GSGO vs. QARP
GSGO (Goldman Sachs Growth Opportunities ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both exchange-traded funds - GSGO is a Large Cap Growth Equities fund actively managed by Goldman Sachs, while QARP is a Quality Factor fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index. GSGO is actively managed, while QARP is passively managed. Their 0.66 correlation means they have sometimes moved together and sometimes differently. GSGO charges 0.45%/yr vs 0.19%/yr for QARP.
Performance
GSGO vs. QARP - Performance Comparison
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Returns By Period
In the year-to-date period, GSGO achieves a 6.78% return, which is significantly lower than QARP's 13.09% return.
GSGO
- 1D
- 1.78%
- 1M
- -2.59%
- 6M
- 7.57%
- YTD
- 6.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QARP
- 1D
- 0.52%
- 1M
- 1.69%
- 6M
- 8.81%
- YTD
- 13.09%
- 1Y
- 25.79%
- 3Y*
- 16.68%
- 5Y*
- 11.83%
- 10Y*
- —
- ALL TIME*
- 14.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $292.33K | $361.30K | $297.31K | |
| $110.48K | $118.49K | $177.11K |
GSGO vs. QARP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 6.78% | 0.81% |
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 13.09% | 3.02% |
Correlation
The correlation between GSGO and QARP is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.66 |
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Return for Risk
GSGO vs. QARP — Risk / Return Rank
GSGO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QARP
GSGO vs. QARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) 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.
| GSGO | QARP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.41 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.37 | — |
| Martin ratioReturn relative to average drawdown | — | 15.08 | — |
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Drawdowns
GSGO vs. QARP - Drawdown Comparison
The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for GSGO and QARP.
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Drawdown Indicators
| GSGO | QARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -35.44% | +21.56% |
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 DrawdownCurrent decline from peak | -5.75% | -0.14% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -4.37% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.62% | — |
Volatility
GSGO vs. QARP - Volatility Comparison
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Volatility by Period
| GSGO | QARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.59% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 10.71% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 15.52% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 19.51% | +0.18% |
GSGO vs. QARP - Expense Ratio Comparison
GSGO has a 0.45% expense ratio, which is higher than QARP's 0.19% expense ratio.
Dividends
GSGO vs. QARP - Dividend Comparison
GSGO has not paid dividends to shareholders, while QARP's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GSGO Goldman Sachs Growth Opportunities 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
GSGO and QARP have a correlation of 0.66, 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 0.45% for GSGO.
QARP has the higher dividend yield at 1.02%, compared with 0.00% for GSGO.
GSGO is categorized as Large Cap Growth Equities, while QARP is Quality Factor. They also come from different issuers: Goldman Sachs and Deutsche Bank. Their fees differ too: 0.45% for GSGO and 0.19% for QARP.
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