QTUM-USD vs. XT
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 -35.43%/yr vs 7.23%/yr for XT. At a 0.20 correlation, their price movements are largely independent.
Performance
QTUM-USD vs. XT - Performance Comparison
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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%
QTUM-USD vs. XT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
QTUM-USD
XT
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-USD | XT | Difference | |
|---|---|---|---|
| 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 |
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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-USD | XT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.27% | -4.18% | -95.09% |
Average DrawdownAverage peak-to-trough decline | -93.28% | -7.39% | -85.89% |
Ulcer IndexDepth 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-USD | XT | Difference | |
|---|---|---|---|
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.
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