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 4.94%/yr vs -35.76%/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 16.07% return, which is significantly higher than QTUM-USD's -49.48% return.
TMAT
- 1D
- -1.99%
- 1M
- -1.39%
- 6M
- 11.11%
- YTD
- 16.07%
- 1Y
- 23.61%
- 3Y*
- 22.40%
- 5Y*
- 4.94%
- 10Y*
- —
QTUM-USD
- 1D
- -2.35%
- 1M
- -11.45%
- 6M
- -51.37%
- YTD
- -49.48%
- 1Y
- -70.53%
- 3Y*
- -37.70%
- 5Y*
- -35.76%
- 10Y*
- —
TMAT vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TMAT Main Thematic Innovation ETF | 16.07% | 20.06% | 27.20% | 32.32% | -39.29% | -18.01% |
QTUM-USD Qtum | -49.48% | -55.51% | -19.33% | 103.93% | -79.08% | 167.06% |
Correlation
The correlation between TMAT and QTUM-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 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.
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.
| TMAT | QTUM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.85 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.90 | +1.99 |
| Martin ratioReturn relative to average drawdown | 2.53 | -1.25 | +3.77 |
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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 -99.30%. 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% | -99.30% | +40.75% |
Max Drawdown (1Y)Largest decline over 1 year | -21.63% | -78.50% | +56.87% |
Max Drawdown (3Y)Largest decline over 3 years | -33.42% | -88.32% | +54.90% |
Max Drawdown (5Y)Largest decline over 5 years | -51.86% | -96.26% | +44.40% |
Current DrawdownCurrent decline from peak | -7.64% | -99.29% | +91.65% |
Average DrawdownAverage peak-to-trough decline | -31.67% | -93.32% | +61.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.37% | 48.31% | -38.94% |
Volatility
TMAT vs. QTUM-USD - Volatility Comparison
The current volatility for Main Thematic Innovation ETF (TMAT) is 11.01%, while Qtum (QTUM-USD) has a volatility of 11.71%. 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 | 11.01% | 11.71% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.13% | 48.73% | -28.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.60% | 65.95% | -39.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.02% | 76.55% | -45.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.81% | 98.94% | -68.13% |
Frequently Asked Questions
TMAT and QTUM-USD have a correlation of 0.28, 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 (11.71%) compared to TMAT (11.01%). In terms of maximum drawdown, TMAT dropped -58.55% vs QTUM-USD's -99.30%.
TMAT currently has the higher Sharpe Ratio (0.89 vs -0.89), 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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