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CGGR vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGGR vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group Growth ETF (CGGR) 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, CGGR achieves a 3.64% return, which is significantly lower than QARP's 12.78% return.


CGGR

1D
-1.35%
1M
-1.23%
6M
2.71%
YTD
3.64%
1Y
12.38%
3Y*
21.07%
5Y*
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)

CGGR vs. QARP - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGGR
Capital Group Growth ETF
3.64%19.75%32.12%42.18%-14.68%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
12.78%13.99%18.94%23.03%-4.14%

Correlation

The correlation between CGGR and QARP is 0.77, 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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.86

The correlation between CGGR and QARP has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

CGGR vs. QARP - Sectors Allocation Comparison


Sectors
CGGR
QARP

Technology

38.5%
23.5%

Communication Services

17.3%
11.3%

Consumer Cyclical

13.7%
9.6%

Healthcare

9.4%
13.9%

Industrials

8.0%
8.5%

Financial Services

5.5%
12.1%

Basic Materials

2.3%
2.3%

Energy

2.1%
5.8%

Consumer Defensive

2.1%
9.6%

Real Estate

0.8%
1.0%

Utilities

0.4%
2.0%

Technology

CGGR
38.5%
QARP
23.5%

Communication Services

CGGR
17.3%
QARP
11.3%

Consumer Cyclical

CGGR
13.7%
QARP
9.6%

Healthcare

CGGR
9.4%
QARP
13.9%

Industrials

CGGR
8.0%
QARP
8.5%

Financial Services

CGGR
5.5%
QARP
12.1%

Basic Materials

CGGR
2.3%
QARP
2.3%

Energy

CGGR
2.1%
QARP
5.8%

Consumer Defensive

CGGR
2.1%
QARP
9.6%

Real Estate

CGGR
0.8%
QARP
1.0%

Utilities

CGGR
0.4%
QARP
2.0%

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Return for Risk

CGGR vs. QARP — Risk / Return Rank

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

CGGR
CGGR Risk / Return Rank: 2424
Overall Rank
CGGR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CGGR Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGGR Omega Ratio Rank: 2323
Omega Ratio Rank
CGGR Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGGR Martin Ratio Rank: 2727
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.

CGGR vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group Growth ETF (CGGR) 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.


CGGRQARPDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-2.28

Omega ratioGain probability vs. loss probability

1.14

1.43

-0.29

Calmar ratioReturn relative to maximum drawdown

0.82

3.46

-2.64

Martin ratioReturn relative to average drawdown

2.93

15.38

-12.46

CGGR vs. QARP - Sharpe Ratio Comparison

The current CGGR Sharpe Ratio is 0.70, which is lower than the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of CGGR 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

CGGR vs. QARP - Drawdown Comparison

The maximum CGGR drawdown since its inception was -28.90%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for CGGR and QARP.


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Drawdown Indicators


CGGRQARPDifference

Max Drawdown

Largest peak-to-trough decline

-28.90%

-35.44%

+6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-7.26%

-7.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-15.65%

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Current Drawdown

Current decline from peak

-3.52%

0.00%

-3.52%

Average Drawdown

Average peak-to-trough decline

-7.59%

-4.39%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

1.63%

+2.61%

Volatility

CGGR vs. QARP - Volatility Comparison

Capital Group Growth ETF (CGGR) has a higher volatility of 5.49% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that CGGR'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


CGGRQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

2.76%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

8.22%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.77%

10.58%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

15.54%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

19.55%

+2.40%

CGGR vs. QARP - Expense Ratio Comparison

CGGR has a 0.39% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

CGGR vs. QARP - Dividend Comparison

CGGR's dividend yield for the trailing twelve months is around 0.15%, less than QARP's 1.02% yield.


PositionTTM20252024202320222021202020192018
CGGR
Capital Group Growth ETF
0.15%0.10%0.33%0.40%0.33%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


CGGR and QARP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGGR has higher volatility (5.49%) compared to QARP (2.76%). In terms of maximum drawdown, CGGR dropped -28.90% vs QARP's -35.44%.

On 3-year performance, CGGR leads with 21.07% vs 17.33% for QARP. 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 3-year period, CGGR has performed better with a 21.07% return vs 17.33%. 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 0.39% for CGGR.

QARP has the higher dividend yield at 1.02%, compared with 0.15% for CGGR.

They also come from different issuers: Capital Group and Deutsche Bank. Their fees differ too: 0.39% for CGGR and 0.19% for QARP.

QARP currently has the higher Sharpe Ratio (2.38 vs 0.70), 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 CGGR and QARP

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