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QTUM vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTUM vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 53.56% return, which is significantly higher than ICSH's 1.57% return.


QTUM

1D
4.18%
1M
17.45%
YTD
53.56%
6M
53.19%
1Y
94.08%
3Y*
50.50%
5Y*
29.16%
10Y*

ICSH

1D
0.04%
1M
0.36%
YTD
1.57%
6M
1.81%
1Y
4.36%
3Y*
5.16%
5Y*
3.70%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QTUM vs. ICSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QTUM
Defiance Quantum ETF
53.56%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.44%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.57%4.96%5.52%5.58%0.97%0.16%1.61%3.17%0.76%

Correlation

The correlation between QTUM and ICSH is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

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

0.08

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Return for Risk

QTUM vs. ICSH — Risk / Return Rank

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

QTUM
QTUM Risk / Return Rank: 9292
Overall Rank
QTUM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 9090
Sortino Ratio Rank
QTUM Omega Ratio Rank: 9090
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9494
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9393
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
Martin Ratio Rank
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. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


QTUMICSHDifference
Sharpe ratioReturn per unit of total volatility

-7.77

Sortino ratioReturn per unit of downside risk

-23.97

Omega ratioGain probability vs. loss probability

1.51

6.64

-5.13

Calmar ratioReturn relative to maximum drawdown

6.20

44.30

-38.10

Martin ratioReturn relative to average drawdown

22.43

292.98

-270.55

QTUM vs. ICSH - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 3.31, which is lower than the ICSH Sharpe Ratio of 11.08. The chart below compares the historical Sharpe Ratios of QTUM and ICSH, 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. ICSH - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for QTUM and ICSH.


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Drawdown Indicators


QTUMICSHDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-3.94%

-34.51%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-0.10%

-15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-25.39%

-0.10%

-25.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-0.73%

-37.72%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

Current Drawdown

Current decline from peak

-0.42%

0.00%

-0.42%

Average Drawdown

Average peak-to-trough decline

-8.24%

-0.08%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.01%

+4.20%

Volatility

QTUM vs. ICSH - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 14.65% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.13%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTUMICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.65%

0.13%

+14.52%

Volatility (6M)

Calculated over the trailing 6-month period

23.48%

0.30%

+23.18%

Volatility (1Y)

Calculated over the trailing 1-year period

28.64%

0.40%

+28.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.06%

0.48%

+26.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.43%

1.06%

+26.37%

QTUM vs. ICSH - Expense Ratio Comparison

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


Dividends

QTUM vs. ICSH - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.70%, less than ICSH's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.33%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
QTUM
Defiance Quantum ETF
0.70%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%

Frequently Asked Questions


QTUM and ICSH have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTUM has higher volatility (14.65%) compared to ICSH (0.13%). In terms of maximum drawdown, QTUM dropped -38.45% vs ICSH's -3.94%.

On 5-year performance, QTUM leads with 29.16% vs 3.70% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.13%. 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 29.16% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.40% for QTUM.

ICSH has the higher dividend yield at 4.33%, compared with 0.70% for QTUM.

QTUM is categorized as Technology Equities, while ICSH is Ultrashort Bond. They also come from different issuers: Defiance and iShares. Their fees differ too: 0.40% for QTUM and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.08 vs 3.31), 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 ICSH

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