After deriving the isothermal Hellmann-Feynman theorem (IHFT) that is suitable for mixed states in a canonical ensemble, we use this theorem to obtain the isothermal magnetic-field sweep theorems for the free, average and trapping energies, and for the entropy, specific heat, pressure and atomic compressibility of stronglycorrelated ultra-cold quantum gases. In particular, we apply the sweep theorems to two-component Fermi gases in the weakly-interacting BCS and BEC limits, showing that the temperature dependence of the contact parameter can be determined by the variation of either the entropy or specific heat with respect to the scattering length. We also use the IHFT to obtain the Virial theorem in a canonical ensemble, and discuss its implications for quantum gases.