QTUM-USD vs. XT

Last updated Jun 3, 2026

QTUM-USD (QTUM) is a cryptocurrency, while XT (iShares Future Exponential Technologies ETF) is Technology Equities fund tracking the Morningstar Exponential Technologies Index (Net). Over the past 5 years, QTUM-USD returned -42.02%/yr vs 8.75%/yr for XT. At a 0.20 correlation, their price movements are largely independent.

Performance

QTUM-USD vs. XT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QTUM (QTUM-USD) and iShares Future Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTUM-USD achieves a -39.34% return, which is significantly lower than XT's 20.78% return.

QTUM-USD

• 1D: -5.60%
• 1M: -6.79%
• YTD: -39.34%
• 6M: -46.74%
• 1Y: -60.73%
• 3Y*: -32.78%
• 5Y*: -42.02%
• 10Y*: —

XT

• 1D: 0.59%
• 1M: 9.89%
• YTD: 20.78%
• 6M: 22.09%
• 1Y: 47.67%
• 3Y*: 19.02%
• 5Y*: 8.75%
• 10Y*: 14.75%

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

QTUM-USD vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QTUM-USD QTUM	-39.34%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%
XT iShares Future Exponential Technologies ETF	20.78%	26.28%	0.29%	27.02%	-27.83%	16.43%	35.10%	30.74%	-4.93%	2.32%

Correlation

The correlation between QTUM-USD and XT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017	0.20

The correlation between QTUM-USD and XT shifts across timeframes, from 0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QTUM-USD vs. XT — 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: 32
QTUM-USD Sharpe Ratio Rank: 35
QTUM-USD Sortino Ratio Rank: 36
QTUM-USD Omega Ratio Rank: 37
QTUM-USD Calmar Ratio Rank: 32
QTUM-USD Martin Ratio Rank: 22

XT

XT Risk / Return Rank: 86
XT Sharpe Ratio Rank: 88
XT Sortino Ratio Rank: 86
XT Omega Ratio Rank: 82
XT Calmar Ratio Rank: 85
XT Martin Ratio Rank: 88

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.

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

This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) and iShares Future Exponential Technologies ETF (XT). 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.

	QTUM-USD	XT	Difference
Sharpe ratio Return per unit of total volatility	-0.76	3.00	-3.76
Sortino ratio Return per unit of downside risk	-1.08	3.95	-5.03
Omega ratio Gain probability vs. loss probability	0.89	1.50	-0.61
Calmar ratio Return relative to maximum drawdown	-1.13	4.65	-5.78
Martin ratio Return relative to average drawdown	-1.52	19.56	-21.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTUM-USD vs. XT - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.76, which is lower than the XT Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of QTUM-USD and XT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QTUM-USD	XT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.76	3.00	-3.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.45	0.42	-0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.66	-0.88

Drawdowns

QTUM-USD vs. XT - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -99.16%, which is greater than XT's maximum drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and XT.

Drawdown Indicators

	QTUM-USD	XT	Difference
Max Drawdown Largest peak-to-trough decline	-99.16%	-34.41%	-64.75%
Max Drawdown (1Y) Largest decline over 1 year	-74.30%	-10.45%	-63.85%
Max Drawdown (3Y) Largest decline over 3 years	-86.04%	-22.09%	-63.95%
Max Drawdown (5Y) Largest decline over 5 years	-95.52%	-34.41%	-61.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.41%	—
Current Drawdown Current decline from peak	-99.14%	0.00%	-99.14%
Average Drawdown Average peak-to-trough decline	-93.27%	-7.41%	-85.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.77%	2.49%	+47.28%

Volatility

QTUM-USD vs. XT - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 17.06% compared to iShares Future Exponential Technologies ETF (XT) at 4.79%. This indicates that QTUM-USD's price experiences larger fluctuations and is considered to be riskier than XT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM-USD	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.06%	4.79%	+12.27%
Volatility (6M) Calculated over the trailing 6-month period	50.05%	11.97%	+38.08%
Volatility (1Y) Calculated over the trailing 1-year period	66.37%	15.98%	+50.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.42%	20.76%	+57.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	99.44%	20.09%	+79.35%

Frequently Asked Questions

Can I hold both QTUM-USD and XT in my portfolio?

QTUM-USD and XT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTUM-USD or XT?

QTUM-USD has higher volatility (17.06%) compared to XT (4.79%). In terms of maximum drawdown, QTUM-USD dropped -99.16% vs XT's -34.41%.

Which has better risk-adjusted returns?

XT currently has the higher Sharpe Ratio (3.00 vs -0.76), 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.