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QARP vs. GRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QARP vs. GRW - 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 TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QARP

1D
-0.05%
1M
2.39%
YTD
10.34%
6M
10.57%
1Y
25.02%
3Y*
18.54%
5Y*
12.06%
10Y*

GRW

1D
-0.32%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP vs. GRW - Yearly Performance Comparison


Correlation

The correlation between QARP and GRW is -0.80, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-0.80

QARP vs. GRW - Sectors Allocation Comparison


Sectors
QARP
GRW

Technology

21.9%
26.6%

Communication Services

14.7%
9.1%

Consumer Cyclical

13.2%
8.3%

Healthcare

11.3%
4.1%

Consumer Defensive

10.5%

-

Financial Services

9.9%
9.8%

Industrials

9.0%
38.1%

Energy

6.5%

-

Basic Materials

2.1%
4.0%

Real Estate

0.6%

-

Utilities

0.3%

-

Technology

QARP
21.9%
GRW
26.6%

Communication Services

QARP
14.7%
GRW
9.1%

Consumer Cyclical

QARP
13.2%
GRW
8.3%

Healthcare

QARP
11.3%
GRW
4.1%

Consumer Defensive

QARP
10.5%
GRW

-

Financial Services

QARP
9.9%
GRW
9.8%

Industrials

QARP
9.0%
GRW
38.1%

Energy

QARP
6.5%
GRW

-

Basic Materials

QARP
2.1%
GRW
4.0%

Real Estate

QARP
0.6%
GRW

-

Utilities

QARP
0.3%
GRW

-

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Return for Risk

QARP vs. GRW — Risk / Return Rank

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

QARP
QARP Risk / Return Rank: 7575
Overall Rank
QARP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 7777
Sortino Ratio Rank
QARP Omega Ratio Rank: 7272
Omega Ratio Rank
QARP Calmar Ratio Rank: 7070
Calmar Ratio Rank
QARP Martin Ratio Rank: 8080
Martin Ratio Rank

GRW
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. GRW - 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 TCW Durable Growth ETF (GRW). 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.


QARPGRWDifference

Sharpe ratio

Return per unit of total volatility

2.43

Sortino ratio

Return per unit of downside risk

3.46

Omega ratio

Gain probability vs. loss probability

1.43

Calmar ratio

Return relative to maximum drawdown

3.46

Martin ratio

Return relative to average drawdown

15.79

QARP vs. GRW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QARPGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

14.00

-13.28

Drawdowns

QARP vs. GRW - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, which is greater than GRW's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for QARP and GRW.


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Drawdown Indicators


QARPGRWDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-0.45%

-34.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

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

-0.98%

-0.45%

-0.53%

Average Drawdown

Average peak-to-trough decline

-4.44%

-0.14%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

Volatility

QARP vs. GRW - Volatility Comparison


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Volatility by Period


QARPGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

10.19%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

10.19%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

10.19%

+9.46%

QARP vs. GRW - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than GRW's 0.75% expense ratio.


Dividends

QARP vs. GRW - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.03%, while GRW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GRW
TCW Durable Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.03%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%

Frequently Asked Questions


QARP and GRW have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QARP is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QARP is cheaper with a 0.19% expense ratio, compared with 0.75% for GRW.

QARP has the higher dividend yield at 1.03%, compared with 0.00% for GRW.

They also come from different issuers: Deutsche Bank and TCW. Their fees differ too: 0.19% for QARP and 0.75% for GRW.

Portfolio Optimizer

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