QARP vs. DGP
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and DB Gold Double Long Exchange Traded Notes (DGP).
QARP and DGP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QARP is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 2Qual/Val 5% Capped Factor Index. It was launched on Apr 5, 2018. DGP is a passively managed fund by Deutsche Bank that tracks the performance of the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%). It was launched on Feb 27, 2008. Both QARP and DGP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QARP vs. DGP - Performance Comparison
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QARP vs. DGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 30.70% | -5.53% |
DGP DB Gold Double Long Exchange Traded Notes | 13.65% | 141.40% | 53.16% | 16.97% | -5.54% | -11.29% | 45.29% | 32.27% | -9.79% |
Returns By Period
In the year-to-date period, QARP achieves a 0.13% return, which is significantly lower than DGP's 13.65% return.
QARP
- 1D
- 2.20%
- 1M
- -4.99%
- YTD
- 0.13%
- 6M
- 3.95%
- 1Y
- 15.36%
- 3Y*
- 15.93%
- 5Y*
- 11.09%
- 10Y*
- —
DGP
- 1D
- 9.12%
- 1M
- -22.14%
- YTD
- 13.65%
- 6M
- 37.68%
- 1Y
- 101.12%
- 3Y*
- 63.02%
- 5Y*
- 38.30%
- 10Y*
- 22.44%
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QARP vs. DGP - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than DGP's 0.75% expense ratio.
Return for Risk
QARP vs. DGP — Risk / Return Rank
QARP
DGP
QARP vs. DGP - 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 DB Gold Double Long Exchange Traded Notes (DGP). 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.
| QARP | DGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.84 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.24 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.91 | -1.45 |
Martin ratioReturn relative to average drawdown | 6.99 | 11.14 | -4.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QARP | DGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.84 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 1.01 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.30 | +0.36 |
Correlation
The correlation between QARP and DGP is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QARP vs. DGP - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.14%, while DGP has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
DGP DB Gold Double Long Exchange Traded Notes | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QARP vs. DGP - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum DGP drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for QARP and DGP.
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Drawdown Indicators
| QARP | DGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -75.31% | +39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -36.58% | +25.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -51.24% | +28.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.24% | — |
Current DrawdownCurrent decline from peak | -5.23% | -24.38% | +19.15% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -41.24% | +36.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 9.54% | -7.18% |
Volatility
QARP vs. DGP - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 4.49%, while DB Gold Double Long Exchange Traded Notes (DGP) has a volatility of 25.22%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than DGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QARP | DGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 25.22% | -20.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 48.02% | -39.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 55.31% | -39.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 38.32% | -22.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 34.93% | -15.12% |