QTUM-USD vs. IGPT
QTUM-USD (Qtum) is a cryptocurrency, while IGPT (Invesco AI and Next Gen Software ETF) is Technology Equities fund tracking the STOXX World AC NexGen Software Development Index. Over the past 5 years, QTUM-USD returned -35.20%/yr vs 14.99%/yr for IGPT. At a 0.19 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. IGPT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QTUM-USD achieves a -50.22% return, which is significantly lower than IGPT's 73.10% return.
QTUM-USD
- 1D
- -1.69%
- 1M
- -24.63%
- YTD
- -50.22%
- 6M
- -45.07%
- 1Y
- -66.34%
- 3Y*
- -34.38%
- 5Y*
- -35.20%
- 10Y*
- —
IGPT
- 1D
- 3.09%
- 1M
- 5.37%
- YTD
- 73.10%
- 6M
- 72.41%
- 1Y
- 113.21%
- 3Y*
- 44.01%
- 5Y*
- 14.99%
- 10Y*
- 23.18%
QTUM-USD vs. IGPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QTUM-USD Qtum | -50.22% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
IGPT Invesco AI and Next Gen Software ETF | 73.10% | 31.55% | 17.15% | 27.29% | -27.73% | -11.79% | 54.31% | 35.06% | 16.38% | -2.19% |
Correlation
The correlation between QTUM-USD and IGPT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.19 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QTUM-USD vs. IGPT — Risk / Return Rank
QTUM-USD
IGPT
QTUM-USD vs. IGPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Qtum (QTUM-USD) and Invesco AI and Next Gen Software ETF (IGPT). 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.
| QTUM-USD | IGPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.26 | ||
| Sortino ratioReturn per unit of downside risk | -5.14 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.55 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 6.83 | -7.67 |
| Martin ratioReturn relative to average drawdown | -1.23 | 25.12 | -26.35 |
Loading charts...
Drawdowns
QTUM-USD vs. IGPT - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -99.30%, which is greater than IGPT's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and IGPT.
Loading charts...
Drawdown Indicators
| QTUM-USD | IGPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.30% | -50.14% | -49.16% |
Max Drawdown (1Y)Largest decline over 1 year | -78.50% | -16.68% | -61.82% |
Max Drawdown (3Y)Largest decline over 3 years | -88.32% | -29.30% | -59.02% |
Max Drawdown (5Y)Largest decline over 5 years | -96.26% | -44.87% | -51.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.14% | — |
Current DrawdownCurrent decline from peak | -99.30% | -4.78% | -94.52% |
Average DrawdownAverage peak-to-trough decline | -93.29% | -11.94% | -81.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.11% | 4.52% | +42.59% |
Volatility
QTUM-USD vs. IGPT - Volatility Comparison
Qtum (QTUM-USD) has a higher volatility of 19.57% compared to Invesco AI and Next Gen Software ETF (IGPT) at 18.54%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than IGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QTUM-USD | IGPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.57% | 18.54% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 50.17% | 29.06% | +21.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.77% | 33.16% | +33.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.11% | 28.73% | +48.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.20% | 26.87% | +72.33% |
Frequently Asked Questions
QTUM-USD and IGPT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM-USD has higher volatility (19.57%) compared to IGPT (18.54%). In terms of maximum drawdown, QTUM-USD dropped -99.30% vs IGPT's -50.14%.
IGPT currently has the higher Sharpe Ratio (3.43 vs -0.83), 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.
Find the right allocation for QTUM-USD and IGPT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer