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XSW vs. QTUM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSW vs. QTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Software & Services ETF (XSW) and Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

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XSW vs. QTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XSW
SPDR S&P Software & Services ETF
-23.97%-0.90%25.81%38.60%-34.22%7.47%52.41%36.50%-16.76%
QTUM
Defiance Quantum ETF
-1.95%36.65%50.54%39.86%-28.80%35.18%42.05%47.99%-19.02%

Returns By Period

In the year-to-date period, XSW achieves a -23.97% return, which is significantly lower than QTUM's -1.95% return.


XSW

1D
2.63%
1M
-5.49%
YTD
-23.97%
6M
-28.05%
1Y
-10.96%
3Y*
5.07%
5Y*
-2.31%
10Y*
11.83%

QTUM

1D
5.03%
1M
-7.65%
YTD
-1.95%
6M
2.90%
1Y
45.59%
3Y*
33.36%
5Y*
18.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSW vs. QTUM - Expense Ratio Comparison

XSW has a 0.35% expense ratio, which is lower than QTUM's 0.40% expense ratio.


Return for Risk

XSW vs. QTUM — Risk / Return Rank

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

XSW
XSW Risk / Return Rank: 66
Overall Rank
XSW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XSW Sortino Ratio Rank: 66
Sortino Ratio Rank
XSW Omega Ratio Rank: 66
Omega Ratio Rank
XSW Calmar Ratio Rank: 66
Calmar Ratio Rank
XSW Martin Ratio Rank: 44
Martin Ratio Rank

QTUM
QTUM Risk / Return Rank: 8585
Overall Rank
QTUM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8585
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7979
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9090
Calmar Ratio Rank
QTUM Martin Ratio Rank: 8888
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.

XSW vs. QTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Software & Services ETF (XSW) 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.


XSWQTUMDifference

Sharpe ratio

Return per unit of total volatility

-0.36

1.54

-1.91

Sortino ratio

Return per unit of downside risk

-0.33

2.17

-2.50

Omega ratio

Gain probability vs. loss probability

0.96

1.29

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.38

2.91

-3.28

Martin ratio

Return relative to average drawdown

-1.01

10.27

-11.27

XSW vs. QTUM - Sharpe Ratio Comparison

The current XSW Sharpe Ratio is -0.36, which is lower than the QTUM Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XSW and QTUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XSWQTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

1.54

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.71

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.83

-0.26

Correlation

The correlation between XSW and QTUM is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XSW vs. QTUM - Dividend Comparison

XSW's dividend yield for the trailing twelve months is around 0.05%, less than QTUM's 1.09% yield.


TTM20252024202320222021202020192018201720162015
XSW
SPDR S&P Software & Services ETF
0.05%0.06%0.07%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%
QTUM
Defiance Quantum ETF
1.09%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%

Drawdowns

XSW vs. QTUM - Drawdown Comparison

The maximum XSW drawdown since its inception was -45.38%, which is greater than QTUM's maximum drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for XSW and QTUM.


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Drawdown Indicators


XSWQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-45.38%

-38.45%

-6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-32.64%

-15.26%

-17.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

-38.45%

-6.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.38%

Current Drawdown

Current decline from peak

-30.67%

-11.00%

-19.67%

Average Drawdown

Average peak-to-trough decline

-9.66%

-8.40%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.18%

4.32%

+7.86%

Volatility

XSW vs. QTUM - Volatility Comparison

The current volatility for SPDR S&P Software & Services ETF (XSW) is 7.84%, while Defiance Quantum ETF (QTUM) has a volatility of 10.18%. This indicates that XSW 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


XSWQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

10.18%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.51%

20.80%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

30.30%

29.67%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.21%

26.23%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.87%

27.05%

-1.18%