SHOC vs. QTUM

Last updated Jun 23, 2026

SHOC (Strive U.S. Semiconductor ETF) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - SHOC is a Semiconductors fund tracking the Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross, while QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Both are passively managed. Over the past 3 years, SHOC returned 56.12%/yr vs 52.80%/yr for QTUM. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

SHOC vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHOC achieves a 81.69% return, which is significantly higher than QTUM's 54.06% return.

SHOC

• 1D: 1.74%
• 1M: 15.76%
• YTD: 81.69%
• 6M: 81.47%
• 1Y: 152.44%
• 3Y*: 56.12%
• 5Y*: —
• 10Y*: —

QTUM

• 1D: 0.38%
• 1M: 9.88%
• YTD: 54.06%
• 6M: 50.57%
• 1Y: 94.08%
• 3Y*: 52.80%
• 5Y*: 29.55%
• 10Y*: —

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

SHOC vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SHOC Strive U.S. Semiconductor ETF	81.69%	49.91%	16.74%	61.97%	-1.79%
QTUM Defiance Quantum ETF	54.06%	36.65%	50.54%	39.86%	1.58%

Correlation

The correlation between SHOC and QTUM is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (All Time) Calculated using the full available price history since Oct 6, 2022	0.87

The correlation between SHOC and QTUM has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

SHOC vs. QTUM - Sectors Allocation Comparison

Sectors	SHOC	QTUM
Technology	100.0%	81.6%
Basic Materials	-	-
Communication Services	-	6.6%
Consumer Cyclical	-	2.1%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	0.0%
Healthcare	-	1.0%
Industrials	-	8.8%
Real Estate	-	-
Utilities	-	-

Return for Risk

SHOC vs. QTUM — Risk / Return Rank

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

SHOC

SHOC Risk / Return Rank: 95
SHOC Sharpe Ratio Rank: 97
SHOC Sortino Ratio Rank: 93
SHOC Omega Ratio Rank: 93
SHOC Calmar Ratio Rank: 97
SHOC Martin Ratio Rank: 96

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 94
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 86
QTUM Calmar Ratio Rank: 93
QTUM Martin Ratio Rank: 92

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.

SHOC vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) and Defiance Quantum ETF (QTUM). 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.

	SHOC	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	4.40	3.27	+1.13
Sortino ratio: Return per unit of downside risk	4.38	3.74	+0.64
Omega ratio: Gain probability vs. loss probability	1.61	1.51	+0.10
Calmar ratio: Return relative to maximum drawdown	10.51	6.20	+4.31
Martin ratio: Return relative to average drawdown	37.16	22.37	+14.79

SHOC vs. QTUM - Sharpe Ratio Comparison

The current SHOC Sharpe Ratio is 4.40, which is higher than the QTUM Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of SHOC and QTUM, 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

SHOC vs. QTUM - Drawdown Comparison

The maximum SHOC drawdown since its inception was -37.54%, roughly equal to the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for SHOC and QTUM.

Drawdown Indicators

	SHOC	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-37.54%	-38.45%	+0.91%
Max Drawdown (1Y) Largest decline over 1 year	-14.59%	-15.26%	+0.67%
Max Drawdown (3Y) Largest decline over 3 years	-37.54%	-25.39%	-12.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-38.45%	—
Current Drawdown Current decline from peak	0.00%	-0.09%	+0.09%
Average Drawdown Average peak-to-trough decline	-7.44%	-8.23%	+0.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	4.22%	-0.10%

Volatility

SHOC vs. QTUM - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) has a higher volatility of 17.00% compared to Defiance Quantum ETF (QTUM) at 14.55%. This indicates that SHOC's price experiences larger fluctuations and is considered to be riskier than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHOC	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.00%	14.55%	+2.45%
Volatility (6M) Calculated over the trailing 6-month period	28.12%	23.47%	+4.65%
Volatility (1Y) Calculated over the trailing 1-year period	34.93%	28.95%	+5.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.86%	27.13%	+8.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.86%	27.46%	+8.40%

SHOC vs. QTUM - Expense Ratio Comparison

Both SHOC and QTUM have an expense ratio of 0.40%.

Dividends

SHOC vs. QTUM - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.13%, less than QTUM's 0.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QTUM Defiance Quantum ETF	0.70%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%
SHOC Strive U.S. Semiconductor ETF	0.13%	0.23%	0.35%	0.65%	0.24%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SHOC and QTUM in my portfolio?

SHOC and QTUM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHOC or QTUM?

SHOC has higher volatility (17.00%) compared to QTUM (14.55%). In terms of maximum drawdown, SHOC dropped -37.54% vs QTUM's -38.45%.

Which ETF is better, SHOC or QTUM?

On 3-year performance, SHOC leads with 56.12% vs 52.80% for QTUM. Both ETFs have the same 0.40% expense ratio. On volatility, QTUM has been the lower-risk option at 14.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SHOC or QTUM?

Over the 3-year period, SHOC has performed better with a 56.12% return vs 52.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SHOC or QTUM?

SHOC and QTUM have the same expense ratio: 0.40% per year.

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

QTUM has the higher dividend yield at 0.70%, compared with 0.13% for SHOC.

What is the main difference between SHOC and QTUM?

SHOC is categorized as Semiconductors, while QTUM is Technology Equities. SHOC tracks Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: Strive and Defiance.

Which has better risk-adjusted returns?

SHOC currently has the higher Sharpe Ratio (4.40 vs 3.27), 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.