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QTUM vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTUM vs. GBTC - Performance Comparison

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

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Returns By Period

In the year-to-date period, QTUM achieves a 29.28% return, which is significantly higher than GBTC's -28.72% return.


QTUM

1D
0.67%
1M
-11.92%
6M
22.33%
YTD
29.28%
1Y
55.03%
3Y*
39.51%
5Y*
24.56%
10Y*
ALL TIME*
25.62%

GBTC

1D
-2.85%
1M
4.80%
6M
-25.46%
YTD
-28.72%
1Y
-46.91%
3Y*
36.79%
5Y*
7.01%
10Y*
50.99%
ALL TIME*
54.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.53M$74.63M$101.29M
$54.21M$61.13M$111.15M

QTUM vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QTUM
Defiance Quantum ETF
29.28%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.44%
GBTC
Grayscale Bitcoin Trust ETF
-28.72%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-58.26%

Correlation

The correlation between QTUM and GBTC is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2018

0.36

The correlation between QTUM and GBTC shifts across timeframes, from 0.36 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QTUM vs. GBTC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QTUM
QTUM Risk / Return Rank: 7474
Overall Rank
QTUM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 7171
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7070
Omega Ratio Rank
QTUM Calmar Ratio Rank: 7474
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7676
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 11
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 11
Sortino Ratio Rank
GBTC Omega Ratio Rank: 11
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QTUM vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Grayscale Bitcoin Trust ETF (GBTC). 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.


QTUMGBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.81

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.29

0.82

+0.47

Calmar ratioReturn relative to maximum drawdown

2.57

-0.88

+3.45

Martin ratioReturn relative to average drawdown

9.41

-1.34

+10.76

QTUM vs. GBTC - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.75, which is higher than the GBTC Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of QTUM and GBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QTUM vs. GBTC - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for QTUM and GBTC.


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Drawdown Indicators


QTUMGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-89.91%

+51.46%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

-53.75%

+32.24%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

-53.75%

+28.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-85.42%

+46.97%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-16.16%

-50.49%

+34.33%

Average Drawdown

Average peak-to-trough decline

-8.27%

-43.51%

+35.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

34.92%

-29.05%

Volatility

QTUM vs. GBTC - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 11.38% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.06%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTUMGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.38%

9.06%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

26.47%

33.68%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

31.67%

44.36%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.69%

60.60%

-32.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.69%

81.27%

-53.58%

QTUM vs. GBTC - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

QTUM vs. GBTC - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.83%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
QTUM
Defiance Quantum ETF
0.83%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%

Frequently Asked Questions


QTUM and GBTC have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM has higher volatility (11.38%) compared to GBTC (9.06%). In terms of maximum drawdown, QTUM dropped -38.45% vs GBTC's -89.91%.

On 5-year performance, QTUM leads with 24.56% vs 7.01% for GBTC. On fees, QTUM is cheaper at 0.40% per year. On volatility, GBTC has been the lower-risk option at 9.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QTUM has performed better with a 24.56% return vs 7.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QTUM is cheaper with a 0.40% expense ratio, compared with 1.50% for GBTC.

QTUM has the higher dividend yield at 0.83%, compared with 0.00% for GBTC.

QTUM is categorized as Technology Equities, while GBTC is Cryptocurrency. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: Defiance and Grayscale. Their fees differ too: 0.40% for QTUM and 1.50% for GBTC.

QTUM currently has the higher Sharpe Ratio (1.75 vs -1.06), 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.

Portfolio Optimizer

Find the right allocation for QTUM and GBTC

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