XT vs. QTUM-USD

Last updated Apr 3, 2026

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.

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.

XT vs. QTUM-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XT iShares Exponential Technologies ETF	-1.53%	26.28%	0.29%	27.02%	-27.83%	16.43%	35.10%	30.74%	-4.93%	2.32%
QTUM-USD QTUM	-34.44%	-55.51%	-19.33%	103.93%	-79.08%	293.16%	38.57%	-24.72%	-96.59%	422.64%

Returns By Period

In the year-to-date period, XT achieves a -1.53% return, which is significantly higher than QTUM-USD's -34.44% return.

XT

• 1D: -0.63%
• 1M: -2.60%
• YTD: -1.53%
• 6M: 0.46%
• 1Y: 27.79%
• 3Y*: 12.75%
• 5Y*: 4.79%
• 10Y*: 12.87%

QTUM-USD

• 1D: -6.53%
• 1M: -3.97%
• YTD: -34.44%
• 6M: -61.41%
• 1Y: -52.18%
• 3Y*: -34.50%
• 5Y*: -38.21%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XT vs. QTUM-USD — Risk / Return Rank

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

XT

XT Risk / Return Rank: 72
XT Sharpe Ratio Rank: 71
XT Sortino Ratio Rank: 73
XT Omega Ratio Rank: 69
XT Calmar Ratio Rank: 68
XT Martin Ratio Rank: 77

QTUM-USD

QTUM-USD Risk / Return Rank: 49
QTUM-USD Sharpe Ratio Rank: 39
QTUM-USD Sortino Ratio Rank: 42
QTUM-USD Omega Ratio Rank: 42
QTUM-USD Calmar Ratio Rank: 61
QTUM-USD Martin Ratio Rank: 60

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.

XT vs. QTUM-USD - Risk-Adjusted Trends 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.

	XT	QTUM-USD	Difference
Sharpe ratio Return per unit of total volatility	1.34	-0.64	+1.97
Sortino ratio Return per unit of downside risk	1.96	-0.69	+2.65
Omega ratio Gain probability vs. loss probability	1.27	0.93	+0.34
Calmar ratio Return relative to maximum drawdown	2.04	-1.01	+3.05
Martin ratio Return relative to average drawdown	9.47	-1.53	+11.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XT vs. QTUM-USD - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 1.34, which is higher than the QTUM-USD Sharpe Ratio of -0.64. 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.

Sharpe Ratios by Period

	XT	QTUM-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	-0.64	+1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	-0.36	+0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	-0.22	+0.78

Correlation

The correlation between XT and QTUM-USD is 0.20, 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.

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 -99.16%. Use the drawdown chart below to compare losses from any high point for XT and QTUM-USD.

Drawdown Indicators

	XT	QTUM-USD	Difference
Max Drawdown Largest peak-to-trough decline	-34.41%	-99.16%	+64.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-74.30%	+63.85%
Max Drawdown (5Y) Largest decline over 5 years	-34.41%	-97.08%	+62.67%
Max Drawdown (10Y) Largest decline over 10 years	-34.41%	—	—
Current Drawdown Current decline from peak	-6.51%	-99.07%	+92.56%
Average Drawdown Average peak-to-trough decline	-7.50%	-93.16%	+85.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	49.23%	-46.19%

Volatility

XT vs. QTUM-USD - Volatility Comparison

The current volatility for iShares Exponential Technologies ETF (XT) is 6.78%, while QTUM (QTUM-USD) has a volatility of 21.63%. 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.

Volatility by Period

	XT	QTUM-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	21.63%	-14.85%
Volatility (6M) Calculated over the trailing 6-month period	12.35%	62.45%	-50.10%
Volatility (1Y) Calculated over the trailing 1-year period	20.91%	68.39%	-47.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.67%	87.61%	-66.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.01%	100.20%	-80.19%