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

Correlation

The correlation between QTUM and XLK is 0.80, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Quantum ETF (QTUM) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

QTUM:

29.39%

XLK:

14.11%

Max Drawdown

QTUM:

-1.17%

XLK:

-0.83%

Current Drawdown

QTUM:

0.00%

XLK:

-0.12%

Returns By Period


QTUM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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QTUM vs. XLK - Expense Ratio Comparison

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


Risk-Adjusted Performance

QTUM vs. XLK — Risk-Adjusted Performance Rank

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

QTUM
The Risk-Adjusted Performance Rank of QTUM is 8585
Overall Rank
The Sharpe Ratio Rank of QTUM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of QTUM is 8484
Omega Ratio Rank
The Calmar Ratio Rank of QTUM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of QTUM is 8383
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 4040
Overall Rank
The Sharpe Ratio Rank of XLK is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 4141
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 4040
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4545
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

QTUM vs. XLK - Dividend Comparison

QTUM's dividend yield for the trailing twelve months is around 0.69%, less than XLK's 0.72% yield.


TTM20242023202220212020201920182017201620152014
QTUM
Defiance Quantum ETF
0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QTUM vs. XLK - Drawdown Comparison

The maximum QTUM drawdown since its inception was -1.17%, which is greater than XLK's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for QTUM and XLK. For additional features, visit the drawdowns tool.


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Volatility

QTUM vs. XLK - Volatility Comparison


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