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QTUM vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


QTUMXLK
YTD Return14.83%11.74%
1Y Return28.63%30.67%
3Y Return (Ann)10.12%16.80%
5Y Return (Ann)23.29%25.78%
Sharpe Ratio1.571.82
Daily Std Dev18.64%17.24%
Max Drawdown-38.45%-82.05%
Current Drawdown-1.95%-0.63%

Correlation

-0.50.00.51.00.9

The correlation between QTUM and XLK is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

QTUM vs. XLK - Performance Comparison

In the year-to-date period, QTUM achieves a 14.83% return, which is significantly higher than XLK's 11.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%December2024FebruaryMarchAprilMay
163.23%
206.87%
QTUM
XLK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Defiance Quantum ETF

Technology Select Sector SPDR Fund

QTUM vs. XLK - Expense Ratio Comparison

QTUM has a 0.40% expense ratio, which is higher than XLK's 0.13% expense ratio.


QTUM
Defiance Quantum ETF
Expense ratio chart for QTUM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

QTUM vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Quantum ETF (QTUM) and Technology Select Sector SPDR Fund (XLK). 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
Sharpe ratio
The chart of Sharpe ratio for QTUM, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Sortino ratio
The chart of Sortino ratio for QTUM, currently valued at 2.20, compared to the broader market0.005.0010.002.20
Omega ratio
The chart of Omega ratio for QTUM, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for QTUM, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.47
Martin ratio
The chart of Martin ratio for QTUM, currently valued at 4.74, compared to the broader market0.0020.0040.0060.0080.00100.004.74
XLK
Sharpe ratio
The chart of Sharpe ratio for XLK, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for XLK, currently valued at 2.50, compared to the broader market0.005.0010.002.50
Omega ratio
The chart of Omega ratio for XLK, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for XLK, currently valued at 2.87, compared to the broader market0.005.0010.0015.002.87
Martin ratio
The chart of Martin ratio for XLK, currently valued at 7.73, compared to the broader market0.0020.0040.0060.0080.00100.007.73

QTUM vs. XLK - Sharpe Ratio Comparison

The current QTUM Sharpe Ratio is 1.57, which roughly equals the XLK Sharpe Ratio of 1.82. The chart below compares the 12-month rolling Sharpe Ratio of QTUM and XLK.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.57
1.82
QTUM
XLK

Dividends

QTUM vs. XLK - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.74%, more than XLK's 0.69% yield.


TTM20232022202120202019201820172016201520142013
QTUM
Defiance Quantum ETF
0.74%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Drawdowns

QTUM vs. XLK - Drawdown Comparison

The maximum QTUM drawdown since its inception was -38.45%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for QTUM and XLK. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.95%
-0.63%
QTUM
XLK

Volatility

QTUM vs. XLK - Volatility Comparison

Defiance Quantum ETF (QTUM) has a higher volatility of 5.43% compared to Technology Select Sector SPDR Fund (XLK) at 5.09%. This indicates that QTUM's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.43%
5.09%
QTUM
XLK