QTUM vs. DTEC

Last updated Jun 24, 2026

QTUM (Defiance Quantum ETF) and DTEC (ALPS Disruptive Technologies ETF) are both Technology Equities funds - QTUM tracks the BlueStar Machine Learning and Quantum Computing Index while DTEC tracks the Indxx Disruptive Technologies Index. Both are passively managed. Over the past 5 years, QTUM returned 28.34%/yr vs -0.77%/yr for DTEC. Their correlation of 0.83 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 0.50%/yr for DTEC.

Performance

QTUM vs. DTEC - Performance Comparison

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

Returns By Period

In the year-to-date period, QTUM achieves a 49.25% return, which is significantly higher than DTEC's -4.66% return.

QTUM

• 1D: -3.12%
• 1M: 6.45%
• YTD: 49.25%
• 6M: 46.84%
• 1Y: 87.39%
• 3Y*: 51.19%
• 5Y*: 28.34%
• 10Y*: —

DTEC

• 1D: -0.57%
• 1M: -4.96%
• YTD: -4.66%
• 6M: -6.02%
• 1Y: -2.38%
• 3Y*: 7.03%
• 5Y*: -0.77%
• 10Y*: —

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

QTUM vs. DTEC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QTUM Defiance Quantum ETF	49.25%	36.65%	50.54%	39.86%	-28.80%	35.18%	42.05%	47.99%	-19.44%
DTEC ALPS Disruptive Technologies ETF	-4.66%	7.21%	9.89%	25.03%	-31.29%	4.89%	44.12%	35.44%	-20.40%

Correlation

The correlation between QTUM and DTEC is 0.68, 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	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018	0.83

The correlation between QTUM and DTEC shifts across timeframes, from 0.68 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

QTUM vs. DTEC - Sectors Allocation Comparison

Sectors	QTUM	DTEC
Technology	81.6%	63.4%
Industrials	8.8%	12.1%
Communication Services	6.6%	2.7%
Consumer Cyclical	2.1%	1.0%
Healthcare	1.0%	9.2%
Financial Services	0.0%	7.3%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	3.5%
Real Estate	-	1.0%
Utilities	-	3.2%

Return for Risk

QTUM vs. DTEC — Risk / Return Rank

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

QTUM

QTUM Risk / Return Rank: 88
QTUM Sharpe Ratio Rank: 91
QTUM Sortino Ratio Rank: 83
QTUM Omega Ratio Rank: 83
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 91

DTEC

DTEC Risk / Return Rank: 7
DTEC Sharpe Ratio Rank: 8
DTEC Sortino Ratio Rank: 7
DTEC Omega Ratio Rank: 7
DTEC Calmar Ratio Rank: 8
DTEC Martin Ratio Rank: 8

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. DTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and ALPS Disruptive Technologies ETF (DTEC). 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	DTEC	Difference
Sharpe ratio: Return per unit of total volatility	3.02	-0.13	+3.15
Sortino ratio: Return per unit of downside risk	3.51	-0.05	+3.55
Omega ratio: Gain probability vs. loss probability	1.47	0.99	+0.48
Calmar ratio: Return relative to maximum drawdown	5.76	-0.12	+5.88
Martin ratio: Return relative to average drawdown	20.75	-0.27	+21.02

QTUM vs. DTEC - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 3.02, which is higher than the DTEC Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of QTUM and DTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QTUM vs. DTEC - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum DTEC drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for QTUM and DTEC.

Drawdown Indicators

	QTUM	DTEC	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-42.00%	+3.55%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-20.31%	+5.05%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-21.47%	-3.92%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	-42.00%	+3.55%
Current Drawdown Current decline from peak	-3.21%	-12.18%	+8.97%
Average Drawdown Average peak-to-trough decline	-8.22%	-13.28%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	8.99%	-4.76%

Volatility

QTUM vs. DTEC - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 14.89% compared to ALPS Disruptive Technologies ETF (DTEC) at 8.05%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than DTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	DTEC	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.89%	8.05%	+6.84%
Volatility (6M) Calculated over the trailing 6-month period	23.70%	14.93%	+8.77%
Volatility (1Y) Calculated over the trailing 1-year period	29.10%	18.72%	+10.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.17%	22.17%	+5.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.48%	22.88%	+4.60%

QTUM vs. DTEC - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than DTEC's 0.50% expense ratio.

Dividends

QTUM vs. DTEC - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.72%, more than DTEC's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DTEC ALPS Disruptive Technologies ETF	0.04%	0.04%	0.45%	0.27%	0.02%	0.26%	0.37%	0.43%	0.33%
QTUM Defiance Quantum ETF	0.72%	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 DTEC in my portfolio?

QTUM and DTEC have a correlation of 0.68, 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 DTEC?

QTUM has higher volatility (14.89%) compared to DTEC (8.05%). In terms of maximum drawdown, QTUM dropped -38.45% vs DTEC's -42.00%.

Which ETF is better, QTUM or DTEC?

On 5-year performance, QTUM leads with 28.34% vs -0.77% for DTEC. On fees, QTUM is cheaper at 0.40% per year. On volatility, DTEC has been the lower-risk option at 8.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or DTEC?

Over the 5-year period, QTUM has performed better with a 28.34% return vs -0.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or DTEC?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.50% for DTEC.

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

QTUM has the higher dividend yield at 0.72%, compared with 0.04% for DTEC.

What is the main difference between QTUM and DTEC?

QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while DTEC tracks Indxx Disruptive Technologies Index. They also come from different issuers: Defiance and SS&C. Their fees differ too: 0.40% for QTUM and 0.50% for DTEC.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (3.02 vs -0.13), 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.