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Inception Date
Apr 5, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 1000 2Qual/Val 5% Capped Factor Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$75M

Share Price Chart


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Performance

QARP Performance Chart

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is up 10.4% since the beginning of the year. QARP is currently trading at $65 per share. Investors who bought $1,000 worth of QARP shares 5 years ago would now be looking at an investment worth $1,784.


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S&P 500 Index

Returns By Period

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) has returned 10.40% so far this year and 25.09% over the past 12 months.


Xtrackers Russell 1000 US Quality at a Reasonable Price ETF

1D
-0.02%
1M
2.45%
YTD
10.40%
6M
10.63%
1Y
25.09%
3Y*
18.56%
5Y*
12.28%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP Monthly Returns History

Based on dividend-adjusted daily data since Apr 5, 2018, QARP's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QARP closed higher 54% of trading days. The best single day was Mar 17, 2020 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -16.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.93%1.40%-4.99%8.28%2.01%-0.18%10.40%
20253.70%-0.74%-3.88%-2.49%3.13%3.64%0.52%3.67%2.19%1.34%2.04%0.40%13.99%
20241.01%4.70%3.54%-4.70%3.75%2.42%2.12%2.33%1.91%-1.93%6.56%-3.60%18.94%
20235.82%-2.96%4.41%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%2.76%-5.02%6.02%-0.52%5.48%31.82%

Benchmark Metrics

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF has an annualized alpha of 0.86%, beta of 0.97, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since April 06, 2018.

  • With beta of 0.97 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.86%
Beta
0.97
0.91
Upside Capture
99.98%
Downside Capture
98.47%

Expense Ratio

QARP has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

QARP ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QARP Risk / Return Rank: 7575
Overall Rank
QARP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 7777
Sortino Ratio Rank
QARP Omega Ratio Rank: 7272
Omega Ratio Rank
QARP Calmar Ratio Rank: 7070
Calmar Ratio Rank
QARP Martin Ratio Rank: 8080
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and compare them to S&P 500 Index.


QARPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.49

2.39

+0.10

Sortino ratio

Return per unit of downside risk

3.55

3.25

+0.29

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

3.55

3.11

+0.44

Martin ratio

Return relative to average drawdown

16.23

14.38

+1.85

Dividends

Dividend History

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF provided a 1.03% dividend yield over the last twelve months, with an annual payout of $0.67 per share.


1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.67$0.67$0.73$0.57$0.62$0.59$0.54$0.56$0.33

Dividend yield

1.03%1.14%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
2026$0.00$0.00$0.15$0.00$0.00$0.00$0.15
2025$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.18$0.67
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$0.12$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

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.


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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.

The current Xtrackers Russell 1000 US Quality at a Reasonable Price ETF drawdown is 0.92%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.44%Mar 2020
1mo 2d5mo 4d
6mo 6dFeb 2020 - Aug 2020
Bear market2022
-22.75%Sep 2022
9mo 4d9mo 28d
1y 6moDec 2021 - Jul 2023
Rate-hike selloffLate 2018
-17.29%Dec 2018
3mo 15d4mo 3d
7mo 18dSep 2018 - Apr 2019
2025 selloff2025
-15.65%Apr 2025
1mo 17d3mo 18d
5mo 5dFeb 2025 - Jul 2025
2020 pullback2020
-9.33%Oct 2020
1mo 25d13d
2mo 8dSep 2020 - Nov 2020

Drawdown Indicators


QARPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-56.78%

+21.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-9.10%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-18.90%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-25.43%

+2.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.92%

0.00%

-0.92%

Average Drawdown

Average peak-to-trough decline

-4.44%

-10.72%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.97%

-0.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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