QARP vs. DGRW

Last updated Jun 24, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - QARP is a Large Cap Growth Equities fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, QARP returned 11.76%/yr vs 11.78%/yr for DGRW. Their correlation of 0.92 suggests significant overlap in exposure. QARP charges 0.19%/yr vs 0.28%/yr for DGRW.

Performance

QARP vs. DGRW - 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. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QARP achieves a 9.07% return, which is significantly higher than DGRW's 6.36% return.

QARP

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

DGRW

• 1D: -0.92%
• 1M: -1.62%
• YTD: 6.36%
• 6M: 5.72%
• 1Y: 16.86%
• 3Y*: 15.10%
• 5Y*: 11.78%
• 10Y*: 14.14%

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

QARP vs. DGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	9.07%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	6.36%	12.17%	16.98%	18.66%	-6.33%	24.46%	13.87%	29.54%	-3.71%

Correlation

The correlation between QARP and DGRW is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018	0.92

The correlation between QARP and DGRW has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

QARP vs. DGRW - Sectors Allocation Comparison

Sectors	QARP	DGRW
Technology	24.6%	32.1%
Communication Services	14.4%	10.1%
Consumer Cyclical	13.1%	7.1%
Healthcare	10.9%	12.8%
Consumer Defensive	9.8%	6.7%
Financial Services	9.6%	11.3%
Industrials	8.8%	9.9%
Energy	6.0%	5.0%
Basic Materials	2.1%	3.3%
Real Estate	0.6%	-
Utilities	0.3%	0.2%

Return for Risk

QARP vs. DGRW — Risk / Return Rank

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

QARP

QARP Risk / Return Rank: 73
QARP Sharpe Ratio Rank: 73
QARP Sortino Ratio Rank: 74
QARP Omega Ratio Rank: 70
QARP Calmar Ratio Rank: 68
QARP Martin Ratio Rank: 79

DGRW

DGRW Risk / Return Rank: 48
DGRW Sharpe Ratio Rank: 49
DGRW Sortino Ratio Rank: 50
DGRW Omega Ratio Rank: 49
DGRW Calmar Ratio Rank: 42
DGRW Martin Ratio Rank: 52

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. DGRW - 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. Quality Dividend Growth Fund (DGRW). 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	DGRW	Difference
Sharpe ratio: Return per unit of total volatility	2.18	1.65	+0.53
Sortino ratio: Return per unit of downside risk	3.08	2.36	+0.71
Omega ratio: Gain probability vs. loss probability	1.39	1.30	+0.08
Calmar ratio: Return relative to maximum drawdown	3.21	2.04	+1.17
Martin ratio: Return relative to average drawdown	14.41	8.67	+5.74

QARP vs. DGRW - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.18, which is higher than the DGRW Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of QARP and DGRW, 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. DGRW - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for QARP and DGRW.

Drawdown Indicators

	QARP	DGRW	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-32.04%	-3.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-8.30%	+1.04%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-16.21%	+0.56%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-17.27%	-5.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.04%	—
Current Drawdown Current decline from peak	-2.39%	-3.32%	+0.93%
Average Drawdown Average peak-to-trough decline	-4.42%	-3.01%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.95%	-0.33%

Volatility

QARP vs. DGRW - Volatility Comparison

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW) have volatilities of 3.65% and 3.75%, 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

	QARP	DGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.75%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	8.26%	8.26%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	10.30%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	14.01%	+1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.62%	16.21%	+3.41%

QARP vs. DGRW - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than DGRW's 0.28% expense ratio.

Dividends

QARP vs. DGRW - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.05%, less than DGRW's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.30%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
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%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QARP and DGRW in my portfolio?

With a correlation of 0.90, QARP and DGRW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QARP or DGRW?

DGRW has higher volatility (3.75%) compared to QARP (3.65%). In terms of maximum drawdown, QARP dropped -35.44% vs DGRW's -32.04%.

Which ETF is better, QARP or DGRW?

On 5-year performance, DGRW leads with 11.78% 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.

Which ETF has performed better, QARP or DGRW?

Over the 5-year period, DGRW has performed better with a 11.78% return vs 11.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or DGRW?

QARP is cheaper with a 0.19% expense ratio, compared with 0.28% for DGRW.

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

DGRW has the higher dividend yield at 1.30%, compared with 1.05% for QARP.

What is the main difference between QARP and DGRW?

QARP is categorized as Large Cap Growth Equities, while DGRW is Dividend. QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Deutsche Bank and WisdomTree. Their fees differ too: 0.19% for QARP and 0.28% for DGRW.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.18 vs 1.65), 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.