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XT vs. QTUM-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XT and QTUM-USD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

XT vs. QTUM-USD

Last updated Jun 1, 2025

Compare and contrast key facts about iShares Exponential Technologies ETF (XT) and QTUM (QTUM-USD).

XT is a passively managed fund by iShares that tracks the performance of the Morningstar Exponential Technologies Index. It was launched on Mar 19, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XT or QTUM-USD.

Performance

XT vs. QTUM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Exponential Technologies ETF (XT) and QTUM (QTUM-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XT:

0.26

QTUM-USD:

-0.48

Sortino Ratio

XT:

0.39

QTUM-USD:

0.31

Omega Ratio

XT:

1.05

QTUM-USD:

1.03

Calmar Ratio

XT:

0.15

QTUM-USD:

0.00

Martin Ratio

XT:

0.63

QTUM-USD:

-0.59

Ulcer Index

XT:

5.75%

QTUM-USD:

44.98%

Daily Std Dev

XT:

22.17%

QTUM-USD:

77.94%

Max Drawdown

XT:

-34.41%

QTUM-USD:

-98.90%

Current Drawdown

XT:

-6.95%

QTUM-USD:

-97.91%

Returns By Period

In the year-to-date period, XT achieves a 2.63% return, which is significantly higher than QTUM-USD's -34.09% return.

XT

YTD

2.63%

1M

5.93%

6M

-0.28%

1Y

6.09%

3Y*

6.21%

5Y*

8.10%

10Y*

9.94%

QTUM-USD

YTD

-34.09%

1M

-10.10%

6M

-49.50%

1Y

-43.36%

3Y*

-21.90%

5Y*

2.50%

10Y*

N/A

*Annualized

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iShares Exponential Technologies ETF

QTUM

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XT vs. QTUM-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XT
The Risk-Adjusted Performance Rank of XT is 2424
Overall Rank
The Sharpe Ratio Rank of XT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of XT is 2323
Sortino Ratio Rank
The Omega Ratio Rank of XT is 2323
Omega Ratio Rank
The Calmar Ratio Rank of XT is 2323
Calmar Ratio Rank
The Martin Ratio Rank of XT is 2525
Martin Ratio Rank
QTUM-USD
The Risk-Adjusted Performance Rank of QTUM-USD is 3030
Overall Rank
The Sharpe Ratio Rank of QTUM-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of QTUM-USD is 3838
Sortino Ratio Rank
The Omega Ratio Rank of QTUM-USD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of QTUM-USD is 33
Calmar Ratio Rank
The Martin Ratio Rank of QTUM-USD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XT vs. QTUM-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 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.

The current XT Sharpe Ratio is 0.26, which is higher than the QTUM-USD Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of XT and QTUM-USD, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -98.90%. Use the drawdown chart below to compare losses from any high point for XT and QTUM-USD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XT vs. QTUM-USD - Volatility Comparison

The current volatility for iShares Exponential Technologies ETF (XT) is 4.92%, while QTUM (QTUM-USD) has a volatility of 21.94%. 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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