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QTUM vs. FIW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QTUMFIW
YTD Return14.83%7.34%
1Y Return28.63%24.64%
3Y Return (Ann)10.12%7.69%
5Y Return (Ann)23.29%16.02%
Sharpe Ratio1.571.59
Daily Std Dev18.64%15.18%
Max Drawdown-38.45%-52.75%
Current Drawdown-1.95%-5.18%

Correlation

-0.50.00.51.00.7

The correlation between QTUM and FIW is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

QTUM vs. FIW - Performance Comparison

In the year-to-date period, QTUM achieves a 14.83% return, which is significantly higher than FIW's 7.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%December2024FebruaryMarchAprilMay
163.23%
106.70%
QTUM
FIW

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Defiance Quantum ETF

First Trust Water ETF

QTUM vs. FIW - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than FIW's 0.54% expense ratio.


FIW
First Trust Water ETF
Expense ratio chart for FIW: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
Expense ratio chart for QTUM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

QTUM vs. FIW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and First Trust Water ETF (FIW). 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
Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.20, compared to the broader market0.005.0010.002.20
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.47
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 4.74, compared to the broader market0.0020.0040.0060.0080.00100.004.74
FIW
Sharpe ratio
The chart of Sharpe ratio for FIW, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Sortino ratio
The chart of Sortino ratio for FIW, currently valued at 2.29, compared to the broader market0.005.0010.002.29
Omega ratio
The chart of Omega ratio for FIW, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for FIW, currently valued at 1.38, compared to the broader market0.005.0010.0015.001.38
Martin ratio
The chart of Martin ratio for FIW, currently valued at 4.77, compared to the broader market0.0020.0040.0060.0080.00100.004.77

QTUM vs. FIW - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.57, which roughly equals the FIW Sharpe Ratio of 1.59. The chart below compares the 12-month rolling Sharpe Ratio of QTUM and FIW.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.57
1.59
QTUM
FIW

Dividends

QTUM vs. FIW - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.74%, more than FIW's 0.63% yield.


TTM20232022202120202019201820172016201520142013
QTUM
Defiance Quantum ETF
0.74%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%0.00%
FIW
First Trust Water ETF
0.63%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%0.75%0.62%

Drawdowns

QTUM vs. FIW - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum FIW drawdown of -52.75%. Use the drawdown chart below to compare losses from any high point for QTUM and FIW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.95%
-5.18%
QTUM
FIW

Volatility

QTUM vs. FIW - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 5.43% compared to First Trust Water ETF (FIW) at 4.60%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than FIW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.43%
4.60%
QTUM
FIW