QTUM vs. IYW
QTUM (Defiance Quantum ETF) and IYW (iShares U.S. Technology ETF) are both Technology Equities funds - QTUM tracks the BlueStar Machine Learning and Quantum Computing Index while IYW tracks the Russell 1000 Technology RIC 22.5/45 Capped Index. Both are passively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 21.19%/yr for IYW. Their correlation of 0.85 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 0.38%/yr for IYW.
Performance
QTUM vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than IYW's 22.66% return.
QTUM
- 1D
- 1.22%
- 1M
- 9.88%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 82.93%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
IYW
- 1D
- 0.61%
- 1M
- 1.73%
- YTD
- 22.66%
- 6M
- 23.40%
- 1Y
- 47.94%
- 3Y*
- 32.06%
- 5Y*
- 21.19%
- 10Y*
- 25.63%
QTUM vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 47.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
IYW iShares U.S. Technology ETF | 22.66% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -17.73% |
Correlation
The correlation between QTUM and IYW is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.85 |
The correlation between QTUM and IYW has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
QTUM vs. IYW — Risk / Return Rank
QTUM
IYW
QTUM vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and iShares U.S. Technology ETF (IYW). 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 | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.38 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 2.70 | +2.76 |
| Martin ratioReturn relative to average drawdown | 19.77 | 8.68 | +11.08 |
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Drawdowns
QTUM vs. IYW - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for QTUM and IYW.
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Drawdown Indicators
| QTUM | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -81.90% | +43.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -17.81% | +2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -26.47% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -39.44% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -4.42% | -5.81% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -34.62% | +26.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 5.54% | -1.33% |
Volatility
QTUM vs. IYW - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to iShares U.S. Technology ETF (IYW) at 9.41%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 9.41% | +4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 17.67% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 21.47% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 26.07% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 25.20% | +2.20% |
QTUM vs. IYW - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is higher than IYW's 0.38% expense ratio.
Dividends
QTUM vs. IYW - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, more than IYW's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
QTUM Defiance Quantum ETF | 0.73% | 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 IYW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (14.18%) compared to IYW (9.41%). In terms of maximum drawdown, QTUM dropped -38.45% vs IYW's -81.90%.
On 5-year performance, QTUM leads with 28.09% vs 21.19% for IYW. On fees, IYW is cheaper at 0.38% per year. On volatility, IYW has been the lower-risk option at 9.41%. 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 28.09% return vs 21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYW is cheaper with a 0.38% expense ratio, compared with 0.40% for QTUM.
QTUM has the higher dividend yield at 0.73%, compared with 0.11% for IYW.
QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. They also come from different issuers: Defiance and iShares. Their fees differ too: 0.40% for QTUM and 0.38% for IYW.
QTUM currently has the higher Sharpe Ratio (2.94 vs 2.24), 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.
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