QTUM vs. WUGI

Last updated Jun 13, 2026

QTUM (Defiance Quantum ETF) and WUGI (Esoterica NextG Economy ETF) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while WUGI is a Large Cap Growth Equities fund actively managed by Esoterica. QTUM is passively managed, while WUGI is actively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 16.13%/yr for WUGI. Their correlation of 0.84 suggests significant overlap in exposure. QTUM charges 0.40%/yr vs 0.75%/yr for WUGI.

Performance

QTUM vs. WUGI - Performance Comparison

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

Returns By Period

In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than WUGI's 23.35% return.

QTUM

• 1D: 1.22%
• 1M: 9.88%
• YTD: 47.39%
• 6M: 45.72%
• 1Y: 82.93%
• 3Y*: 48.15%
• 5Y*: 28.09%
• 10Y*: —

WUGI

• 1D: 1.10%
• 1M: 5.98%
• YTD: 23.35%
• 6M: 25.24%
• 1Y: 38.78%
• 3Y*: 33.73%
• 5Y*: 16.13%
• 10Y*: —

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

QTUM vs. WUGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QTUM Defiance Quantum ETF	47.39%	36.65%	50.54%	39.86%	-28.80%	35.18%	75.01%
WUGI Esoterica NextG Economy ETF	23.35%	22.66%	47.14%	61.30%	-49.55%	25.18%	97.36%

Correlation

The correlation between QTUM and WUGI is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020	0.84

The correlation between QTUM and WUGI has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

QTUM vs. WUGI - Sectors Allocation Comparison

Sectors	QTUM	WUGI
Technology	85.1%	70.5%
Industrials	8.7%	9.3%
Communication Services	4.9%	12.1%
Consumer Cyclical	0.7%	6.3%
Healthcare	0.6%	0.2%
Basic Materials	-	0.0%
Consumer Defensive	-	0.1%
Energy	-	0.0%
Financial Services	-	1.8%
Real Estate	-	0.1%
Utilities	-	-

Return for Risk

QTUM vs. WUGI — Risk / Return Rank

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

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 93
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
QTUM Martin Ratio Rank: 92

WUGI

WUGI Risk / Return Rank: 49
WUGI Sharpe Ratio Rank: 51
WUGI Sortino Ratio Rank: 47
WUGI Omega Ratio Rank: 49
WUGI Calmar Ratio Rank: 49
WUGI Martin Ratio Rank: 47

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. WUGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Esoterica NextG Economy ETF (WUGI). 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	WUGI	Difference
Sharpe ratio: Return per unit of total volatility	2.94	1.54	+1.40
Sortino ratio: Return per unit of downside risk	3.45	2.08	+1.37
Omega ratio: Gain probability vs. loss probability	1.46	1.28	+0.19
Calmar ratio: Return relative to maximum drawdown	5.46	2.17	+3.30
Martin ratio: Return relative to average drawdown	19.77	7.02	+12.75

QTUM vs. WUGI - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 2.94, which is higher than the WUGI Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of QTUM and WUGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QTUM vs. WUGI - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum WUGI drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for QTUM and WUGI.

Drawdown Indicators

	QTUM	WUGI	Difference
Max Drawdown Largest peak-to-trough decline	-38.45%	-56.41%	+17.96%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-17.99%	+2.73%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-27.49%	+2.10%
Max Drawdown (5Y) Largest decline over 5 years	-38.45%	-56.41%	+17.96%
Current Drawdown Current decline from peak	-4.42%	-3.98%	-0.44%
Average Drawdown Average peak-to-trough decline	-8.24%	-16.61%	+8.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	5.54%	-1.33%

Volatility

QTUM vs. WUGI - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Esoterica NextG Economy ETF (WUGI) at 13.03%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than WUGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTUM	WUGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.18%	13.03%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	23.17%	22.14%	+1.03%
Volatility (1Y) Calculated over the trailing 1-year period	28.39%	25.36%	+3.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.99%	31.07%	-4.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.40%	31.09%	-3.69%

QTUM vs. WUGI - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is lower than WUGI's 0.75% expense ratio.

Dividends

QTUM vs. WUGI - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.73%, less than WUGI's 18.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%
WUGI Esoterica NextG Economy ETF	18.51%	22.83%	4.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QTUM and WUGI in my portfolio?

QTUM and WUGI have a correlation of 0.86, 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 WUGI?

QTUM has higher volatility (14.18%) compared to WUGI (13.03%). In terms of maximum drawdown, QTUM dropped -38.45% vs WUGI's -56.41%.

Which ETF is better, QTUM or WUGI?

On 5-year performance, QTUM leads with 28.09% vs 16.13% for WUGI. On fees, QTUM is cheaper at 0.40% per year. On volatility, WUGI has been the lower-risk option at 13.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTUM or WUGI?

Over the 5-year period, QTUM has performed better with a 28.09% return vs 16.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTUM or WUGI?

QTUM is cheaper with a 0.40% expense ratio, compared with 0.75% for WUGI.

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

WUGI has the higher dividend yield at 18.51%, compared with 0.73% for QTUM.

What is the main difference between QTUM and WUGI?

QTUM is categorized as Technology Equities, while WUGI is Large Cap Growth Equities. They also come from different issuers: Defiance and Esoterica. Their fees differ too: 0.40% for QTUM and 0.75% for WUGI.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.94 vs 1.54), 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.