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QTUM vs. PXQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTUM vs. PXQ - Performance Comparison

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

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QTUM vs. PXQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QTUM
Defiance Quantum ETF
0.48%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.02%
PXQ
Invesco Dynamic Networking ETF
6.37%28.65%19.41%27.39%-29.54%21.83%39.14%26.35%-15.09%

Returns By Period

In the year-to-date period, QTUM achieves a 0.48% return, which is significantly lower than PXQ's 6.37% return.


QTUM

1D
0.61%
1M
-1.94%
YTD
0.48%
6M
1.40%
1Y
47.52%
3Y*
34.57%
5Y*
18.98%
10Y*

PXQ

1D
0.48%
1M
-0.45%
YTD
6.37%
6M
10.83%
1Y
41.43%
3Y*
24.34%
5Y*
12.44%
10Y*
16.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTUM vs. PXQ - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than PXQ's 0.63% expense ratio.


Return for Risk

QTUM vs. PXQ — Risk / Return Rank

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

QTUM
QTUM Risk / Return Rank: 8282
Overall Rank
QTUM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8181
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7575
Omega Ratio Rank
QTUM Calmar Ratio Rank: 8888
Calmar Ratio Rank
QTUM Martin Ratio Rank: 8585
Martin Ratio Rank

PXQ
PXQ Risk / Return Rank: 8787
Overall Rank
PXQ Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PXQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
PXQ Omega Ratio Rank: 8484
Omega Ratio Rank
PXQ Calmar Ratio Rank: 8787
Calmar Ratio Rank
PXQ Martin Ratio Rank: 9393
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. PXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Invesco Dynamic Networking ETF (PXQ). 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.


QTUMPXQDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.78

-0.17

Sortino ratio

Return per unit of downside risk

2.24

2.49

-0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

3.18

3.26

-0.08

Martin ratio

Return relative to average drawdown

11.03

15.08

-4.05

QTUM vs. PXQ - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.61, which is comparable to the PXQ Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of QTUM and PXQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QTUMPXQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.78

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.55

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.49

+0.36

Correlation

The correlation between QTUM and PXQ is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QTUM vs. PXQ - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 1.07%, more than PXQ's 0.88% yield.


TTM2025202420232022202120202019201820172016
QTUM
Defiance Quantum ETF
1.07%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%
PXQ
Invesco Dynamic Networking ETF
0.88%0.86%1.38%0.60%2.24%0.55%0.18%0.44%1.22%0.66%0.44%

Drawdowns

QTUM vs. PXQ - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum PXQ drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for QTUM and PXQ.


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Drawdown Indicators


QTUMPXQDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-57.18%

+18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-9.99%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-34.55%

-3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-8.79%

-4.51%

-4.28%

Average Drawdown

Average peak-to-trough decline

-8.40%

-10.82%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

2.80%

+1.60%

Volatility

QTUM vs. PXQ - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 9.70% compared to Invesco Dynamic Networking ETF (PXQ) at 8.11%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than PXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTUMPXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

8.11%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

15.53%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

29.70%

23.35%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.20%

22.86%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

22.72%

+4.32%