QTUM vs. BTC-USD
QTUM (Defiance Quantum ETF) is Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, QTUM returned 24.90%/yr vs 15.31%/yr for BTC-USD. At a 0.28 correlation, their price movements are largely independent.
Performance
QTUM vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 29.22% return, which is significantly higher than BTC-USD's -25.13% return.
QTUM
- 1D
- -0.36%
- 1M
- -15.81%
- 6M
- 19.65%
- YTD
- 29.22%
- 1Y
- 50.12%
- 3Y*
- 41.66%
- 5Y*
- 24.90%
- 10Y*
- —
- ALL TIME*
- 25.72%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
QTUM vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 29.22% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -49.84% |
Correlation
The correlation between QTUM and BTC-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.28 |
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Return for Risk
QTUM vs. BTC-USD — Risk / Return Rank
QTUM
BTC-USD
QTUM vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.68 | ||
| Sortino ratioReturn per unit of downside risk | +3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.85 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | -0.83 | +3.94 |
| Martin ratioReturn relative to average drawdown | 10.12 | -1.32 | +11.45 |
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Drawdowns
QTUM vs. BTC-USD - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for QTUM and BTC-USD.
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Drawdown Indicators
| QTUM | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -85.30% | +46.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.20% | -53.08% | +36.88% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -53.08% | +27.69% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -76.67% | +38.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -16.20% | -47.48% | +31.28% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -42.61% | +34.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 27.88% | -22.91% |
Volatility
QTUM vs. BTC-USD - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 10.67% compared to Bitcoin (BTC-USD) at 9.37%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 9.37% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 25.32% | 34.93% | -9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.60% | 35.76% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.46% | 43.93% | -16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 56.33% | -28.75% |
Frequently Asked Questions
QTUM and BTC-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (10.67%) compared to BTC-USD (9.37%). In terms of maximum drawdown, QTUM dropped -38.45% vs BTC-USD's -85.30%.
QTUM currently has the higher Sharpe Ratio (1.65 vs -1.03), 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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