QARP vs. GQI

Last updated Aug 2, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and GQI (Natixis Gateway Quality Income ETF) are both Quality Factor funds. QARP is passively managed, while GQI is actively managed. Over the past year, QARP returned 25.79% vs 22.33% for GQI. Their correlation of 0.85 means they have usually moved in the same direction. QARP charges 0.19%/yr vs 0.34%/yr for GQI.

Performance

QARP vs. GQI - 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 Natixis Gateway Quality Income ETF (GQI). 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 higher than GQI's 9.82% 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%

GQI

• 1D: 0.91%
• 1M: 1.51%
• 6M: 7.93%
• YTD: 9.82%
• 1Y: 22.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.45%

*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)
GQI Natixis Gateway Quality Income ETF	$866.96K	$1.04M	$2.05M
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	$110.48K	$118.49K	$177.11K

QARP vs. GQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	13.09%	13.99%	18.94%	3.41%
GQI Natixis Gateway Quality Income ETF	9.82%	15.36%	15.99%	1.60%

Correlation

The correlation between QARP and GQI is 0.86, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.86
Correlation (All Time) Calculated using the full available price history since Dec 13, 2023	0.85

The correlation between QARP and GQI has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

QARP vs. GQI - Sectors Allocation Comparison

Sectors	QARP	GQI
Technology	24.1%	37.9%
Healthcare	14.0%	10.9%
Financial Services	12.4%	9.9%
Communication Services	10.5%	10.3%
Consumer Defensive	9.5%	6.1%
Consumer Cyclical	9.4%	11.0%
Industrials	7.9%	8.3%
Energy	6.3%	3.9%
Basic Materials	2.5%	0.7%
Utilities	1.9%	0.6%
Real Estate	1.0%	0.4%

Return for Risk

QARP vs. GQI — 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

GQI

GQI Risk / Return Rank: 86
GQI Sharpe Ratio Rank: 87
GQI Sortino Ratio Rank: 87
GQI Omega Ratio Rank: 86
GQI Calmar Ratio Rank: 81
GQI Martin Ratio Rank: 91

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. GQI - 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 Natixis Gateway Quality Income ETF (GQI). 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	GQI	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.07	+0.22
Sortino ratio: Return per unit of downside risk	3.22	2.92	+0.30
Omega ratio: Gain probability vs. loss probability	1.41	1.38	+0.03
Calmar ratio: Return relative to maximum drawdown	3.37	2.98	+0.39
Martin ratio: Return relative to average drawdown	15.08	15.46	-0.38

QARP vs. GQI - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.29, which is comparable to the GQI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of QARP and GQI, 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. GQI - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, which is greater than GQI's maximum drawdown of -16.56%. Use the drawdown chart below to compare losses from any high point for QARP and GQI.

Drawdown Indicators

	QARP	GQI	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-16.56%	-18.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-6.96%	-0.30%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	—	—
Current Drawdown Current decline from peak	-0.14%	-0.12%	-0.02%
Average Drawdown Average peak-to-trough decline	-4.37%	-1.62%	-2.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.34%	+0.28%

Volatility

QARP vs. GQI - Volatility Comparison

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Natixis Gateway Quality Income ETF (GQI) have volatilities of 2.59% and 2.49%, 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	GQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	2.49%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	7.65%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	9.99%	+0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.52%	13.01%	+2.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.51%	13.01%	+6.50%

QARP vs. GQI - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than GQI's 0.34% expense ratio.

Dividends

QARP vs. GQI - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.02%, less than GQI's 8.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GQI Natixis Gateway Quality Income ETF	7.83%	8.97%	7.77%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both QARP and GQI in my portfolio?

QARP and GQI have a correlation of 0.86, 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 GQI?

QARP has higher volatility (2.59%) compared to GQI (2.49%). In terms of maximum drawdown, QARP dropped -35.44% vs GQI's -16.56%.

Which ETF is better, QARP or GQI?

On 1-year performance, QARP leads with 25.79% vs 22.33% for GQI. On fees, QARP is cheaper at 0.19% per year. On volatility, GQI has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QARP or GQI?

Over the 1-year period, QARP has performed better with a 25.79% return vs 22.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or GQI?

QARP is cheaper with a 0.19% expense ratio, compared with 0.34% for GQI.

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

GQI has the higher dividend yield at 7.83%, compared with 1.02% for QARP.

What is the main difference between QARP and GQI?

They also come from different issuers: Deutsche Bank and Natixis. Their fees differ too: 0.19% for QARP and 0.34% for GQI.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.29 vs 2.07), 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.