PortfoliosLab logoPortfoliosLab logo
XT vs. QTUM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XT vs. QTUM-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XT achieves a 16.76% return, which is significantly higher than QTUM-USD's -49.48% return.


XT

1D
-1.61%
1M
0.51%
6M
12.33%
YTD
16.76%
1Y
33.81%
3Y*
15.71%
5Y*
7.17%
10Y*
14.27%

QTUM-USD

1D
-2.35%
1M
-11.45%
6M
-51.37%
YTD
-49.48%
1Y
-70.53%
3Y*
-37.70%
5Y*
-35.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XT vs. QTUM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XT
iShares Future Exponential Technologies ETF
16.76%26.28%0.29%27.02%-27.83%16.43%35.10%30.74%-4.93%1.24%
QTUM-USD
Qtum
-49.48%-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 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 7676
Overall Rank
XT Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XT Sortino Ratio Rank: 7373
Sortino Ratio Rank
XT Omega Ratio Rank: 7272
Omega Ratio Rank
XT Calmar Ratio Rank: 7979
Calmar Ratio Rank
XT Martin Ratio Rank: 8282
Martin Ratio Rank

QTUM-USD
QTUM-USD Risk / Return Rank: 3333
Overall Rank
QTUM-USD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
QTUM-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
QTUM-USD Omega Ratio Rank: 3333
Omega Ratio Rank
QTUM-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
QTUM-USD Martin Ratio Rank: 3636
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.

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.


XTQTUM-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.83

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.34

0.85

+0.49

Calmar ratioReturn relative to maximum drawdown

3.25

-0.90

+4.15

Martin ratioReturn relative to average drawdown

12.61

-1.25

+13.86

XT vs. QTUM-USD - Sharpe Ratio Comparison

The current XT Sharpe Ratio is 1.95, which is higher than the QTUM-USD Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of XT and QTUM-USD, 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...

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 -99.30%. Use the drawdown chart below to compare losses from any high point for XT and QTUM-USD.


Loading charts...

Drawdown Indicators


XTQTUM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

-99.30%

+64.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-78.50%

+68.05%

Max Drawdown (3Y)

Largest decline over 3 years

-22.09%

-88.32%

+66.23%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-96.26%

+61.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-3.32%

-99.29%

+95.97%

Average Drawdown

Average peak-to-trough decline

-7.36%

-93.32%

+85.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

48.31%

-45.62%

Volatility

XT vs. QTUM-USD - Volatility Comparison

The current volatility for iShares Future Exponential Technologies ETF (XT) is 6.67%, while Qtum (QTUM-USD) has a volatility of 11.71%. 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.


Loading charts...

Volatility by Period


XTQTUM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

11.71%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

48.73%

-34.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

65.95%

-48.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

76.55%

-55.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

98.94%

-78.85%

Frequently Asked Questions


XT and QTUM-USD have a correlation of 0.28, 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 (11.71%) compared to XT (6.67%). In terms of maximum drawdown, XT dropped -34.41% vs QTUM-USD's -99.30%.

XT currently has the higher Sharpe Ratio (1.95 vs -0.89), 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.

Portfolio Optimizer

Find the right allocation for XT and QTUM-USD

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