QTUM vs. GTEK

Last updated Jul 14, 2026

QTUM (Defiance Quantum ETF) and GTEK (Goldman Sachs Future Tech Leaders Equity ETF) are both Technology Equities funds. QTUM is passively managed, while GTEK is actively managed. Over the past 3 years, QTUM returned 43.63%/yr vs 29.45%/yr for GTEK. Their correlation of 0.88 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 0.75%/yr for GTEK.

Performance

QTUM vs. GTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTUM achieves a 36.39% return, which is significantly lower than GTEK's 42.08% return.

QTUM

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

GTEK

• 1D: -4.38%
• 1M: -3.33%
• 6M: 34.40%
• YTD: 42.08%
• 1Y: 59.49%
• 3Y*: 29.45%
• 5Y*: —
• 10Y*: —

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

QTUM vs. GTEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QTUM Defiance Quantum ETF	36.39%	36.65%	50.54%	39.86%	-28.80%	6.51%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	42.08%	23.68%	15.94%	33.58%	-46.73%	-2.50%

Correlation

The correlation between QTUM and GTEK is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021	0.88

The correlation between QTUM and GTEK has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

QTUM vs. GTEK - Sectors Allocation Comparison

Sectors	QTUM	GTEK
Technology	81.2%	74.5%
Industrials	9.1%	8.1%
Communication Services	6.4%	3.7%
Consumer Cyclical	2.0%	4.9%
Healthcare	1.2%	1.1%
Financial Services	0.0%	1.2%
Basic Materials	-	3.4%
Consumer Defensive	-	-
Energy	-	-
Real Estate	-	2.3%
Utilities	-	-

Return for Risk

QTUM vs. GTEK — 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

GTEK

GTEK Risk / Return Rank: 81
GTEK Sharpe Ratio Rank: 80
GTEK Sortino Ratio Rank: 71
GTEK Omega Ratio Rank: 71
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 90

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. GTEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). 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	GTEK	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.01	+0.09
Sortino ratio: Return per unit of downside risk	2.62	2.56	+0.07
Omega ratio: Gain probability vs. loss probability	1.34	1.33	+0.01
Calmar ratio: Return relative to maximum drawdown	4.17	5.37	-1.20
Martin ratio: Return relative to average drawdown	13.97	15.79	-1.82

QTUM vs. GTEK - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.10, which is comparable to the GTEK Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of QTUM and GTEK, 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. GTEK - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum GTEK drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for QTUM and GTEK.

Drawdown Indicators

	QTUM	GTEK	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-53.77%	+15.32%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-11.13%	-4.13%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-27.49%	+2.10%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	—	—
Current Drawdown Current decline from peak	-11.55%	-9.70%	-1.85%
Average Drawdown Average peak-to-trough decline	-8.22%	-26.99%	+18.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	3.78%	+0.77%

Volatility

QTUM vs. GTEK - Volatility Comparison

Defiance Quantum ETF (QTUM) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK) have volatilities of 13.06% and 12.78%, 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.

Volatility by Period

	QTUM	GTEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.06%	12.78%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	25.05%	26.10%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	30.38%	29.74%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.44%	28.82%	-1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.58%	28.82%	-1.24%

QTUM vs. GTEK - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than GTEK's 0.75% expense ratio.

Dividends

QTUM vs. GTEK - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%	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 GTEK in my portfolio?

With a correlation of 0.91, QTUM and GTEK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QTUM or GTEK?

QTUM has higher volatility (13.06%) compared to GTEK (12.78%). In terms of maximum drawdown, QTUM dropped -38.45% vs GTEK's -53.77%.

Which ETF is better, QTUM or GTEK?

On 3-year performance, QTUM leads with 43.63% vs 29.45% for GTEK. On fees, QTUM is cheaper at 0.40% per year. On volatility, GTEK has been the lower-risk option at 12.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or GTEK?

Over the 3-year period, QTUM has performed better with a 43.63% return vs 29.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or GTEK?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.75% for GTEK.

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

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

What is the main difference between QTUM and GTEK?

They also come from different issuers: Defiance and Goldman Sachs. Their fees differ too: 0.40% for QTUM and 0.75% for GTEK.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.10 vs 2.01), 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.