KRMA vs. QARP

Last updated Jul 18, 2026

KRMA (Global X Conscious Companies ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Large Cap Growth Equities funds - KRMA tracks the Concinnity Conscious Companies Index GTR Index while QARP tracks the Russell 1000 2Qual/Val 5% Capped Factor Index. Both are passively managed. Over the past 5 years, KRMA returned 10.10%/yr vs 11.95%/yr for QARP. Their correlation of 0.88 suggests significant overlap in exposure. KRMA charges 0.43%/yr vs 0.19%/yr for QARP.

Performance

KRMA vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Conscious Companies ETF (KRMA) 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

In the year-to-date period, KRMA achieves a 10.25% return, which is significantly lower than QARP's 12.07% return.

KRMA

• 1D: -0.74%
• 1M: 2.00%
• 6M: 9.15%
• YTD: 10.25%
• 1Y: 19.46%
• 3Y*: 16.14%
• 5Y*: 10.10%
• 10Y*: 13.60%

QARP

• 1D: -0.63%
• 1M: 2.08%
• 6M: 9.01%
• YTD: 12.07%
• 1Y: 23.49%
• 3Y*: 16.84%
• 5Y*: 11.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KRMA vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
KRMA Global X Conscious Companies ETF	10.25%	13.98%	18.12%	22.08%	-18.96%	27.71%	17.53%	30.07%	-4.38%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	12.07%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%

Correlation

The correlation between KRMA and QARP is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.88
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	0.88

The correlation between KRMA and QARP has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

KRMA vs. QARP - Sectors Allocation Comparison

Sectors	KRMA	QARP
Technology	41.0%	23.5%
Financial Services	12.5%	12.1%
Consumer Cyclical	11.1%	9.6%
Healthcare	9.4%	13.9%
Communication Services	8.8%	11.3%
Industrials	5.9%	8.5%
Consumer Defensive	3.6%	9.6%
Energy	2.4%	5.8%
Basic Materials	2.0%	2.3%
Real Estate	2.0%	1.0%
Utilities	1.0%	2.0%

Return for Risk

KRMA vs. QARP — Risk / Return Rank

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

KRMA

KRMA Risk / Return Rank: 59
KRMA Sharpe Ratio Rank: 60
KRMA Sortino Ratio Rank: 58
KRMA Omega Ratio Rank: 57
KRMA Calmar Ratio Rank: 58
KRMA Martin Ratio Rank: 62

QARP

QARP Risk / Return Rank: 85
QARP Sharpe Ratio Rank: 87
QARP Sortino Ratio Rank: 87
QARP Omega Ratio Rank: 85
QARP Calmar Ratio Rank: 80
QARP Martin Ratio Rank: 88

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.

KRMA vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) 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.

	KRMA	QARP	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.23	-0.69
Sortino ratio: Return per unit of downside risk	2.15	3.15	-0.99
Omega ratio: Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio: Return relative to maximum drawdown	2.27	3.25	-0.98
Martin ratio: Return relative to average drawdown	8.30	14.45	-6.15

KRMA vs. QARP - Sharpe Ratio Comparison

The current KRMA Sharpe Ratio is 1.54, which is lower than the QARP Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of KRMA 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

KRMA vs. QARP - Drawdown Comparison

The maximum KRMA drawdown since its inception was -36.16%, roughly equal to the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for KRMA and QARP.

Drawdown Indicators

	KRMA	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-36.16%	-35.44%	-0.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-7.26%	-1.36%
Max Drawdown (3Y) Largest decline over 3 years	-19.41%	-15.65%	-3.76%
Max Drawdown (5Y) Largest decline over 5 years	-26.12%	-22.75%	-3.37%
Max Drawdown (10Y) Largest decline over 10 years	-36.16%	—	—
Current Drawdown Current decline from peak	-2.40%	-0.63%	-1.77%
Average Drawdown Average peak-to-trough decline	-4.89%	-4.39%	-0.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	1.63%	+0.72%

Volatility

KRMA vs. QARP - Volatility Comparison

Global X Conscious Companies ETF (KRMA) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) have volatilities of 2.92% and 2.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KRMA	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.84%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	8.25%	+1.77%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	10.60%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.23%	15.54%	+1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.47%	19.55%	-1.08%

KRMA vs. QARP - Expense Ratio Comparison

KRMA has a 0.43% expense ratio, which is higher than QARP's 0.19% expense ratio.

Dividends

KRMA vs. QARP - Dividend Comparison

KRMA's dividend yield for the trailing twelve months is around 2.38%, more than QARP's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KRMA Global X Conscious Companies ETF	2.38%	2.59%	0.91%	1.16%	0.86%	1.07%	0.96%	1.52%	1.82%	1.21%	0.96%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.03%	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 KRMA and QARP in my portfolio?

KRMA and QARP have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KRMA or QARP?

KRMA has higher volatility (2.92%) compared to QARP (2.84%). In terms of maximum drawdown, KRMA dropped -36.16% vs QARP's -35.44%.

Which ETF is better, KRMA or QARP?

On 5-year performance, QARP leads with 11.95% vs 10.10% for KRMA. On fees, QARP is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KRMA or QARP?

Over the 5-year period, QARP has performed better with a 11.95% return vs 10.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KRMA or QARP?

QARP is cheaper with a 0.19% expense ratio, compared with 0.43% for KRMA.

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

KRMA has the higher dividend yield at 2.38%, compared with 1.03% for QARP.

What is the main difference between KRMA and QARP?

KRMA tracks Concinnity Conscious Companies Index GTR Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Global X and Deutsche Bank. Their fees differ too: 0.43% for KRMA and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.23 vs 1.54), 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.