QTUM vs. BNDX
QTUM (Defiance Quantum ETF) and BNDX (Vanguard Total International Bond ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while BNDX is a Global Bonds fund tracking the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). Both are passively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 0.32%/yr for BNDX. At a 0.08 correlation, their price movements are largely independent. QTUM charges 0.40%/yr vs 0.07%/yr for BNDX.
Performance
QTUM vs. BNDX - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than BNDX's 1.02% return.
QTUM
- 1D
- 1.22%
- 1M
- 12.73%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
BNDX
- 1D
- 0.17%
- 1M
- 1.69%
- YTD
- 1.02%
- 6M
- 1.22%
- 1Y
- 2.27%
- 3Y*
- 4.32%
- 5Y*
- 0.32%
- 10Y*
- 1.72%
QTUM vs. BNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 47.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
BNDX Vanguard Total International Bond ETF | 1.02% | 2.86% | 3.57% | 8.77% | -12.76% | -2.29% | 4.65% | 7.87% | 1.50% |
Correlation
The correlation between QTUM and BNDX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.08 |
The correlation between QTUM and BNDX shifts across timeframes, from 0.08 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QTUM vs. BNDX — Risk / Return Rank
QTUM
BNDX
QTUM vs. BNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Vanguard Total International Bond ETF (BNDX). 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 | BNDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.10 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 0.66 | +4.80 |
| Martin ratioReturn relative to average drawdown | 19.77 | 1.84 | +17.92 |
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Drawdowns
QTUM vs. BNDX - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for QTUM and BNDX.
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Drawdown Indicators
| QTUM | BNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -16.23% | -22.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -2.93% | -12.33% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -2.93% | -22.46% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -15.86% | -22.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.23% | — |
Current DrawdownCurrent decline from peak | -4.42% | -1.02% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -3.10% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.05% | +3.16% |
Volatility
QTUM vs. BNDX - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Vanguard Total International Bond ETF (BNDX) at 1.49%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | BNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 1.49% | +12.69% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 2.96% | +20.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 3.47% | +24.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 4.89% | +22.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 4.10% | +23.30% |
QTUM vs. BNDX - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is higher than BNDX's 0.07% expense ratio.
Dividends
QTUM vs. BNDX - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, less than BNDX's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
QTUM Defiance Quantum ETF | 0.73% | 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
QTUM and BNDX 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 has higher volatility (14.18%) compared to BNDX (1.49%). In terms of maximum drawdown, QTUM dropped -38.45% vs BNDX's -16.23%.
On 5-year performance, QTUM leads with 28.09% vs 0.32% for BNDX. On fees, BNDX is cheaper at 0.07% per year. On volatility, BNDX has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, QTUM has performed better with a 28.09% return vs 0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BNDX is cheaper with a 0.07% expense ratio, compared with 0.40% for QTUM.
BNDX has the higher dividend yield at 4.47%, compared with 0.73% for QTUM.
QTUM is categorized as Technology Equities, while BNDX is Global Bonds. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while BNDX tracks Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). They also come from different issuers: Defiance and Vanguard. Their fees differ too: 0.40% for QTUM and 0.07% for BNDX.
QTUM currently has the higher Sharpe Ratio (2.94 vs 0.56), 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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