QTUM vs. XDEV.DE
QTUM (Defiance Quantum ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both exchange-traded funds - QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index, while XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, QTUM returned 28.09%/yr vs 16.16%/yr for XDEV.DE. A 0.56 correlation means they provide meaningful diversification when combined. QTUM charges 0.40%/yr vs 0.25%/yr for XDEV.DE.
Performance
QTUM vs. XDEV.DE - Performance Comparison
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Different Trading Currencies
QTUM is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QTUM achieves a 47.39% return, which is significantly higher than XDEV.DE's 32.62% return.
QTUM
- 1D
- 1.22%
- 1M
- 12.73%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
XDEV.DE
- 1D
- 2.79%
- 1M
- 7.24%
- YTD
- 32.62%
- 6M
- 35.11%
- 1Y
- 63.51%
- 3Y*
- 28.44%
- 5Y*
- 16.16%
- 10Y*
- 13.05%
QTUM vs. XDEV.DE - 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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 32.62% | 40.82% | 5.25% | 19.34% | -10.06% | 20.34% | -3.95% | 19.47% | -11.84% |
Correlation
The correlation between QTUM and XDEV.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | 0.56 |
The correlation between QTUM and XDEV.DE shifts across timeframes, from 0.52 (3 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QTUM vs. XDEV.DE — Risk / Return Rank
QTUM
XDEV.DE
QTUM vs. XDEV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). 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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.68 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.46 | 7.29 | -1.82 |
| Martin ratioReturn relative to average drawdown | 19.77 | 26.00 | -6.24 |
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Drawdowns
QTUM vs. XDEV.DE - Drawdown Comparison
The maximum QTUM drawdown since its inception was -38.45%, roughly equal to the maximum XDEV.DE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for QTUM and XDEV.DE.
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Drawdown Indicators
| QTUM | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.45% | -39.47% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -15.26% | -8.51% | -6.75% |
Max Drawdown (3Y)Largest decline over 3 years | -25.39% | -15.96% | -9.43% |
Max Drawdown (5Y)Largest decline over 5 years | -38.45% | -26.32% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -4.42% | -1.89% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -8.24% | -11.38% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.39% | +1.82% |
Volatility
QTUM vs. XDEV.DE - Volatility Comparison
Defiance Quantum ETF (QTUM) has a higher volatility of 14.18% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 6.44%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTUM | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.18% | 6.44% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 23.17% | 12.82% | +10.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.39% | 15.59% | +12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.99% | 16.03% | +10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 17.74% | +9.66% |
QTUM vs. XDEV.DE - Expense Ratio Comparison
QTUM has a 0.40% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
QTUM vs. XDEV.DE - Dividend Comparison
QTUM's dividend yield for the trailing twelve months is around 0.73%, while XDEV.DE has not paid dividends to shareholders.
| 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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QTUM and XDEV.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for QTUM.
QTUM is categorized as Technology Equities, while XDEV.DE is Global Equities. QTUM tracks BlueStar Machine Learning and Quantum Computing Index, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Defiance and DWS. Their fees differ too: 0.40% for QTUM and 0.25% for XDEV.DE.
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