QARP vs. DGRS

Last updated Aug 2, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Quality Factor funds - QARP tracks the Russell 1000 2Qual/Val 5% Capped Factor Index while DGRS tracks the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, QARP returned 11.83%/yr vs 8.44%/yr for DGRS. Their 0.75 correlation means they have sometimes moved together and sometimes differently. QARP charges 0.19%/yr vs 0.38%/yr for DGRS.

Performance

QARP vs. DGRS - 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 WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QARP achieves a 13.09% return, which is significantly lower than DGRS's 21.67% return.

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%

DGRS

• 1D: 0.23%
• 1M: 1.90%
• 6M: 12.89%
• YTD: 21.67%
• 1Y: 31.79%
• 3Y*: 12.75%
• 5Y*: 8.44%
• 10Y*: 9.82%
• ALL TIME*: 9.54%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	$2.61M	$2.32M	$1.84M
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	$110.48K	$118.49K	$177.11K

QARP vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	13.09%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	21.67%	-0.43%	10.40%	21.16%	-13.11%	23.11%	7.86%	24.20%	-8.19%

Correlation

The correlation between QARP and DGRS 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 (1Y) Focuses on recent behavior, but can change the most.	0.66
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018	0.75

The correlation between QARP and DGRS shifts across timeframes, from 0.66 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

QARP vs. DGRS - Sectors Allocation Comparison

Sectors	QARP	DGRS
Technology	24.1%	9.1%
Healthcare	14.0%	1.2%
Financial Services	12.4%	25.5%
Communication Services	10.5%	2.0%
Consumer Defensive	9.5%	6.5%
Consumer Cyclical	9.4%	16.3%
Industrials	7.9%	19.5%
Energy	6.3%	10.0%
Basic Materials	2.5%	8.0%
Utilities	1.9%	0.2%
Real Estate	1.0%	1.9%

Return for Risk

QARP vs. DGRS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QARP

QARP Risk / Return Rank: 90
QARP Sharpe Ratio Rank: 91
QARP Sortino Ratio Rank: 91
QARP Omega Ratio Rank: 89
QARP Calmar Ratio Rank: 86
QARP Martin Ratio Rank: 91

DGRS

DGRS Risk / Return Rank: 77
DGRS Sharpe Ratio Rank: 74
DGRS Sortino Ratio Rank: 80
DGRS Omega Ratio Rank: 73
DGRS Calmar Ratio Rank: 82
DGRS Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QARP vs. DGRS - 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 WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	QARP	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.69	+0.60
Sortino ratio: Return per unit of downside risk	3.22	2.61	+0.62
Omega ratio: Gain probability vs. loss probability	1.41	1.30	+0.11
Calmar ratio: Return relative to maximum drawdown	3.37	2.98	+0.39
Martin ratio: Return relative to average drawdown	15.08	9.53	+5.55

QARP vs. DGRS - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.29, which is higher than the DGRS Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of QARP and DGRS, 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

QARP vs. DGRS - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for QARP and DGRS.

Drawdown Indicators

	QARP	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-44.83%	+9.39%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-9.68%	+2.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-27.57%	+11.92%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-27.57%	+4.82%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	-0.14%	-1.24%	+1.10%
Average Drawdown Average peak-to-trough decline	-4.37%	-6.66%	+2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	3.03%	-1.41%

Volatility

QARP vs. DGRS - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.59%, while WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) has a volatility of 3.72%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QARP	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	3.72%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	10.52%	-2.36%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	17.17%	-6.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.52%	20.22%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.51%	23.57%	-4.06%

QARP vs. DGRS - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than DGRS's 0.38% expense ratio.

Dividends

QARP vs. DGRS - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.02%, less than DGRS's 2.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.04%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
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%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QARP and DGRS in my portfolio?

QARP and DGRS 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.

Which is riskier, QARP or DGRS?

DGRS has higher volatility (3.72%) compared to QARP (2.59%). In terms of maximum drawdown, QARP dropped -35.44% vs DGRS's -44.83%.

Which ETF is better, QARP or DGRS?

On 5-year performance, QARP leads with 11.83% vs 8.44% for DGRS. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QARP or DGRS?

Over the 5-year period, QARP has performed better with a 11.83% return vs 8.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or DGRS?

QARP is cheaper with a 0.19% expense ratio, compared with 0.38% for DGRS.

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

DGRS has the higher dividend yield at 2.04%, compared with 1.02% for QARP.

What is the main difference between QARP and DGRS?

QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while DGRS tracks WisdomTree U.S. SmallCap Quality Dividend Growth Index. They also come from different issuers: Deutsche Bank and WisdomTree. Their fees differ too: 0.19% for QARP and 0.38% for DGRS.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.29 vs 1.69), 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.