QTUM vs. VTIP
QTUM (Defiance Quantum ETF) and VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while VTIP is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Both are passively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 3.37%/yr for VTIP. At a 0.11 correlation, their price movements are largely independent. QTUM charges 0.40%/yr vs 0.03%/yr for VTIP.
Performance
QTUM vs. VTIP - 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 VTIP's 1.85% return.
QTUM
- 1D
- 1.22%
- 1M
- 12.73%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
VTIP
- 1D
- -0.04%
- 1M
- -0.06%
- YTD
- 1.85%
- 6M
- 1.95%
- 1Y
- 4.51%
- 3Y*
- 5.25%
- 5Y*
- 3.37%
- 10Y*
- 3.09%
QTUM vs. VTIP - 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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 1.85% | 6.07% | 4.74% | 4.62% | -2.94% | 5.36% | 4.95% | 4.86% | -0.37% |
Correlation
The correlation between QTUM and VTIP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.11 |
The correlation between QTUM and VTIP shifts across timeframes, from -0.04 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
QTUM vs. VTIP — Risk / Return Rank
QTUM
VTIP
QTUM vs. VTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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 | VTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.65 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 6.57 | -1.11 |
| Martin ratioReturn relative to average drawdown | 19.77 | 25.36 | -5.60 |
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Drawdowns
QTUM vs. VTIP - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for QTUM and VTIP.
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Drawdown Indicators
| QTUM | VTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -6.27% | -32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -0.70% | -14.56% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -0.98% | -24.41% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -5.50% | -32.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.27% | — |
Current DrawdownCurrent decline from peak | -4.42% | -0.22% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -1.04% | -7.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 0.18% | +4.03% |
Volatility
QTUM vs. VTIP - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.40%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | VTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 0.40% | +13.78% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 1.04% | +22.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 1.50% | +26.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 2.77% | +24.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 2.74% | +24.66% |
QTUM vs. VTIP - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is higher than VTIP's 0.03% expense ratio.
Dividends
QTUM vs. VTIP - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, less than VTIP's 3.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% |
Frequently Asked Questions
QTUM and VTIP have a correlation of -0.04, 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 VTIP (0.40%). In terms of maximum drawdown, QTUM dropped -38.45% vs VTIP's -6.27%.
On 5-year performance, QTUM leads with 28.09% vs 3.37% for VTIP. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.40%. 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 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTIP is cheaper with a 0.03% expense ratio, compared with 0.40% for QTUM.
VTIP has the higher dividend yield at 3.59%, compared with 0.73% for QTUM.
QTUM is categorized as Technology Equities, while VTIP is Inflation-Protected Bonds. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. They also come from different issuers: Defiance and Vanguard. Their fees differ too: 0.40% for QTUM and 0.03% for VTIP.
VTIP currently has the higher Sharpe Ratio (3.07 vs 2.94), 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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