QTUM vs. ARKK

Last updated Jun 9, 2026

QTUM (Defiance Quantum ETF) and ARKK (ARK Innovation ETF) are both Technology Equities funds. QTUM is passively managed, while ARKK is actively managed. Over the past 5 years, QTUM returned 27.81%/yr vs -7.38%/yr for ARKK. A 0.75 correlation means they provide meaningful diversification when combined. QTUM charges 0.40%/yr vs 0.75%/yr for ARKK.

Performance

QTUM vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTUM achieves a 44.14% return, which is significantly higher than ARKK's -1.35% return.

QTUM

• 1D: 3.25%
• 1M: 8.85%
• YTD: 44.14%
• 6M: 39.20%
• 1Y: 80.80%
• 3Y*: 48.48%
• 5Y*: 27.81%
• 10Y*: —

ARKK

• 1D: 1.87%
• 1M: -4.10%
• YTD: -1.35%
• 6M: -7.42%
• 1Y: 24.13%
• 3Y*: 21.64%
• 5Y*: -7.38%
• 10Y*: 15.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM vs. ARKK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QTUM Defiance Quantum ETF	44.14%	36.65%	50.54%	39.86%	-28.80%	35.18%	42.05%	47.99%	-19.44%
ARKK ARK Innovation ETF	-1.35%	35.49%	8.40%	69.04%	-66.97%	-23.60%	152.71%	35.08%	-21.93%

Correlation

The correlation between QTUM and ARKK is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018	0.75

The correlation between QTUM and ARKK has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

QTUM vs. ARKK - Sectors Allocation Comparison

Sectors	QTUM	ARKK
Technology	85.1%	26.4%
Industrials	8.7%	6.3%
Communication Services	4.9%	10.9%
Consumer Cyclical	0.7%	13.7%
Healthcare	0.6%	27.4%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	15.4%
Real Estate	-	-
Utilities	-	-

Return for Risk

QTUM vs. ARKK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTUM

QTUM Risk / Return Rank: 89
QTUM Sharpe Ratio Rank: 92
QTUM Sortino Ratio Rank: 84
QTUM Omega Ratio Rank: 85
QTUM Calmar Ratio Rank: 91
QTUM Martin Ratio Rank: 91

ARKK

ARKK Risk / Return Rank: 20
ARKK Sharpe Ratio Rank: 22
ARKK Sortino Ratio Rank: 22
ARKK Omega Ratio Rank: 21
ARKK Calmar Ratio Rank: 19
ARKK Martin Ratio Rank: 18

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 vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and ARK Innovation ETF (ARKK). 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	ARKK	Difference
Sharpe ratio: Return per unit of total volatility	2.94	0.67	+2.26
Sortino ratio: Return per unit of downside risk	3.42	1.13	+2.29
Omega ratio: Gain probability vs. loss probability	1.47	1.13	+0.34
Calmar ratio: Return relative to maximum drawdown	5.32	0.77	+4.55
Martin ratio: Return relative to average drawdown	19.76	1.71	+18.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTUM vs. ARKK - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.94, which is higher than the ARKK Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of QTUM and ARKK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QTUM	ARKK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.94	0.67	+2.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	-0.16	+1.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.34	+0.69

Drawdowns

QTUM vs. ARKK - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for QTUM and ARKK.

Drawdown Indicators

	QTUM	ARKK	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-80.97%	+42.52%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-31.35%	+16.09%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-39.56%	+14.17%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	-77.23%	+38.78%
Max Drawdown (10Y) Largest decline over 10 years	—	-80.97%	—
Current Drawdown Current decline from peak	-6.53%	-50.87%	+44.34%
Average Drawdown Average peak-to-trough decline	-8.25%	-30.14%	+21.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.10%	14.18%	-10.08%

Volatility

QTUM vs. ARKK - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 13.41% compared to ARK Innovation ETF (ARKK) at 11.34%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	ARKK	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.41%	11.34%	+2.07%
Volatility (6M) Calculated over the trailing 6-month period	22.31%	25.96%	-3.65%
Volatility (1Y) Calculated over the trailing 1-year period	27.73%	36.15%	-8.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.85%	46.38%	-19.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.34%	40.34%	-13.00%

QTUM vs. ARKK - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than ARKK's 0.75% expense ratio.

Dividends

QTUM vs. ARKK - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.74%, while ARKK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.70%	0.00%	0.55%	1.64%	0.38%	3.14%	1.32%	0.00%	2.27%
QTUM Defiance Quantum ETF	0.74%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QTUM and ARKK in my portfolio?

QTUM and ARKK have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTUM or ARKK?

QTUM has higher volatility (13.41%) compared to ARKK (11.34%). In terms of maximum drawdown, QTUM dropped -38.45% vs ARKK's -80.97%.

Which ETF is better, QTUM or ARKK?

On 5-year performance, QTUM leads with 27.81% vs -7.38% for ARKK. On fees, QTUM is cheaper at 0.40% per year. On volatility, ARKK has been the lower-risk option at 11.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or ARKK?

Over the 5-year period, QTUM has performed better with a 27.81% return vs -7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or ARKK?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.75% for ARKK.

Which ETF pays a higher dividend yield, QTUM or ARKK?

QTUM has the higher dividend yield at 0.74%, compared with 0.00% for ARKK.

What is the main difference between QTUM and ARKK?

They also come from different issuers: Defiance and ARK. Their fees differ too: 0.40% for QTUM and 0.75% for ARKK.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.94 vs 0.67), 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.