QNTM vs. IDWR.L

Last updated Apr 2, 2026

Compare and contrast key facts about Quantum BioPharma Ltd (QNTM) and iShares MSCI World UCITS (IDWR.L).

IDWR.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005.

Performance

QNTM vs. IDWR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantum BioPharma Ltd (QNTM) and iShares MSCI World UCITS (IDWR.L). The values are adjusted to include any dividend payments, if applicable.

QNTM vs. IDWR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QNTM Quantum BioPharma Ltd	-39.59%	98.37%	-93.84%	16.67%	-22.71%	-34.62%	-71.27%	-87.38%	148.84%
IDWR.L iShares MSCI World UCITS	-2.44%	20.58%	18.78%	24.08%	-18.32%	21.58%	15.70%	26.75%	-10.83%

Returns By Period

In the year-to-date period, QNTM achieves a -39.59% return, which is significantly lower than IDWR.L's -2.44% return.

QNTM

• 1D: -8.70%
• 1M: 22.50%
• YTD: -39.59%
• 6M: -73.32%
• 1Y: -44.81%
• 3Y*: -64.76%
• 5Y*: -48.81%
• 10Y*: —

IDWR.L

• 1D: 2.84%
• 1M: -3.75%
• YTD: -2.44%
• 6M: 0.89%
• 1Y: 19.99%
• 3Y*: 17.27%
• 5Y*: 10.20%
• 10Y*: 11.85%

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

Return for Risk

QNTM vs. IDWR.L — Risk / Return Rank

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

QNTM

QNTM Risk / Return Rank: 33
QNTM Sharpe Ratio Rank: 27
QNTM Sortino Ratio Rank: 43
QNTM Omega Ratio Rank: 40
QNTM Calmar Ratio Rank: 26
QNTM Martin Ratio Rank: 29

IDWR.L

IDWR.L Risk / Return Rank: 73
IDWR.L Sharpe Ratio Rank: 69
IDWR.L Sortino Ratio Rank: 70
IDWR.L Omega Ratio Rank: 69
IDWR.L Calmar Ratio Rank: 77
IDWR.L Martin Ratio Rank: 79

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.

QNTM vs. IDWR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantum BioPharma Ltd (QNTM) and iShares MSCI World UCITS (IDWR.L). 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.

	QNTM	IDWR.L	Difference
Sharpe ratio Return per unit of total volatility	-0.30	1.28	-1.58
Sortino ratio Return per unit of downside risk	0.56	1.83	-1.26
Omega ratio Gain probability vs. loss probability	1.06	1.27	-0.20
Calmar ratio Return relative to maximum drawdown	-0.46	2.26	-2.71
Martin ratio Return relative to average drawdown	-0.71	9.32	-10.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QNTM vs. IDWR.L - Sharpe Ratio Comparison

The current QNTM Sharpe Ratio is -0.30, which is lower than the IDWR.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of QNTM and IDWR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QNTM	IDWR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.30	1.28	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	0.66	-1.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.36	0.43	-0.79

Correlation

The correlation between QNTM and IDWR.L is 0.17, 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.

Dividends

QNTM vs. IDWR.L - Dividend Comparison

QNTM has not paid dividends to shareholders, while IDWR.L's dividend yield for the trailing twelve months is around 0.96%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QNTM Quantum BioPharma Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDWR.L iShares MSCI World UCITS	0.96%	0.93%	1.08%	1.29%	1.46%	1.05%	1.14%	1.61%	1.87%	1.58%	1.77%	1.83%

Drawdowns

QNTM vs. IDWR.L - Drawdown Comparison

The maximum QNTM drawdown since its inception was -99.98%, which is greater than IDWR.L's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for QNTM and IDWR.L.

Drawdown Indicators

	QNTM	IDWR.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-56.75%	-43.23%
Max Drawdown (1Y) Largest decline over 1 year	-94.00%	-11.59%	-82.41%
Max Drawdown (5Y) Largest decline over 5 years	-98.48%	-26.04%	-72.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.06%	—
Current Drawdown Current decline from peak	-99.95%	-5.21%	-94.74%
Average Drawdown Average peak-to-trough decline	-92.06%	-9.69%	-82.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	60.55%	2.11%	+58.44%

Volatility

QNTM vs. IDWR.L - Volatility Comparison

Quantum BioPharma Ltd (QNTM) has a higher volatility of 76.44% compared to iShares MSCI World UCITS (IDWR.L) at 5.35%. This indicates that QNTM's price experiences larger fluctuations and is considered to be riskier than IDWR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QNTM	IDWR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	76.44%	5.35%	+71.09%
Volatility (6M) Calculated over the trailing 6-month period	107.92%	8.89%	+99.03%
Volatility (1Y) Calculated over the trailing 1-year period	152.39%	15.54%	+136.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	131.21%	15.56%	+115.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.12%	15.82%	+124.30%