PortfoliosLab logoPortfoliosLab logo
QARP vs. BBUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QARP vs. BBUS - 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 JP Morgan Betabuilders U.S. Equity ETF (BBUS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QARP vs. BBUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
0.13%13.99%18.94%23.03%-14.62%31.82%14.83%15.90%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
-4.74%17.77%24.89%27.20%-19.46%27.13%20.69%16.53%

Returns By Period

In the year-to-date period, QARP achieves a 0.13% return, which is significantly higher than BBUS's -4.74% return.


QARP

1D
2.20%
1M
-4.99%
YTD
0.13%
6M
3.95%
1Y
15.36%
3Y*
15.93%
5Y*
11.09%
10Y*

BBUS

1D
2.93%
1M
-4.99%
YTD
-4.74%
6M
-2.34%
1Y
17.47%
3Y*
18.31%
5Y*
11.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QARP vs. BBUS - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is higher than BBUS's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

QARP vs. BBUS — Risk / Return Rank

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

QARP
QARP Risk / Return Rank: 6060
Overall Rank
QARP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 5858
Sortino Ratio Rank
QARP Omega Ratio Rank: 5959
Omega Ratio Rank
QARP Calmar Ratio Rank: 5959
Calmar Ratio Rank
QARP Martin Ratio Rank: 6969
Martin Ratio Rank

BBUS
BBUS Risk / Return Rank: 6363
Overall Rank
BBUS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BBUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBUS Omega Ratio Rank: 6363
Omega Ratio Rank
BBUS Calmar Ratio Rank: 6262
Calmar Ratio Rank
BBUS Martin Ratio Rank: 7272
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. BBUS - 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 JP Morgan Betabuilders U.S. Equity ETF (BBUS). 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.


QARPBBUSDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.96

+0.02

Sortino ratio

Return per unit of downside risk

1.49

1.47

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.50

-0.04

Martin ratio

Return relative to average drawdown

6.99

7.00

-0.01

QARP vs. BBUS - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 0.98, which is comparable to the BBUS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QARP and BBUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QARPBBUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.66

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.73

-0.07

Correlation

The correlation between QARP and BBUS is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QARP vs. BBUS - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.14%, which matches BBUS's 1.14% yield.


TTM20252024202320222021202020192018
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.14%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%
BBUS
JP Morgan Betabuilders U.S. Equity ETF
1.14%1.07%1.21%1.38%1.57%1.11%1.43%1.37%0.00%

Drawdowns

QARP vs. BBUS - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum BBUS drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for QARP and BBUS.


Loading graphics...

Drawdown Indicators


QARPBBUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-35.35%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.12%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-25.46%

+2.71%

Current Drawdown

Current decline from peak

-5.23%

-6.54%

+1.31%

Average Drawdown

Average peak-to-trough decline

-4.52%

-5.57%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.59%

-0.23%

Volatility

QARP vs. BBUS - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 4.49%, while JP Morgan Betabuilders U.S. Equity ETF (BBUS) has a volatility of 5.35%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than BBUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QARPBBUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

5.35%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

9.52%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

18.33%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

17.04%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

19.75%

+0.06%