VOO vs. QTUM

Last updated Jun 13, 2026

VOO (Vanguard S&P 500 ETF) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - VOO is a S&P 500 fund tracking the S&P 500 Index, while QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Both are passively managed. Over the past 5 years, VOO returned 13.43%/yr vs 28.09%/yr for QTUM. Their correlation of 0.83 suggests significant overlap in exposure. VOO charges 0.03%/yr vs 0.40%/yr for QTUM.

Performance

VOO vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) 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, VOO achieves a 9.08% return, which is significantly lower than QTUM's 47.39% return.

VOO

• 1D: 0.55%
• 1M: -0.07%
• YTD: 9.08%
• 6M: 9.44%
• 1Y: 24.36%
• 3Y*: 20.95%
• 5Y*: 13.43%
• 10Y*: 15.50%

QTUM

• 1D: 1.22%
• 1M: 9.88%
• YTD: 47.39%
• 6M: 45.72%
• 1Y: 82.93%
• 3Y*: 48.15%
• 5Y*: 28.09%
• 10Y*: —

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

VOO vs. QTUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VOO Vanguard S&P 500 ETF	9.08%	17.82%	24.98%	26.32%	-18.17%	28.79%	18.32%	31.37%	-12.86%
QTUM Defiance Quantum ETF	47.39%	36.65%	50.54%	39.86%	-28.80%	35.18%	42.05%	47.99%	-19.44%

Correlation

The correlation between VOO and QTUM is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018	0.83

The correlation between VOO and QTUM has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

VOO vs. QTUM - Sectors Allocation Comparison

Sectors	VOO	QTUM
Technology	35.7%	85.1%
Financial Services	11.6%	-
Communication Services	11.3%	4.9%
Consumer Cyclical	10.2%	0.7%
Healthcare	8.5%	0.6%
Industrials	8.3%	8.7%
Consumer Defensive	4.9%	-
Energy	3.5%	-
Utilities	2.4%	-
Real Estate	1.9%	-
Basic Materials	1.8%	-

Return for Risk

VOO vs. QTUM — Risk / Return Rank

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

VOO

VOO Risk / Return Rank: 70
VOO Sharpe Ratio Rank: 71
VOO Sortino Ratio Rank: 69
VOO Omega Ratio Rank: 71
VOO Calmar Ratio Rank: 63
VOO Martin Ratio Rank: 76

QTUM

QTUM Risk / Return Rank: 90
QTUM Sharpe Ratio Rank: 93
QTUM Sortino Ratio Rank: 87
QTUM Omega Ratio Rank: 87
QTUM Calmar Ratio Rank: 92
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.

VOO vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.

	VOO	QTUM	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.94	-0.94
Sortino ratio: Return per unit of downside risk	2.70	3.45	-0.75
Omega ratio: Gain probability vs. loss probability	1.36	1.46	-0.10
Calmar ratio: Return relative to maximum drawdown	2.75	5.46	-2.71
Martin ratio: Return relative to average drawdown	12.42	19.77	-7.34

VOO vs. QTUM - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is lower than the QTUM Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of VOO 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

VOO vs. QTUM - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for VOO and QTUM.

Drawdown Indicators

	VOO	QTUM	Difference
Max Drawdown Largest peak-to-trough decline	-33.99%	-38.45%	+4.46%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-15.26%	+6.36%
Max Drawdown (3Y) Largest decline over 3 years	-18.69%	-25.39%	+6.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	-38.45%	+13.93%
Max Drawdown (10Y) Largest decline over 10 years	-33.99%	—	—
Current Drawdown Current decline from peak	-2.34%	-4.42%	+2.08%
Average Drawdown Average peak-to-trough decline	-3.68%	-8.24%	+4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.97%	4.21%	-2.24%

Volatility

VOO vs. QTUM - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while Defiance Quantum ETF (QTUM) has a volatility of 14.18%. This indicates that VOO experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VOO	QTUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	14.18%	-9.84%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	23.17%	-13.59%
Volatility (1Y) Calculated over the trailing 1-year period	12.27%	28.39%	-16.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.88%	26.99%	-10.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	27.40%	-9.37%

VOO vs. QTUM - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than QTUM's 0.40% expense ratio.

Dividends

VOO vs. QTUM - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, more than QTUM's 0.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both VOO and QTUM in my portfolio?

VOO and QTUM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VOO or QTUM?

QTUM has higher volatility (14.18%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs QTUM's -38.45%.

Which ETF is better, VOO or QTUM?

On 5-year performance, QTUM leads with 28.09% vs 13.43% for VOO. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 4.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VOO or QTUM?

Over the 5-year period, QTUM has performed better with a 28.09% return vs 13.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VOO or QTUM?

VOO is cheaper with a 0.03% expense ratio, compared with 0.40% for QTUM.

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

VOO has the higher dividend yield at 1.05%, compared with 0.73% for QTUM.

What is the main difference between VOO and QTUM?

VOO is categorized as S&P 500, while QTUM is Technology Equities. VOO tracks S&P 500 Index, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: Vanguard and Defiance. Their fees differ too: 0.03% for VOO and 0.40% for QTUM.

Which has better risk-adjusted returns?

QTUM currently has the higher Sharpe Ratio (2.94 vs 1.99), 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.