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Xtrackers Russell 1000 US Quality at a Reasonable ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Deutsche Bank

Inception Date

Apr 5, 2018

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 1000 2Qual/Val 5% Capped Factor Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

QARP has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for QARP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
QARP vs. OMFL QARP vs. SPHQ QARP vs. VOO QARP vs. IWY QARP vs. IWB QARP vs. dgrw QARP vs. ROBT QARP vs. SPY QARP vs. XMHQ QARP vs. cowz
Popular comparisons:
QARP vs. OMFL QARP vs. SPHQ QARP vs. VOO QARP vs. IWY QARP vs. IWB QARP vs. dgrw QARP vs. ROBT QARP vs. SPY QARP vs. XMHQ QARP vs. cowz

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers Russell 1000 US Quality at a Reasonable Price ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.57%
10.30%
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF had a return of 4.88% year-to-date (YTD) and 20.83% in the last 12 months.


QARP

YTD

4.88%

1M

2.95%

6M

8.99%

1Y

20.83%

5Y*

14.42%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of QARP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.70%4.88%
20241.01%4.70%3.54%-4.70%3.75%2.42%2.12%2.33%1.91%-1.93%6.56%-3.60%18.95%
20235.82%-2.96%4.42%1.81%-1.10%6.38%3.74%-1.30%-3.33%-3.08%6.87%4.49%23.03%
2022-4.97%-2.97%4.09%-7.44%-0.11%-8.14%8.60%-3.52%-9.01%8.99%6.35%-5.23%-14.62%
2021-0.89%5.29%5.21%4.37%1.35%2.30%2.20%2.75%-5.02%6.02%-0.52%5.48%31.83%
2020-1.67%-8.30%-13.55%13.04%6.32%1.58%3.65%7.55%-4.22%-3.22%12.38%3.92%14.83%
20198.24%3.63%1.16%2.87%-7.01%7.18%2.15%-1.92%2.25%2.61%3.89%2.87%30.70%
2018-0.68%2.21%1.03%3.19%3.10%0.57%-6.10%1.17%-9.37%-5.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, QARP is among the top 23% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of QARP is 7777
Overall Rank
The Sharpe Ratio Rank of QARP is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of QARP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of QARP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of QARP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of QARP is 7676
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for QARP, currently valued at 1.86, compared to the broader market0.002.004.001.861.74
The chart of Sortino ratio for QARP, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.522.35
The chart of Omega ratio for QARP, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.32
The chart of Calmar ratio for QARP, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.092.61
The chart of Martin ratio for QARP, currently valued at 10.18, compared to the broader market0.0020.0040.0060.0080.00100.0010.1810.66
QARP
^GSPC

The current Xtrackers Russell 1000 US Quality at a Reasonable Price ETF Sharpe ratio is 1.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers Russell 1000 US Quality at a Reasonable Price ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.86
1.74
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


1.30%1.40%1.50%1.60%1.70%1.80%$0.00$0.20$0.40$0.60$0.802018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.73$0.73$0.57$0.62$0.59$0.54$0.56$0.33

Dividend yield

1.33%1.39%1.28%1.68%1.34%1.61%1.85%1.39%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.22$0.73
2023$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.16$0.57
2022$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.19$0.62
2021$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.20$0.59
2020$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.17$0.54
2019$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.19$0.56
2018$0.08$0.00$0.00$0.11$0.00$0.00$0.14$0.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February00
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers Russell 1000 US Quality at a Reasonable Price ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers Russell 1000 US Quality at a Reasonable Price ETF was 35.44%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.44%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-22.75%Dec 30, 2021188Sep 30, 2022193Jul 25, 2023381
-17.29%Sep 7, 201874Dec 21, 201882Apr 23, 2019156
-9.33%Sep 3, 202039Oct 28, 20209Nov 10, 202048
-9.12%Aug 1, 202363Oct 27, 202332Dec 13, 202395

Volatility

Volatility Chart

The current Xtrackers Russell 1000 US Quality at a Reasonable Price ETF volatility is 2.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.33%
3.07%
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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