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Xtrackers Russell 1000 US Quality at a Reasonable ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) has returned 0.13% so far this year and 15.36% over the past 12 months.


Xtrackers Russell 1000 US Quality at a Reasonable Price ETF

1D
2.20%
1M
-4.99%
YTD
0.13%
6M
3.95%
1Y
15.36%
3Y*
15.93%
5Y*
11.09%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 5, 2018, QARP's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 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%0.13%
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 1.51%, 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
1.51%
Beta
0.97
0.91
Upside Capture
102.96%
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 57 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QARP Risk / Return Rank: 5757
Overall Rank
QARP Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 5555
Sortino Ratio Rank
QARP Omega Ratio Rank: 5656
Omega Ratio Rank
QARP Calmar Ratio Rank: 5555
Calmar Ratio Rank
QARP Martin Ratio Rank: 6767
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 a chosen benchmark (S&P 500 Index).


QARPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.90

+0.08

Sortino ratio

Return per unit of downside risk

1.49

1.39

+0.11

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.40

+0.06

Martin ratio

Return relative to average drawdown

6.99

6.61

+0.39

Explore QARP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF provided a 1.14% 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

1.14%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$0.15
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 5.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.44%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-22.75%Dec 30, 2021190Sep 30, 2022203Jul 25, 2023393
-17.29%Sep 7, 201874Dec 21, 201882Apr 23, 2019156
-15.65%Feb 20, 202534Apr 8, 202574Jul 25, 2025108
-9.33%Sep 3, 202039Oct 28, 20209Nov 10, 202048

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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