PortfoliosLab logoPortfoliosLab logo

Documentation

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

XIU.TO vs. QTUM

Last updated Jun 9, 2026

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 14.33%/yr vs 31.47%/yr for QTUM. A 0.61 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.

Loading charts...

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 9.69% return, which is significantly lower than QTUM's 46.76% return.

XIU.TO

1D
0.26%
1M
2.33%
YTD
9.69%
6M
11.69%
1Y
31.18%
3Y*
22.55%
5Y*
14.33%
10Y*
12.76%

QTUM

1D
3.53%
1M
11.11%
YTD
46.76%
6M
40.31%
1Y
84.47%
3Y*
50.61%
5Y*
31.47%
10Y*
—
*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		9.69%28.89%20.73%11.85%-6.35%28.06%5.27%21.81%-9.58%
QTUM
Defiance Quantum ETF		46.76%30.41%63.29%36.54%-24.29%35.12%38.68%41.89%-16.27%

Correlation

The correlation between XIU.TO and QTUM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.53

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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2018

0.61

The correlation between XIU.TO and QTUM has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.

XIU.TO vs. QTUM - Sectors Allocation Comparison

Sectors
XIU.TO
QTUM

Financial Services

39.4%

-

Energy

18.6%

-

Basic Materials

13.3%

-

Technology

8.8%
85.1%

Industrials

7.9%
8.7%

Consumer Cyclical

4.1%
0.7%

Consumer Defensive

3.2%

-

Utilities

2.6%

-

Communication Services

2.0%
4.9%

Real Estate

0.2%

-

Healthcare

-

0.6%

Financial Services

XIU.TO
39.4%
QTUM

-

Energy

XIU.TO
18.6%
QTUM

-

Basic Materials

XIU.TO
13.3%
QTUM

-

Technology

XIU.TO
8.8%
QTUM
85.1%

Industrials

XIU.TO
7.9%
QTUM
8.7%

Consumer Cyclical

XIU.TO
4.1%
QTUM
0.7%

Consumer Defensive

XIU.TO
3.2%
QTUM

-

Utilities

XIU.TO
2.6%
QTUM

-

Communication Services

XIU.TO
2.0%
QTUM
4.9%

Real Estate

XIU.TO
0.2%
QTUM

-

Healthcare

XIU.TO

-

QTUM
0.6%

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. SCHD

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: 8686
Overall Rank
XIU.TO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XIU.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
XIU.TO Omega Ratio Rank: 8585
Omega Ratio Rank
XIU.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XIU.TO Martin Ratio Rank: 9090
Martin Ratio Rank
QTUM
QTUM Risk / Return Rank: 8989
Overall Rank
QTUM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8484
Sortino Ratio Rank
QTUM Omega Ratio Rank: 8585
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9191
Calmar Ratio Rank
QTUM Martin Ratio Rank: 9191
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.

XIU.TOQTUMDifference
Sharpe ratioReturn per unit of total volatility
2.62
3.04

-0.42

Sortino ratioReturn per unit of downside risk
3.49
3.56

-0.07

Omega ratioGain probability vs. loss probability

1.47

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

4.09

6.12

-2.02

Martin ratioReturn relative to average drawdown

18.93

21.04

-2.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIU.TO vs. QTUM - Sharpe Ratio Comparison

The current XIU.TO Sharpe Ratio is 2.62, which is comparable to the QTUM Sharpe Ratio of 3.04. 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.

Loading charts...

Sharpe Ratios by Period

XIU.TOQTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

3.04

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.15

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.04

-0.49

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.

Loading charts...

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%

-13.88%

+6.23%

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

-1.68%

-5.82%

+4.14%

Average Drawdown

Average peak-to-trough decline

-6.85%

-7.36%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

4.03%

-2.38%

Volatility

XIU.TO vs. QTUM - Volatility Comparison

The current volatility for iShares S&P/TSX 60 Index ETF (XIU.TO) is 3.96%, while Defiance Quantum ETF (QTUM) has a volatility of 13.61%. 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.

Loading charts...

Volatility by Period

XIU.TOQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

13.61%

-9.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

22.69%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

27.96%

-15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.82%

27.48%

-14.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

27.98%

-12.96%

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 2.21%, more than QTUM's 0.74% yield.

PositionTTM20252024202320222021202020192018201720162015
QTUM
Defiance Quantum ETF		0.74%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		2.21%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 0.53, 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.

Portfolio Optimizer

Find the right allocation for XIU.TO and QTUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer