QTUM vs. DRAM

Last updated Jul 14, 2026

QTUM (Defiance Quantum ETF) and DRAM (Roundhill Memory ETF) are both Technology Equities funds. QTUM is passively managed, while DRAM is actively managed. A 0.77 correlation means they provide meaningful diversification when combined. QTUM charges 0.40%/yr vs 0.65%/yr for DRAM.

Performance

QTUM vs. DRAM - Performance Comparison

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

Returns By Period

QTUM

• 1D: -3.52%
• 1M: -7.46%
• 6M: 27.00%
• YTD: 36.39%
• 1Y: 63.33%
• 3Y*: 43.63%
• 5Y*: 26.18%
• 10Y*: —

DRAM

• 1D: -9.11%
• 1M: -11.86%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QTUM vs. DRAM - Yearly Performance Comparison

	2026 (YTD)
QTUM Defiance Quantum ETF	36.58%
DRAM Roundhill Memory ETF	112.22%

Correlation

The correlation between QTUM and DRAM is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026	0.77

QTUM vs. DRAM - Sectors Allocation Comparison

Sectors	QTUM	DRAM
Technology	81.2%	58.3%
Industrials	9.1%	-
Communication Services	6.4%	-
Consumer Cyclical	2.0%	-
Healthcare	1.2%	-
Financial Services	0.0%	-2.3%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

QTUM vs. DRAM — Risk / Return Rank

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

QTUM

QTUM Risk / Return Rank: 81
QTUM Sharpe Ratio Rank: 83
QTUM Sortino Ratio Rank: 73
QTUM Omega Ratio Rank: 73
QTUM Calmar Ratio Rank: 89
QTUM Martin Ratio Rank: 86

DRAM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DRAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Roundhill Memory ETF (DRAM). 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	DRAM	Difference
Sharpe ratio: Return per unit of total volatility	2.10	—	—
Sortino ratio: Return per unit of downside risk	2.62	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	4.17	—	—
Martin ratio: Return relative to average drawdown	13.97	—	—

Drawdowns

QTUM vs. DRAM - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, which is greater than DRAM's maximum drawdown of -29.01%. Use the drawdown chart below to compare losses from any high point for QTUM and DRAM.

Drawdown Indicators

	QTUM	DRAM	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-29.01%	-9.44%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	—	—
Current Drawdown Current decline from peak	-11.55%	-29.01%	+17.46%
Average Drawdown Average peak-to-trough decline	-8.22%	-5.85%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	—	—

Volatility

Volatility by Period

	QTUM	DRAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	30.38%	96.31%	-65.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.44%	96.31%	-68.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.58%	96.31%	-68.73%

QTUM vs. DRAM - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than DRAM's 0.65% expense ratio.

Dividends

QTUM vs. DRAM - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.79%, while DRAM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRAM Roundhill Memory ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.79%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both QTUM and DRAM in my portfolio?

QTUM and DRAM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QTUM or DRAM?

On fees, QTUM is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QTUM or DRAM?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.65% for DRAM.

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

QTUM has the higher dividend yield at 0.79%, compared with 0.00% for DRAM.

What is the main difference between QTUM and DRAM?

They also come from different issuers: Defiance and Roundhill. Their fees differ too: 0.40% for QTUM and 0.65% for DRAM.