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 -39.14%/yr vs 6.65%/yr for XT. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
QTUM-USD vs. XT - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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 | -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 |
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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-USD | XT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.31% | -5.11% | -94.20% |
Average DrawdownAverage peak-to-trough decline | -93.36% | -7.35% | -86.01% |
Ulcer IndexDepth 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-USD | XT | Difference | |
|---|---|---|---|
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.
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