XT vs. QTUM-USD
XT (iShares Future Exponential Technologies ETF) is Technology Equities fund tracking the Morningstar Exponential Technologies Index (Net), while QTUM-USD (Qtum) is a cryptocurrency. Over the past 5 years, XT returned 7.23%/yr vs -35.43%/yr for QTUM-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
XT vs. QTUM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XT achieves a 15.73% return, which is significantly higher than QTUM-USD's -48.39% return.
XT
- 1D
- -2.84%
- 1M
- -0.34%
- YTD
- 15.73%
- 6M
- 14.43%
- 1Y
- 37.71%
- 3Y*
- 17.73%
- 5Y*
- 7.23%
- 10Y*
- 14.88%
QTUM-USD
- 1D
- -1.70%
- 1M
- -22.26%
- YTD
- -48.39%
- 6M
- -45.22%
- 1Y
- -65.23%
- 3Y*
- -34.08%
- 5Y*
- -35.43%
- 10Y*
- —
XT vs. QTUM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XT iShares Future Exponential Technologies ETF | 15.73% | 26.28% | 0.29% | 27.02% | -27.83% | 16.43% | 35.10% | 30.74% | -4.93% | 1.24% |
QTUM-USD Qtum | -48.39% | -55.51% | -19.33% | 103.93% | -79.08% | 293.16% | 38.57% | -24.72% | -96.59% | 425.34% |
Correlation
The correlation between XT and QTUM-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.20 |
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Return for Risk
XT vs. QTUM-USD — Risk / Return Rank
XT
QTUM-USD
XT vs. QTUM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Future Exponential Technologies ETF (XT) 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.
| XT | QTUM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.00 | ||
| Sortino ratioReturn per unit of downside risk | +4.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.88 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | -0.83 | +4.46 |
| Martin ratioReturn relative to average drawdown | 14.43 | -1.22 | +15.65 |
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Drawdowns
XT vs. QTUM-USD - Drawdown Comparison
The maximum XT drawdown since its inception was -34.41%, smaller than the maximum QTUM-USD drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for XT and QTUM-USD.
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Drawdown Indicators
| XT | QTUM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.41% | -99.29% | +64.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -78.28% | +67.83% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -88.20% | +66.11% |
Max Drawdown (5Y)Largest decline over 5 years | -34.41% | -96.22% | +61.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.41% | — | — |
Current DrawdownCurrent decline from peak | -4.18% | -99.27% | +95.09% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -93.28% | +85.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 46.72% | -44.10% |
Volatility
XT vs. QTUM-USD - Volatility Comparison
The current volatility for iShares Future Exponential Technologies ETF (XT) is 8.14%, while Qtum (QTUM-USD) has a volatility of 19.73%. This indicates that XT 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
| XT | QTUM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 19.73% | -11.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 50.20% | -36.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 67.31% | -49.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.00% | 77.19% | -56.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.12% | 99.23% | -79.11% |
Frequently Asked Questions
XT and QTUM-USD have a correlation of 0.29, 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 (19.73%) compared to XT (8.14%). In terms of maximum drawdown, XT dropped -34.41% vs QTUM-USD's -99.29%.
XT currently has the higher Sharpe Ratio (2.19 vs -0.81), 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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