ESGG vs. QARP

Last updated Jul 17, 2026

ESGG (FlexShares STOXX Global ESG Select Index Fund) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Large Cap Growth Equities funds - ESGG tracks the STOXX Global ESG Select KPIs Index while QARP tracks the Russell 1000 2Qual/Val 5% Capped Factor Index. Both are passively managed. Over the past 5 years, ESGG returned 12.23%/yr vs 12.09%/yr for QARP. Their correlation of 0.87 suggests significant overlap in exposure. ESGG charges 0.42%/yr vs 0.19%/yr for QARP.

Performance

ESGG vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with ESGG having a 13.15% return and QARP slightly lower at 12.78%.

ESGG

• 1D: -0.60%
• 1M: -0.39%
• 6M: 11.83%
• YTD: 13.15%
• 1Y: 24.74%
• 3Y*: 19.37%
• 5Y*: 12.23%
• 10Y*: 13.82%

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)

ESGG vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ESGG FlexShares STOXX Global ESG Select Index Fund	13.15%	24.01%	14.48%	25.57%	-18.66%	23.76%	17.32%	29.10%	-7.94%
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 ESGG and QARP is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018	0.87

The correlation between ESGG and QARP has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

ESGG vs. QARP - Sectors Allocation Comparison

Sectors	ESGG	QARP
Technology	40.5%	23.5%
Financial Services	19.5%	12.1%
Healthcare	13.1%	13.9%
Industrials	6.6%	8.5%
Consumer Defensive	5.4%	9.6%
Consumer Cyclical	4.7%	9.6%
Energy	3.8%	5.8%
Basic Materials	2.2%	2.3%
Utilities	1.4%	2.0%
Real Estate	1.4%	1.0%
Communication Services	1.4%	11.3%

Return for Risk

ESGG vs. QARP — Risk / Return Rank

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

ESGG

ESGG Risk / Return Rank: 74
ESGG Sharpe Ratio Rank: 76
ESGG Sortino Ratio Rank: 76
ESGG Omega Ratio Rank: 73
ESGG Calmar Ratio Rank: 68
ESGG Martin Ratio Rank: 78

QARP

QARP Risk / Return Rank: 87
QARP Sharpe Ratio Rank: 90
QARP Sortino Ratio Rank: 89
QARP Omega Ratio Rank: 88
QARP Calmar Ratio Rank: 82
QARP Martin Ratio Rank: 89

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.

ESGG vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) 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.

	ESGG	QARP	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.38	-0.44
Sortino ratio: Return per unit of downside risk	2.72	3.34	-0.62
Omega ratio: Gain probability vs. loss probability	1.34	1.43	-0.09
Calmar ratio: Return relative to maximum drawdown	2.71	3.46	-0.75
Martin ratio: Return relative to average drawdown	11.51	15.38	-3.87

ESGG vs. QARP - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 1.93, which is comparable to the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ESGG 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.

Drawdowns

ESGG vs. QARP - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for ESGG and QARP.

Drawdown Indicators

	ESGG	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-35.44%	+3.13%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-7.26%	-1.90%
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	-15.65%	-1.06%
Max Drawdown (5Y) Largest decline over 5 years	-27.57%	-22.75%	-4.82%
Max Drawdown (10Y) Largest decline over 10 years	-32.31%	—	—
Current Drawdown Current decline from peak	-1.85%	0.00%	-1.85%
Average Drawdown Average peak-to-trough decline	-4.63%	-4.39%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	1.63%	+0.52%

Volatility

ESGG vs. QARP - Volatility Comparison

FlexShares STOXX Global ESG Select Index Fund (ESGG) has a higher volatility of 3.38% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that ESGG'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.

Volatility by Period

	ESGG	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.38%	2.76%	+0.62%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	8.22%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.86%	10.58%	+2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	15.54%	+0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	19.55%	-3.05%

ESGG vs. QARP - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is higher than QARP's 0.19% expense ratio.

Dividends

ESGG vs. QARP - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.30%, more than QARP's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGG FlexShares STOXX Global ESG Select Index Fund	1.30%	1.39%	1.84%	1.73%	1.83%	1.34%	1.36%	1.94%	2.12%	1.71%	0.87%
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

Can I hold both ESGG and QARP in my portfolio?

ESGG and QARP have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGG or QARP?

ESGG has higher volatility (3.38%) compared to QARP (2.76%). In terms of maximum drawdown, ESGG dropped -32.31% vs QARP's -35.44%.

Which ETF is better, ESGG or QARP?

On 5-year performance, ESGG leads with 12.23% vs 12.09% 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.

Which ETF has performed better, ESGG or QARP?

Over the 5-year period, ESGG has performed better with a 12.23% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGG or QARP?

QARP is cheaper with a 0.19% expense ratio, compared with 0.42% for ESGG.

Which ETF pays a higher dividend yield, ESGG or QARP?

ESGG has the higher dividend yield at 1.30%, compared with 1.02% for QARP.

What is the main difference between ESGG and QARP?

ESGG tracks STOXX Global ESG Select KPIs Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Northern Trust and Deutsche Bank. Their fees differ too: 0.42% for ESGG and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.38 vs 1.93), 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.