QTUM vs. QQQ

Last updated Jun 5, 2026

QTUM (Defiance Quantum ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QTUM returned 28.96%/yr vs 17.86%/yr for QQQ. Their correlation of 0.85 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 0.18%/yr for QQQ.

Performance

QTUM vs. QQQ - Performance Comparison

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

Returns By Period

In the year-to-date period, QTUM achieves a 52.13% return, which is significantly higher than QQQ's 20.71% return.

QTUM

• 1D: -0.76%
• 1M: 19.63%
• YTD: 52.13%
• 6M: 48.25%
• 1Y: 92.25%
• 3Y*: 52.13%
• 5Y*: 28.96%
• 10Y*: —

QQQ

• 1D: -0.48%
• 1M: 8.66%
• YTD: 20.71%
• 6M: 19.19%
• 1Y: 40.74%
• 3Y*: 28.54%
• 5Y*: 17.86%
• 10Y*: 21.84%

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

QTUM vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QTUM Defiance Quantum ETF	52.13%	36.65%	50.54%	39.86%	-28.80%	35.18%	42.05%	47.99%	-19.02%
QQQ Invesco QQQ ETF	20.71%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-15.52%

Correlation

The correlation between QTUM and QQQ 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	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Sep 6, 2018	0.85

The correlation between QTUM and QQQ has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

QTUM vs. QQQ - Sectors Allocation Comparison

Sectors	QTUM	QQQ
Technology	84.2%	53.8%
Industrials	9.0%	2.8%
Communication Services	5.3%	15.8%
Consumer Cyclical	0.8%	12.3%
Healthcare	0.7%	4.2%
Basic Materials	-	1.1%
Consumer Defensive	-	7.7%
Energy	-	0.6%
Financial Services	-	0.2%
Real Estate	-	0.1%
Utilities	-	1.4%

Return for Risk

QTUM vs. QQQ — Risk / Return Rank

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

QTUM

QTUM Risk / Return Rank: 91
QTUM Sharpe Ratio Rank: 94
QTUM Sortino Ratio Rank: 90
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

QQQ

QQQ Risk / Return Rank: 74
QQQ Sharpe Ratio Rank: 80
QQQ Sortino Ratio Rank: 76
QQQ Omega Ratio Rank: 75
QQQ Calmar Ratio Rank: 70
QQQ Martin Ratio Rank: 71

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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Invesco QQQ ETF (QQQ). 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	QQQ	Difference
Sharpe ratio: Return per unit of total volatility	3.53	2.57	+0.96
Sortino ratio: Return per unit of downside risk	4.16	3.37	+0.79
Omega ratio: Gain probability vs. loss probability	1.54	1.44	+0.10
Calmar ratio: Return relative to maximum drawdown	6.08	3.42	+2.66
Martin ratio: Return relative to average drawdown	22.92	13.14	+9.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTUM vs. QQQ - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 3.53, which is higher than the QQQ Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of QTUM and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QTUM	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.53	2.57	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	0.80	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.98	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.41	+0.66

Drawdowns

QTUM vs. QQQ - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for QTUM and QQQ.

Drawdown Indicators

	QTUM	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-82.97%	+44.52%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-11.96%	-3.30%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-22.77%	-2.62%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	-35.12%	-3.33%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.12%	—
Current Drawdown Current decline from peak	-1.35%	-0.74%	-0.61%
Average Drawdown Average peak-to-trough decline	-8.25%	-32.78%	+24.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.11%	+0.93%

Volatility

QTUM vs. QQQ - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 9.78% compared to Invesco QQQ ETF (QQQ) at 4.51%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.78%	4.51%	+5.27%
Volatility (6M) Calculated over the trailing 6-month period	20.32%	12.10%	+8.22%
Volatility (1Y) Calculated over the trailing 1-year period	26.27%	15.94%	+10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.56%	22.37%	+4.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.16%	22.29%	+4.87%

QTUM vs. QQQ - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

QTUM vs. QQQ - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.70%, more than QQQ's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
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

Can I hold both QTUM and QQQ in my portfolio?

QTUM and QQQ 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.

Which is riskier, QTUM or QQQ?

QTUM has higher volatility (9.78%) compared to QQQ (4.51%). In terms of maximum drawdown, QTUM dropped -38.45% vs QQQ's -82.97%.

Which ETF is better, QTUM or QQQ?

On 5-year performance, QTUM leads with 28.96% vs 17.86% for QQQ. On fees, QQQ is cheaper at 0.18% per year. On volatility, QQQ has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or QQQ?

Over the 5-year period, QTUM has performed better with a 28.96% return vs 17.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or QQQ?

QQQ is cheaper with a 0.18% expense ratio, compared with 0.40% for QTUM.

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

QTUM has the higher dividend yield at 0.70%, compared with 0.38% for QQQ.

What is the main difference between QTUM and QQQ?

QTUM is categorized as Technology Equities, while QQQ is Nasdaq-100. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: Defiance and Invesco. Their fees differ too: 0.40% for QTUM and 0.18% for QQQ.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (3.53 vs 2.57), 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.