sortino ratio: Return per unit of downside risk	2.22	3.45	-1.23
Omega ratio: Gain probability vs. loss probability	1.30	1.46	-0.16
Calmar ratio: Return relative to maximum drawdown	2.42	5.46	-3.04
Martin ratio: Return relative to average drawdown	9.03	19.77	-10.74

OAIM vs. QTUM - Sharpe Ratio Comparison

The current OAIM Sharpe Ratio is 1.59, which is lower than the QTUM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of OAIM and QTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OAIM vs. QTUM - Drawdown Comparison

The maximum OAIM drawdown since its inception was -14.69%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for OAIM and QTUM.

Drawdown Indicators

	OAIM	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-14.69%	-38.45%	+23.76%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-15.26%	+4.38%
Max Drawdown (3Y) Largest decline over 3 years	-14.69%	-25.39%	+10.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.45%	—
Current Drawdown Current decline from peak	-0.79%	-4.42%	+3.63%
Average Drawdown Average peak-to-trough decline	-2.80%	-8.24%	+5.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	4.21%	-1.28%

Volatility

OAIM vs. QTUM - Volatility Comparison

The current volatility for OneAscent International Equity ETF (OAIM) is 7.43%, while Defiance Quantum ETF (QTUM) has a volatility of 14.18%. This indicates that OAIM experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OAIM	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.43%	14.18%	-6.75%
Volatility (6M) Calculated over the trailing 6-month period	14.50%	23.17%	-8.67%
Volatility (1Y) Calculated over the trailing 1-year period	16.55%	28.39%	-11.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	26.99%	-9.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	27.40%	-10.33%

OAIM vs. QTUM - Expense Ratio Comparison

OAIM has a 0.95% expense ratio, which is higher than QTUM's 0.40% expense ratio.

Dividends

OAIM vs. QTUM - Dividend Comparison

OAIM's dividend yield for the trailing twelve months is around 0.86%, more than QTUM's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
OAIM OneAscent International Equity ETF	0.86%	0.98%	2.40%	1.94%	0.60%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both OAIM and QTUM in my portfolio?

OAIM and QTUM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OAIM or QTUM?

QTUM has higher volatility (14.18%) compared to OAIM (7.43%). In terms of maximum drawdown, OAIM dropped -14.69% vs QTUM's -38.45%.

Which ETF is better, OAIM or QTUM?

On 3-year performance, QTUM leads with 48.15% vs 17.52% for OAIM. On fees, QTUM is cheaper at 0.40% per year. On volatility, OAIM has been the lower-risk option at 7.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, OAIM or QTUM?

Over the 3-year period, QTUM has performed better with a 48.15% return vs 17.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, OAIM or QTUM?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.95% for OAIM.

Which ETF pays a higher dividend yield, OAIM or QTUM?

OAIM has the higher dividend yield at 0.86%, compared with 0.73% for QTUM.

What is the main difference between OAIM and QTUM?

OAIM is categorized as Foreign Large Cap Equities, while QTUM is Technology Equities. They also come from different issuers: Oneascent and Defiance. Their fees differ too: 0.95% for OAIM and 0.40% for QTUM.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.94 vs 1.59), 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.