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ACSI vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACSI vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Customer Satisfaction ETF (ACSI) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACSI achieves a 15.03% return, which is significantly higher than QARP's 12.78% return.


ACSI

1D
0.33%
1M
2.72%
6M
13.13%
YTD
15.03%
1Y
23.32%
3Y*
18.46%
5Y*
9.61%
10Y*

QARP

1D
0.71%
1M
1.10%
6M
9.34%
YTD
12.78%
1Y
25.00%
3Y*
17.33%
5Y*
12.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACSI vs. QARP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ACSI
American Customer Satisfaction ETF
15.03%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-5.02%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
12.78%13.99%18.94%23.03%-14.62%31.82%14.83%30.70%-5.53%

Correlation

The correlation between ACSI and QARP is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.85

The correlation between ACSI and QARP has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.

ACSI vs. QARP - Sectors Allocation Comparison


Sectors
ACSI
QARP

Consumer Cyclical

24.2%
9.6%

Communication Services

15.4%
11.3%

Technology

12.5%
23.5%

Consumer Defensive

12.4%
9.6%

Financial Services

9.6%
12.1%

Healthcare

8.5%
13.9%

Industrials

7.3%
8.5%

Utilities

3.9%
2.0%

Energy

3.4%
5.8%

Basic Materials

-

2.3%

Real Estate

-

1.0%

Consumer Cyclical

ACSI
24.2%
QARP
9.6%

Communication Services

ACSI
15.4%
QARP
11.3%

Technology

ACSI
12.5%
QARP
23.5%

Consumer Defensive

ACSI
12.4%
QARP
9.6%

Financial Services

ACSI
9.6%
QARP
12.1%

Healthcare

ACSI
8.5%
QARP
13.9%

Industrials

ACSI
7.3%
QARP
8.5%

Utilities

ACSI
3.9%
QARP
2.0%

Energy

ACSI
3.4%
QARP
5.8%

Basic Materials

ACSI

-

QARP
2.3%

Real Estate

ACSI

-

QARP
1.0%

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Return for Risk

ACSI vs. QARP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACSI
ACSI Risk / Return Rank: 7878
Overall Rank
ACSI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 7979
Sortino Ratio Rank
ACSI Omega Ratio Rank: 7676
Omega Ratio Rank
ACSI Calmar Ratio Rank: 7575
Calmar Ratio Rank
ACSI Martin Ratio Rank: 7878
Martin Ratio Rank

QARP
QARP Risk / Return Rank: 8787
Overall Rank
QARP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 8989
Sortino Ratio Rank
QARP Omega Ratio Rank: 8888
Omega Ratio Rank
QARP Calmar Ratio Rank: 8282
Calmar Ratio Rank
QARP Martin Ratio Rank: 8989
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.

ACSI vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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.


ACSIQARPDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratioReturn relative to maximum drawdown

3.02

3.46

-0.44

Martin ratioReturn relative to average drawdown

11.61

15.38

-3.77

ACSI vs. QARP - Sharpe Ratio Comparison

The current ACSI Sharpe Ratio is 2.03, which is comparable to the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ACSI and QARP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACSI vs. QARP - Drawdown Comparison

The maximum ACSI drawdown since its inception was -34.49%, roughly equal to the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for ACSI and QARP.


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Drawdown Indicators


ACSIQARPDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-35.44%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-7.26%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.27%

-15.65%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-22.75%

-2.11%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.34%

-4.39%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.63%

+0.38%

Volatility

ACSI vs. QARP - Volatility Comparison

American Customer Satisfaction ETF (ACSI) has a higher volatility of 2.97% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that ACSI's price experiences larger fluctuations and is considered to be riskier than QARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACSIQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

2.76%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.22%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

10.58%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

15.54%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

19.55%

-2.19%

ACSI vs. QARP - Expense Ratio Comparison

ACSI has a 0.66% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

ACSI vs. QARP - Dividend Comparison

ACSI's dividend yield for the trailing twelve months is around 0.79%, less than QARP's 1.02% yield.


PositionTTM2025202420232022202120202019201820172016
ACSI
American Customer Satisfaction ETF
0.79%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.02%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%0.00%0.00%

Frequently Asked Questions


ACSI and QARP have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACSI has higher volatility (2.97%) compared to QARP (2.76%). In terms of maximum drawdown, ACSI dropped -34.49% vs QARP's -35.44%.

On 5-year performance, QARP leads with 12.09% vs 9.61% for ACSI. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QARP has performed better with a 12.09% return vs 9.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QARP is cheaper with a 0.19% expense ratio, compared with 0.66% for ACSI.

QARP has the higher dividend yield at 1.02%, compared with 0.79% for ACSI.

ACSI tracks American Customer Satisfaction Investable Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Exponential ETFs and Deutsche Bank. Their fees differ too: 0.66% for ACSI and 0.19% for QARP.

QARP currently has the higher Sharpe Ratio (2.38 vs 2.03), 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 ACSI and QARP

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