QTUM vs. QQQT

Last updated Jun 5, 2026

QTUM (Defiance Quantum ETF) and QQQT (Defiance Nasdaq 100 Income Target ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while QQQT is a Nasdaq-100 fund actively managed by Defiance. QTUM is passively managed, while QQQT is actively managed. Over the past year, QTUM returned 92.25% vs 33.79% for QQQT. Their correlation of 0.80 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 1.05%/yr for QQQT.

Performance

QTUM vs. QQQT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Defiance Nasdaq 100 Income Target ETF (QQQT). 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 QQQT's 19.12% return.

QTUM

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

QQQT

• 1D: -0.28%
• 1M: 8.44%
• YTD: 19.12%
• 6M: 17.27%
• 1Y: 33.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QTUM vs. QQQT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QTUM Defiance Quantum ETF	52.13%	36.65%	29.66%
QQQT Defiance Nasdaq 100 Income Target ETF	19.12%	14.04%	4.51%

Correlation

The correlation between QTUM and QQQT is 0.81, 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	0.81
Correlation (All Time) Calculated using the full available price history since Jun 24, 2024	0.80

The correlation between QTUM and QQQT has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

QTUM vs. QQQT - Sectors Allocation Comparison

Sectors	QTUM	QQQT
Technology	84.2%	54.2%
Industrials	9.0%	2.8%
Communication Services	5.3%	15.5%
Consumer Cyclical	0.8%	12.2%
Healthcare	0.7%	4.2%
Basic Materials	-	1.2%
Consumer Defensive	-	7.6%
Energy	-	0.6%
Financial Services	-	99.8%
Real Estate	-	0.1%
Utilities	-	1.4%

Return for Risk

QTUM vs. QQQT — 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

QQQT

QQQT Risk / Return Rank: 65
QQQT Sharpe Ratio Rank: 72
QQQT Sortino Ratio Rank: 70
QQQT Omega Ratio Rank: 73
QQQT Calmar Ratio Rank: 55
QQQT Martin Ratio Rank: 55

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. QQQT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Defiance Nasdaq 100 Income Target ETF (QQQT). 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	QQQT	Difference
Sharpe ratio: Return per unit of total volatility	3.53	2.32	+1.21
Sortino ratio: Return per unit of downside risk	4.16	3.14	+1.02
Omega ratio: Gain probability vs. loss probability	1.54	1.43	+0.11
Calmar ratio: Return relative to maximum drawdown	6.08	2.67	+3.41
Martin ratio: Return relative to average drawdown	22.92	9.36	+13.56
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. QQQT - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 3.53, which is higher than the QQQT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of QTUM and QQQT, 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	QQQT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.53	2.32	+1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.98	+0.09

Drawdowns

QTUM vs. QQQT - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, which is greater than QQQT's maximum drawdown of -22.50%. Use the drawdown chart below to compare losses from any high point for QTUM and QQQT.

Drawdown Indicators

	QTUM	QQQT	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-22.50%	-15.95%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-12.73%	-2.53%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	—	—
Current Drawdown Current decline from peak	-1.35%	-0.57%	-0.78%
Average Drawdown Average peak-to-trough decline	-8.25%	-4.00%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.04%	3.62%	+0.42%

Volatility

QTUM vs. QQQT - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 9.78% compared to Defiance Nasdaq 100 Income Target ETF (QQQT) at 4.05%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than QQQT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	QQQT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.78%	4.05%	+5.73%
Volatility (6M) Calculated over the trailing 6-month period	20.32%	11.19%	+9.13%
Volatility (1Y) Calculated over the trailing 1-year period	26.27%	14.62%	+11.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.56%	20.23%	+6.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.16%	20.23%	+6.93%

QTUM vs. QQQT - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than QQQT's 1.05% expense ratio.

Dividends

QTUM vs. QQQT - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.70%, less than QQQT's 19.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QQQT Defiance Nasdaq 100 Income Target ETF	19.21%	21.27%	10.35%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.70%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%

Frequently Asked Questions

Can I hold both QTUM and QQQT in my portfolio?

QTUM and QQQT have a correlation of 0.81, 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 QQQT?

QTUM has higher volatility (9.78%) compared to QQQT (4.05%). In terms of maximum drawdown, QTUM dropped -38.45% vs QQQT's -22.50%.

Which ETF is better, QTUM or QQQT?

On 1-year performance, QTUM leads with 92.25% vs 33.79% for QQQT. On fees, QTUM is cheaper at 0.40% per year. On volatility, QQQT has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or QQQT?

Over the 1-year period, QTUM has performed better with a 92.25% return vs 33.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or QQQT?

QTUM is cheaper with a 0.40% expense ratio, compared with 1.05% for QQQT.

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

QQQT has the higher dividend yield at 19.21%, compared with 0.70% for QTUM.

What is the main difference between QTUM and QQQT?

QTUM is categorized as Technology Equities, while QQQT is Nasdaq-100. Their fees differ too: 0.40% for QTUM and 1.05% for QQQT.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (3.53 vs 2.32), 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.