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QBTS vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QBTS vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in D-Wave Quantum Inc (QBTS) 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, QBTS achieves a -10.63% return, which is significantly lower than QTUM's 47.39% return.


QBTS

1D
-1.89%
1M
9.00%
YTD
-10.63%
6M
-10.46%
1Y
47.17%
3Y*
123.62%
5Y*
10Y*

QTUM

1D
1.22%
1M
9.88%
YTD
47.39%
6M
45.72%
1Y
82.93%
3Y*
48.15%
5Y*
28.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QBTS vs. QTUM - Yearly Performance Comparison


2026 (YTD)2025202420232022
QBTS
D-Wave Quantum Inc
-10.63%211.31%854.44%-38.88%-83.96%
QTUM
Defiance Quantum ETF
47.39%36.65%50.54%39.86%-12.18%

Correlation

The correlation between QBTS and QTUM is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2022

0.48

The correlation between QBTS and QTUM shifts across timeframes, from 0.48 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QBTS vs. QTUM — Risk / Return Rank

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

QBTS
QBTS Risk / Return Rank: 6060
Overall Rank
QBTS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QBTS Sortino Ratio Rank: 6767
Sortino Ratio Rank
QBTS Omega Ratio Rank: 6262
Omega Ratio Rank
QBTS Calmar Ratio Rank: 5858
Calmar Ratio Rank
QBTS Martin Ratio Rank: 5555
Martin Ratio Rank

QTUM
QTUM Risk / Return Rank: 9090
Overall Rank
QTUM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
QTUM Omega Ratio Rank: 8787
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9292
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9292
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.

QBTS vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for D-Wave Quantum Inc (QBTS) 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.


QBTSQTUMDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.16

1.46

-0.30

Calmar ratioReturn relative to maximum drawdown

0.67

5.46

-4.80

Martin ratioReturn relative to average drawdown

1.16

19.77

-18.60

QBTS vs. QTUM - Sharpe Ratio Comparison

The current QBTS Sharpe Ratio is 0.44, which is lower than the QTUM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of QBTS 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.


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Drawdowns

QBTS vs. QTUM - Drawdown Comparison

The maximum QBTS drawdown since its inception was -96.67%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for QBTS and QTUM.


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Drawdown Indicators


QBTSQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-38.45%

-58.22%

Max Drawdown (1Y)

Largest decline over 1 year

-71.01%

-15.26%

-55.75%

Max Drawdown (3Y)

Largest decline over 3 years

-79.17%

-25.39%

-53.78%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Current Drawdown

Current decline from peak

-47.81%

-4.42%

-43.39%

Average Drawdown

Average peak-to-trough decline

-65.66%

-8.24%

-57.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.64%

4.21%

+36.43%

Volatility

QBTS vs. QTUM - Volatility Comparison

D-Wave Quantum Inc (QBTS) has a higher volatility of 42.66% compared to Defiance Quantum ETF (QTUM) at 14.18%. This indicates that QBTS's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBTSQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.66%

14.18%

+28.48%

Volatility (6M)

Calculated over the trailing 6-month period

76.89%

23.17%

+53.72%

Volatility (1Y)

Calculated over the trailing 1-year period

108.46%

28.39%

+80.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

150.99%

26.99%

+124.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

150.99%

27.40%

+123.59%

Dividends

QBTS vs. QTUM - Dividend Comparison

QBTS has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 0.73%.


PositionTTM20252024202320222021202020192018
QBTS
D-Wave Quantum Inc
0.00%0.00%0.00%0.00%0.00%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


QBTS and QTUM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QBTS has higher volatility (42.66%) compared to QTUM (14.18%). In terms of maximum drawdown, QBTS dropped -96.67% vs QTUM's -38.45%.

QTUM currently has the higher Sharpe Ratio (2.94 vs 0.44), 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.

Portfolio Optimizer

Find the right allocation for QBTS and QTUM

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