TMAT vs. QTUM-USD
TMAT (Main Thematic Innovation ETF) is Technology Equities fund tracking the MSCI ACWI Index, while QTUM-USD (QTUM) is a cryptocurrency. Over the past 5 years, TMAT returned 6.35%/yr vs -42.02%/yr for QTUM-USD. At a 0.31 correlation, their price movements are largely independent.
Performance
TMAT vs. QTUM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, TMAT achieves a 24.35% return, which is significantly higher than QTUM-USD's -39.34% return.
TMAT
- 1D
- 2.35%
- 1M
- 16.43%
- YTD
- 24.35%
- 6M
- 21.41%
- 1Y
- 48.13%
- 3Y*
- 29.33%
- 5Y*
- 6.35%
- 10Y*
- —
QTUM-USD
- 1D
- -5.60%
- 1M
- -6.79%
- YTD
- -39.34%
- 6M
- -46.74%
- 1Y
- -60.73%
- 3Y*
- -32.78%
- 5Y*
- -42.02%
- 10Y*
- —
TMAT vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TMAT Main Thematic Innovation ETF | 24.35% | 20.06% | 27.20% | 32.32% | -39.29% | -17.01% |
QTUM-USD QTUM | -39.34% | -55.51% | -19.33% | 103.93% | -79.08% | 162.97% |
Correlation
The correlation between TMAT and QTUM-USD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2021 | 0.31 |
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Return for Risk
TMAT vs. QTUM-USD — Risk / Return Rank
TMAT
QTUM-USD
TMAT vs. QTUM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Main Thematic Innovation ETF (TMAT) and QTUM (QTUM-USD). 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.
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | -0.76 | +2.76 |
Sortino ratioReturn per unit of downside risk | 2.58 | -1.08 | +3.66 |
Omega ratioGain probability vs. loss probability | 1.32 | 0.89 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | -1.13 | +3.43 |
Martin ratioReturn relative to average drawdown | 5.39 | -1.52 | +6.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | -0.76 | +2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.45 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | -0.23 | +0.37 |
Drawdowns
TMAT vs. QTUM-USD - Drawdown Comparison
The maximum TMAT drawdown since its inception was -58.55%, smaller than the maximum QTUM-USD drawdown of -99.16%. Use the drawdown chart below to compare losses from any high point for TMAT and QTUM-USD.
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Drawdown Indicators
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -99.16% | +40.61% |
Max Drawdown (1Y)Largest decline over 1 year | -21.63% | -74.30% | +52.67% |
Max Drawdown (3Y)Largest decline over 3 years | -33.42% | -86.04% | +52.62% |
Max Drawdown (5Y)Largest decline over 5 years | -52.10% | -95.52% | +43.42% |
Current DrawdownCurrent decline from peak | 0.00% | -99.14% | +99.14% |
Average DrawdownAverage peak-to-trough decline | -32.24% | -93.27% | +61.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 49.77% | -40.56% |
Volatility
TMAT vs. QTUM-USD - Volatility Comparison
The current volatility for Main Thematic Innovation ETF (TMAT) is 7.12%, while QTUM (QTUM-USD) has a volatility of 17.06%. This indicates that TMAT experiences smaller price fluctuations and is considered to be less risky than QTUM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 17.06% | -9.94% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 50.05% | -33.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.25% | 66.37% | -42.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.54% | 78.42% | -47.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.63% | 99.44% | -68.81% |
Frequently Asked Questions
TMAT and QTUM-USD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM-USD has higher volatility (17.06%) compared to TMAT (7.12%). In terms of maximum drawdown, TMAT dropped -58.55% vs QTUM-USD's -99.16%.
TMAT currently has the higher Sharpe Ratio (2.00 vs -0.76), 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.
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