QTUM vs. IDEQ
QTUM (Defiance Quantum ETF) and IDEQ (Lazard International Dynamic Equity ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard. QTUM is passively managed, while IDEQ is actively managed. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.
Performance
QTUM vs. IDEQ - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 44.14% return, which is significantly higher than IDEQ's 13.67% return.
QTUM
- 1D
- 3.25%
- 1M
- 8.85%
- YTD
- 44.14%
- 6M
- 39.20%
- 1Y
- 80.80%
- 3Y*
- 48.48%
- 5Y*
- 27.81%
- 10Y*
- —
IDEQ
- 1D
- 1.29%
- 1M
- -1.82%
- YTD
- 13.67%
- 6M
- 17.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QTUM vs. IDEQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QTUM Defiance Quantum ETF | 44.14% | 16.44% |
IDEQ Lazard International Dynamic Equity ETF | 13.67% | 11.77% |
Correlation
The correlation between QTUM and IDEQ is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 2, 2025 | 0.70 |
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Return for Risk
QTUM vs. IDEQ — Risk / Return Rank
QTUM
IDEQ
QTUM vs. IDEQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Lazard International Dynamic Equity ETF (IDEQ). 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 | IDEQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.47 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.32 | — | — |
| Martin ratioReturn relative to average drawdown | 19.76 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTUM | IDEQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.94 | -0.92 |
Drawdowns
QTUM vs. IDEQ - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for QTUM and IDEQ.
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Drawdown Indicators
| QTUM | IDEQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -12.95% | -25.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -3.42% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -2.11% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.10% | — | — |
Volatility
QTUM vs. IDEQ - Volatility Comparison
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Volatility by Period
| QTUM | IDEQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.73% | 18.93% | +8.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 18.93% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.34% | 18.93% | +8.41% |
QTUM vs. IDEQ - Expense Ratio Comparison
Both QTUM and IDEQ have an expense ratio of 0.40%.
Dividends
QTUM vs. IDEQ - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.74%, more than IDEQ's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 0.53% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.74% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% |
Frequently Asked Questions
QTUM and IDEQ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
QTUM and IDEQ have the same expense ratio: 0.40% per year.
QTUM has the higher dividend yield at 0.74%, compared with 0.53% for IDEQ.
QTUM is categorized as Technology Equities, while IDEQ is Foreign Large Cap Equities. They also come from different issuers: Defiance and Lazard.
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