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

Key characteristics


QTUMFTEC
YTD Return16.25%13.09%
1Y Return30.88%32.17%
3Y Return (Ann)10.61%14.84%
5Y Return (Ann)23.45%24.00%
Sharpe Ratio2.052.22
Daily Std Dev19.00%18.23%
Max Drawdown-38.45%-34.95%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between QTUM and FTEC is 0.88, 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. FTEC - Performance Comparison

In the year-to-date period, QTUM achieves a 16.25% return, which is significantly higher than FTEC's 13.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%140.00%160.00%180.00%December2024FebruaryMarchAprilMay
166.48%
187.91%
QTUM
FTEC

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

Fidelity MSCI Information Technology Index ETF

QTUM vs. FTEC - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is higher than FTEC's 0.08% expense ratio.


QTUM
Defiance Quantum ETF
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%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

QTUM vs. FTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Fidelity MSCI Information Technology Index ETF (FTEC). 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 2.05, compared to the broader market0.002.004.006.002.05
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.83, compared to the broader market0.005.0010.002.83
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.96, compared to the broader market0.005.0010.0015.001.96
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 6.32, compared to the broader market0.0020.0040.0060.0080.00100.006.32
FTEC
Sharpe ratio
The chart of Sharpe ratio for FTEC, currently valued at 2.22, compared to the broader market0.002.004.006.002.22
Sortino ratio
The chart of Sortino ratio for FTEC, currently valued at 3.00, compared to the broader market0.005.0010.003.00
Omega ratio
The chart of Omega ratio for FTEC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for FTEC, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.27
Martin ratio
The chart of Martin ratio for FTEC, currently valued at 9.10, compared to the broader market0.0020.0040.0060.0080.00100.009.10

QTUM vs. FTEC - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.05, which roughly equals the FTEC Sharpe Ratio of 2.22. The chart below compares the 12-month rolling Sharpe Ratio of QTUM and FTEC.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.05
2.22
QTUM
FTEC

Dividends

QTUM vs. FTEC - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.73%, more than FTEC's 0.69% yield.


TTM20232022202120202019201820172016201520142013
QTUM
Defiance Quantum ETF
0.73%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.69%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%

Drawdowns

QTUM vs. FTEC - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for QTUM and FTEC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay00
QTUM
FTEC

Volatility

QTUM vs. FTEC - Volatility Comparison

Defiance Quantum ETF (QTUM) and Fidelity MSCI Information Technology Index ETF (FTEC) have volatilities of 5.09% and 5.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.09%
5.20%
QTUM
FTEC