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QARP vs. ACGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QARP vs. ACGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and American Century Large Cap Growth ETF (ACGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QARP achieves a 9.07% return, which is significantly higher than ACGR's 2.14% return.


QARP

1D
-0.90%
1M
-1.62%
YTD
9.07%
6M
8.59%
1Y
23.23%
3Y*
17.59%
5Y*
11.76%
10Y*

ACGR

1D
-1.21%
1M
-4.20%
YTD
2.14%
6M
1.12%
1Y
17.42%
3Y*
18.74%
5Y*
13.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP vs. ACGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
9.07%13.99%18.94%23.03%-14.62%31.82%11.52%
ACGR
American Century Large Cap Growth ETF
2.14%14.50%26.66%43.24%-30.13%39.24%11.27%

Correlation

The correlation between QARP and ACGR is 0.75, 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

0.75

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

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.72

The correlation between QARP and ACGR shifts across timeframes, from 0.72 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

QARP vs. ACGR — Risk / Return Rank

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

QARP
QARP Risk / Return Rank: 7373
Overall Rank
QARP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 7474
Sortino Ratio Rank
QARP Omega Ratio Rank: 7070
Omega Ratio Rank
QARP Calmar Ratio Rank: 6868
Calmar Ratio Rank
QARP Martin Ratio Rank: 7979
Martin Ratio Rank

ACGR
ACGR Risk / Return Rank: 2929
Overall Rank
ACGR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ACGR Sortino Ratio Rank: 3030
Sortino Ratio Rank
ACGR Omega Ratio Rank: 3030
Omega Ratio Rank
ACGR Calmar Ratio Rank: 2525
Calmar Ratio Rank
ACGR Martin Ratio Rank: 2828
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.

QARP vs. ACGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and American Century Large Cap Growth ETF (ACGR). 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.


QARPACGRDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

3.21

1.10

+2.11

Martin ratioReturn relative to average drawdown

14.41

3.64

+10.77

QARP vs. ACGR - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.18, which is higher than the ACGR Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of QARP and ACGR, 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

QARP vs. ACGR - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum ACGR drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for QARP and ACGR.


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Drawdown Indicators


QARPACGRDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-34.54%

-0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-15.84%

+8.58%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-24.58%

+8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-34.54%

+11.79%

Current Drawdown

Current decline from peak

-2.39%

-6.48%

+4.09%

Average Drawdown

Average peak-to-trough decline

-4.42%

-8.46%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

4.79%

-3.17%

Volatility

QARP vs. ACGR - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 3.65%, while American Century Large Cap Growth ETF (ACGR) has a volatility of 5.97%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than ACGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QARPACGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

5.97%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

12.78%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

16.19%

-5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

21.64%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

21.43%

-1.81%

QARP vs. ACGR - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than ACGR's 0.39% expense ratio.


Dividends

QARP vs. ACGR - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.05%, more than ACGR's 0.16% yield.


PositionTTM20252024202320222021202020192018
ACGR
American Century Large Cap Growth ETF
0.16%0.11%0.23%0.37%0.48%0.58%1.44%0.00%0.00%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.05%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%

Frequently Asked Questions


QARP and ACGR have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACGR has higher volatility (5.97%) compared to QARP (3.65%). In terms of maximum drawdown, QARP dropped -35.44% vs ACGR's -34.54%.

On 5-year performance, ACGR leads with 13.01% vs 11.76% for QARP. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ACGR has performed better with a 13.01% return vs 11.76%. 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 ACGR.

QARP has the higher dividend yield at 1.05%, compared with 0.16% for ACGR.

QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while ACGR tracks Russell 1000 Growth Index. They also come from different issuers: Deutsche Bank and American Century. Their fees differ too: 0.19% for QARP and 0.39% for ACGR.

QARP currently has the higher Sharpe Ratio (2.18 vs 1.08), 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.

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