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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 -51.51% return, which is significantly lower than XT's 14.60% return.


QTUM-USD

1D
0.98%
1M
-9.33%
6M
-39.68%
YTD
-51.51%
1Y
-67.69%
3Y*
-37.04%
5Y*
-39.14%
10Y*
ALL TIME*
-28.33%

XT

1D
0.67%
1M
-3.25%
6M
10.42%
YTD
14.60%
1Y
31.94%
3Y*
14.43%
5Y*
6.65%
10Y*
13.76%
ALL TIME*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

QTUM-USD

Qtum
$5.13M$5.68M$10.57M
$6.31M$6.35M$10.20M

QTUM-USD vs. XT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
Qtum
-51.51%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%425.34%
XT
iShares Future Exponential Technologies ETF
14.60%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 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer 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 historical risk-adjusted metric ranks over the past 12 months.

QTUM-USD
QTUM-USD Risk / Return Rank: 4848
Overall Rank
QTUM-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 4646
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 4545
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 4747
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 6060
Martin Ratio Rank

XT
XT Risk / Return Rank: 7676
Overall Rank
XT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XT Sortino Ratio Rank: 7373
Sortino Ratio Rank
XT Omega Ratio Rank: 7171
Omega Ratio Rank
XT Calmar Ratio Rank: 8181
Calmar Ratio Rank
XT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-2.58

Sortino ratioReturn per unit of downside risk

-3.78

Omega ratioGain probability vs. loss probability

0.86

1.30

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.85

2.93

-3.78

Martin ratioReturn relative to average drawdown

-1.14

10.56

-11.71

QTUM-USD vs. XT - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.86, which is lower than the XT Sharpe Ratio of 1.72. 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 -99.32%, 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

-99.32%

-34.41%

-64.91%

Max Drawdown (1Y)

Largest decline over 1 year

-79.32%

-10.45%

-68.87%

Max Drawdown (3Y)

Largest decline over 3 years

-88.76%

-22.09%

-66.67%

Max Drawdown (5Y)

Largest decline over 5 years

-96.40%

-34.41%

-61.99%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-99.31%

-5.11%

-94.20%

Average Drawdown

Average peak-to-trough decline

-93.36%

-7.35%

-86.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.05%

2.89%

+39.16%

Volatility

QTUM-USD vs. XT - Volatility Comparison

Qtum (QTUM-USD) has a higher volatility of 11.55% compared to iShares Future Exponential Technologies ETF (XT) at 4.91%. 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

11.55%

4.91%

+6.64%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

14.41%

+31.59%

Volatility (1Y)

Calculated over the trailing 1-year period

65.60%

17.86%

+47.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.10%

21.08%

+55.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.67%

20.12%

+78.55%

Frequently Asked Questions


QTUM-USD and XT have a correlation of 0.26, 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 (11.55%) compared to XT (4.91%). In terms of maximum drawdown, QTUM-USD dropped -99.32% vs XT's -34.41%.

XT currently has the higher Sharpe Ratio (1.72 vs -0.86), 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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