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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 Exponential Technologies ETF (XT). The values are adjusted to include any dividend payments, if applicable.

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QTUM-USD vs. XT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTUM-USD
QTUM
-31.09%-55.51%-19.33%103.93%-79.08%293.16%38.57%-24.72%-96.59%422.64%
XT
iShares Exponential Technologies ETF
-0.91%26.28%0.29%27.02%-27.83%16.43%35.10%30.74%-4.93%2.32%

Returns By Period

In the year-to-date period, QTUM-USD achieves a -31.09% return, which is significantly lower than XT's -0.91% return.


QTUM-USD

1D
3.55%
1M
-1.12%
YTD
-31.09%
6M
-58.99%
1Y
-53.33%
3Y*
-33.16%
5Y*
-38.17%
10Y*

XT

1D
1.40%
1M
-4.03%
YTD
-0.91%
6M
1.82%
1Y
29.63%
3Y*
12.71%
5Y*
4.92%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 4949
Overall Rank
QTUM-USD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 4141
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 6464
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 6161
Martin Ratio Rank

XT
XT Risk / Return Rank: 7777
Overall Rank
XT Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XT Sortino Ratio Rank: 7878
Sortino Ratio Rank
XT Omega Ratio Rank: 7474
Omega Ratio Rank
XT Calmar Ratio Rank: 7676
Calmar Ratio Rank
XT Martin Ratio Rank: 8383
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 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-USDXTDifference

Sharpe ratio

Return per unit of total volatility

-0.65

1.42

-2.08

Sortino ratio

Return per unit of downside risk

-0.73

2.07

-2.80

Omega ratio

Gain probability vs. loss probability

0.93

1.29

-0.36

Calmar ratio

Return relative to maximum drawdown

-1.00

2.10

-3.10

Martin ratio

Return relative to average drawdown

-1.51

9.85

-11.37

QTUM-USD vs. XT - Sharpe Ratio Comparison

The current QTUM-USD Sharpe Ratio is -0.65, which is lower than the XT Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QTUM-USD and XT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QTUM-USDXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

1.42

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.24

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.57

-0.78

Correlation

The correlation between QTUM-USD and XT is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.


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Drawdown Indicators


QTUM-USDXTDifference

Max Drawdown

Largest peak-to-trough decline

-99.16%

-34.41%

-64.75%

Max Drawdown (1Y)

Largest decline over 1 year

-74.30%

-14.11%

-60.19%

Max Drawdown (5Y)

Largest decline over 5 years

-97.08%

-34.41%

-62.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-99.03%

-5.92%

-93.11%

Average Drawdown

Average peak-to-trough decline

-93.16%

-7.50%

-85.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.03%

3.01%

+46.02%

Volatility

QTUM-USD vs. XT - Volatility Comparison

QTUM (QTUM-USD) has a higher volatility of 20.24% compared to iShares Exponential Technologies ETF (XT) at 6.94%. 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

20.24%

6.94%

+13.30%

Volatility (6M)

Calculated over the trailing 6-month period

62.01%

12.43%

+49.58%

Volatility (1Y)

Calculated over the trailing 1-year period

68.14%

20.90%

+47.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.56%

20.68%

+66.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.19%

20.02%

+80.17%