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QTUM-USD vs. XT
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, QTUM-USD achieves a -48.39% return, which is significantly lower than XT's 15.73% return.


QTUM-USD

1D
-1.70%
1M
-22.26%
YTD
-48.39%
6M
-45.22%
1Y
-65.23%
3Y*
-34.08%
5Y*
-35.43%
10Y*

XT

1D
-2.84%
1M
-0.34%
YTD
15.73%
6M
14.43%
1Y
37.71%
3Y*
17.73%
5Y*
7.23%
10Y*
14.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM-USD vs. XT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
Qtum
-48.39%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%425.34%
XT
iShares Future Exponential Technologies ETF
15.73%26.28%0.29%27.02%-27.83%16.43%35.10%30.74%-4.93%1.24%

Correlation

The correlation between QTUM-USD and XT 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

0.20

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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: 2828
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 2929
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 2424
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 2727
Martin Ratio Rank

XT
XT Risk / Return Rank: 7272
Overall Rank
XT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XT Sortino Ratio Rank: 6767
Sortino Ratio Rank
XT Omega Ratio Rank: 6767
Omega Ratio Rank
XT Calmar Ratio Rank: 7575
Calmar Ratio Rank
XT Martin Ratio Rank: 7878
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.

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.

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-USDXTDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.16

Omega ratioGain probability vs. loss probability

0.88

1.38

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.83

3.63

-4.46

Martin ratioReturn relative to average drawdown

-1.22

14.43

-15.65

QTUM-USD vs. XT - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.81, which is lower than the XT Sharpe Ratio of 2.19. 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.


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Drawdowns

QTUM-USD vs. XT - Drawdown Comparison

The maximum QTUM-USD drawdown since its inception was -99.29%, 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.


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Drawdown Indicators


QTUM-USDXTDifference

Max Drawdown

Largest peak-to-trough decline

-99.29%

-34.41%

-64.88%

Max Drawdown (1Y)

Largest decline over 1 year

-78.28%

-10.45%

-67.83%

Max Drawdown (3Y)

Largest decline over 3 years

-88.20%

-22.09%

-66.11%

Max Drawdown (5Y)

Largest decline over 5 years

-96.22%

-34.41%

-61.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-99.27%

-4.18%

-95.09%

Average Drawdown

Average peak-to-trough decline

-93.28%

-7.39%

-85.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.72%

2.62%

+44.10%

Volatility

QTUM-USD vs. XT - Volatility Comparison

Qtum (QTUM-USD) has a higher volatility of 19.73% compared to iShares Future Exponential Technologies ETF (XT) at 8.14%. 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.


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Volatility by Period


QTUM-USDXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.73%

8.14%

+11.59%

Volatility (6M)

Calculated over the trailing 6-month period

50.20%

13.78%

+36.42%

Volatility (1Y)

Calculated over the trailing 1-year period

67.31%

17.32%

+49.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.19%

21.00%

+56.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.23%

20.12%

+79.11%

Frequently Asked Questions


QTUM-USD and XT 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 (19.73%) compared to XT (8.14%). In terms of maximum drawdown, QTUM-USD dropped -99.29% vs XT's -34.41%.

XT currently has the higher Sharpe Ratio (2.19 vs -0.81), 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 QTUM-USD and XT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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