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GRW vs. QARP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRW vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Durable Growth ETF (GRW) 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


GRW

1D
0.18%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

QARP

1D
0.89%
1M
2.56%
YTD
11.32%
6M
11.66%
1Y
26.25%
3Y*
19.06%
5Y*
12.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRW vs. QARP - Yearly Performance Comparison


Correlation

The correlation between GRW and QARP is -0.60, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-0.60

GRW vs. QARP - Sectors Allocation Comparison


Sectors
GRW
QARP

Industrials

38.1%
9.0%

Technology

26.6%
21.9%

Financial Services

9.8%
9.9%

Communication Services

9.1%
14.7%

Consumer Cyclical

8.3%
13.2%

Healthcare

4.1%
11.3%

Basic Materials

4.0%
2.1%

Consumer Defensive

-

10.5%

Energy

-

6.5%

Real Estate

-

0.6%

Utilities

-

0.3%

Industrials

GRW
38.1%
QARP
9.0%

Technology

GRW
26.6%
QARP
21.9%

Financial Services

GRW
9.8%
QARP
9.9%

Communication Services

GRW
9.1%
QARP
14.7%

Consumer Cyclical

GRW
8.3%
QARP
13.2%

Healthcare

GRW
4.1%
QARP
11.3%

Basic Materials

GRW
4.0%
QARP
2.1%

Consumer Defensive

GRW

-

QARP
10.5%

Energy

GRW

-

QARP
6.5%

Real Estate

GRW

-

QARP
0.6%

Utilities

GRW

-

QARP
0.3%

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Return for Risk

GRW vs. QARP — Risk / Return Rank

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

GRW

QARP
QARP Risk / Return Rank: 7979
Overall Rank
QARP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 8282
Sortino Ratio Rank
QARP Omega Ratio Rank: 7777
Omega Ratio Rank
QARP Calmar Ratio Rank: 7474
Calmar Ratio Rank
QARP Martin Ratio Rank: 8383
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.

GRW vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Durable Growth ETF (GRW) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GRW vs. QARP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GRWQARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

13.58

0.73

+12.85

Drawdowns

GRW vs. QARP - Drawdown Comparison

The maximum GRW drawdown since its inception was -0.45%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for GRW and QARP.


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Drawdown Indicators


GRWQARPDifference

Max Drawdown

Largest peak-to-trough decline

-0.45%

-35.44%

+34.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Current Drawdown

Current decline from peak

-0.27%

-0.10%

-0.17%

Average Drawdown

Average peak-to-trough decline

-0.17%

-4.44%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

Volatility

GRW vs. QARP - Volatility Comparison


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Volatility by Period


GRWQARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.89%

10.38%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

15.51%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

19.65%

-10.76%

GRW vs. QARP - Expense Ratio Comparison

GRW has a 0.75% expense ratio, which is higher than QARP's 0.19% expense ratio.


Dividends

GRW vs. QARP - Dividend Comparison

GRW has not paid dividends to shareholders, while QARP's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024202320222021202020192018
GRW
TCW Durable Growth ETF
0.00%0.00%0.00%0.00%0.00%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


GRW and QARP have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QARP is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QARP is cheaper with a 0.19% expense ratio, compared with 0.75% for GRW.

QARP has the higher dividend yield at 1.02%, compared with 0.00% for GRW.

They also come from different issuers: TCW and Deutsche Bank. Their fees differ too: 0.75% for GRW and 0.19% for QARP.

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Find the right allocation for GRW and QARP

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