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QTUM vs. WTAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTUM vs. WTAIX - Performance Comparison

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

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QTUM vs. WTAIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QTUM
Defiance Quantum ETF
-0.14%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.02%
WTAIX
Wilmington Municipal Bond Fund
-0.61%5.05%0.73%5.14%-8.01%0.55%2.60%7.12%1.23%

Returns By Period

In the year-to-date period, QTUM achieves a -0.14% return, which is significantly higher than WTAIX's -0.61% return.


QTUM

1D
1.85%
1M
-6.11%
YTD
-0.14%
6M
3.08%
1Y
47.58%
3Y*
34.18%
5Y*
18.84%
10Y*

WTAIX

1D
0.16%
1M
-2.29%
YTD
-0.61%
6M
0.63%
1Y
3.76%
3Y*
2.48%
5Y*
0.59%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTUM vs. WTAIX - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than WTAIX's 0.49% expense ratio.


Return for Risk

QTUM vs. WTAIX — Risk / Return Rank

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

QTUM
QTUM Risk / Return Rank: 8484
Overall Rank
QTUM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8383
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7777
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9191
Calmar Ratio Rank
QTUM Martin Ratio Rank: 8888
Martin Ratio Rank

WTAIX
WTAIX Risk / Return Rank: 5454
Overall Rank
WTAIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WTAIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
WTAIX Omega Ratio Rank: 7979
Omega Ratio Rank
WTAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WTAIX Martin Ratio Rank: 4242
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. WTAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Wilmington Municipal Bond Fund (WTAIX). 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.


QTUMWTAIXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.15

+0.46

Sortino ratio

Return per unit of downside risk

2.24

1.51

+0.74

Omega ratio

Gain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

3.16

1.26

+1.91

Martin ratio

Return relative to average drawdown

11.08

4.88

+6.20

QTUM vs. WTAIX - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.61, which is higher than the WTAIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of QTUM and WTAIX, 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


QTUMWTAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.15

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.19

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.14

-0.29

Correlation

The correlation between QTUM and WTAIX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QTUM vs. WTAIX - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 1.07%, less than WTAIX's 2.46% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
WTAIX
Wilmington Municipal Bond Fund
2.46%2.85%2.11%2.03%1.45%1.68%1.72%3.84%2.15%2.92%2.63%3.81%

Drawdowns

QTUM vs. WTAIX - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, which is greater than WTAIX's maximum drawdown of -12.35%. Use the drawdown chart below to compare losses from any high point for QTUM and WTAIX.


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Drawdown Indicators


QTUMWTAIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.45%

-12.35%

-26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-3.66%

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

-12.35%

-26.10%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-9.34%

-2.52%

-6.82%

Average Drawdown

Average peak-to-trough decline

-8.40%

-1.64%

-6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

0.94%

+3.42%

Volatility

QTUM vs. WTAIX - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 9.77% compared to Wilmington Municipal Bond Fund (WTAIX) at 0.93%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than WTAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTUMWTAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

0.93%

+8.84%

Volatility (6M)

Calculated over the trailing 6-month period

20.87%

1.40%

+19.47%

Volatility (1Y)

Calculated over the trailing 1-year period

29.70%

3.62%

+26.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

3.05%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

3.43%

+23.62%