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XIU.TO vs. QTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XIU.TO vs. QTUM

Last updated Jul 21, 2026
Documentation

XIU.TO (iShares S&P/TSX 60 Index ETF) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - XIU.TO is a Canada Equities fund tracking the S&P/TSX 60 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, XIU.TO returned 14.62%/yr vs 27.44%/yr for QTUM. A 0.60 correlation means they provide meaningful diversification when combined. XIU.TO charges 0.18%/yr vs 0.40%/yr for QTUM.

Performance

XIU.TO vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX 60 Index ETF (XIU.TO) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIU.TO is traded in CAD, while QTUM is traded in USD. To make them comparable, the QTUM values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIU.TO achieves a 12.53% return, which is significantly lower than QTUM's 32.28% return.

XIU.TO

1D
-1.00%
1M
1.44%
6M
8.69%
YTD
12.53%
1Y
30.19%
3Y*
22.15%
5Y*
14.62%
10Y*
12.55%
ALL TIME*
9.36%

QTUM

1D
-0.49%
1M
-16.29%
6M
20.77%
YTD
32.28%
1Y
53.22%
3Y*
44.63%
5Y*
27.44%
10Y*
—
ALL TIME*
26.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIU.TO vs. QTUM - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XIU.TO
iShares S&P/TSX 60 Index ETF		12.53%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-9.47%
QTUM
Defiance Quantum ETF		32.28%30.41%63.29%36.54%-24.29%35.12%38.68%41.89%-16.71%

Correlation

The correlation between XIU.TO and QTUM is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2018

0.60

The correlation between XIU.TO and QTUM shifts across timeframes, from 0.49 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

XIU.TO vs. QTUM - Sectors Allocation Comparison

Sectors
XIU.TO
QTUM

Financial Services

43.1%
0.0%

Energy

16.7%

-

Basic Materials

11.9%

-

Technology

8.4%
81.4%

Industrials

7.8%
8.9%

Consumer Cyclical

4.1%
2.0%

Consumer Defensive

3.3%

-

Utilities

2.7%

-

Communication Services

1.8%
6.6%

Real Estate

0.2%

-

Healthcare

-

1.2%

Financial Services

XIU.TO
43.1%
QTUM
0.0%

Energy

XIU.TO
16.7%
QTUM

-

Basic Materials

XIU.TO
11.9%
QTUM

-

Technology

XIU.TO
8.4%
QTUM
81.4%

Industrials

XIU.TO
7.8%
QTUM
8.9%

Consumer Cyclical

XIU.TO
4.1%
QTUM
2.0%

Consumer Defensive

XIU.TO
3.3%
QTUM

-

Utilities

XIU.TO
2.7%
QTUM

-

Communication Services

XIU.TO
1.8%
QTUM
6.6%

Real Estate

XIU.TO
0.2%
QTUM

-

Healthcare

XIU.TO

-

QTUM
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P/TSX 60 Index ETF

Defiance Quantum ETF

Often compared with XIU.TO:
XIU.TO vs. XIC.TOXIU.TO vs. ZCN.TOXIU.TO vs. XDIV.TOXIU.TO vs. XSP.TOXIU.TO vs. HXT.TOXIU.TO vs. SPYXIU.TO vs. XIT.TO
Often compared with QTUM:
QTUM vs. QNTMQTUM vs. IONQQTUM vs. ARKQQTUM vs. FTECQTUM vs. WQTM.DEQTUM vs. RGTIQTUM vs. CHPX

Return for Risk

XIU.TO vs. QTUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XIU.TO
XIU.TO Risk / Return Rank: 9191
Overall Rank
XIU.TO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 9191
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8989
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9393
Martin Ratio Rank
QTUM
QTUM Risk / Return Rank: 6969
Overall Rank
QTUM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
QTUM Omega Ratio Rank: 6060
Omega Ratio Rank
QTUM Calmar Ratio Rank: 8080
Calmar Ratio Rank
QTUM Martin Ratio Rank: 7575
Martin Ratio Rank
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.

XIU.TO vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX 60 Index ETF (XIU.TO) 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.

XIU.TOQTUMDifference
Sharpe ratioReturn per unit of total volatility
2.52
1.74

+0.78

Sortino ratioReturn per unit of downside risk
3.36
2.30

+1.06

Omega ratioGain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratioReturn relative to maximum drawdown

3.96

3.14

+0.83

Martin ratioReturn relative to average drawdown

18.11

10.89

+7.22

XIU.TO vs. QTUM - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.52, which is higher than the QTUM Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of XIU.TO 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.

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Drawdowns

XIU.TO vs. QTUM - Drawdown Comparison

The maximum XIU.TO drawdown since its inception was -46.98%, which is greater than QTUM's maximum drawdown of -33.52%. Use the drawdown chart below to compare losses from any high point for XIU.TO and QTUM.

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Drawdown Indicators

XIU.TOQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-46.98%

-33.52%

-13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-17.04%

+9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-25.61%

+13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-33.52%

+17.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.46%

—

—

Current Drawdown

Current decline from peak

-1.28%

-17.04%

+15.76%

Average Drawdown

Average peak-to-trough decline

-6.85%

-7.38%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

4.91%

-3.24%

Volatility

XIU.TO vs. QTUM - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 2.16%, while Defiance Quantum ETF (QTUM) has a volatility of 11.10%. This indicates that XIU.TO 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.

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Volatility by Period

XIU.TOQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

11.10%

-8.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

25.66%

-16.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.07%

30.82%

-18.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

28.07%

-15.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

28.22%

-13.23%

XIU.TO vs. QTUM - Expense Ratio Comparison

XIU.TO has a 0.18% expense ratio, which is lower than QTUM's 0.40% expense ratio.

Dividends

XIU.TO vs. QTUM - Dividend Comparison

XIU.TO's dividend yield for the trailing twelve months is around 2.15%, more than QTUM's 0.83% yield.

PositionTTM20252024202320222021202020192018201720162015
QTUM
Defiance Quantum ETF		0.83%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.15%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

Frequently Asked Questions

XIU.TO and QTUM have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIU.TO is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIU.TO is cheaper with a 0.18% expense ratio, compared with 0.40% for QTUM.

XIU.TO is categorized as Canada Equities, while QTUM is Technology Equities. XIU.TO tracks S&P/TSX 60 Index, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.18% for XIU.TO and 0.40% for QTUM.

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