QARP vs. GRW
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. QARP is passively managed, while GRW is actively managed. At a correlation of -0.80, they often move in opposite directions. QARP charges 0.19%/yr vs 0.75%/yr for GRW.
Performance
QARP vs. GRW - Performance Comparison
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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*
- —
QARP vs. GRW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | -0.98% |
GRW TCW Durable Growth ETF | 1.29% |
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
Communication Services
Consumer Cyclical
Healthcare
Consumer Defensive
-
Financial Services
Industrials
Energy
-
Basic Materials
Real Estate
-
Utilities
-
Technology
QARP
GRW
Communication Services
QARP
GRW
Consumer Cyclical
QARP
GRW
Healthcare
QARP
GRW
Consumer Defensive
QARP
GRW
-
Financial Services
QARP
GRW
Industrials
QARP
GRW
Energy
QARP
GRW
-
Basic Materials
QARP
GRW
Real Estate
QARP
GRW
-
Utilities
QARP
GRW
-
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Return for Risk
QARP vs. GRW — Risk / Return Rank
QARP
GRW
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.
| QARP | GRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.43 | — | — |
Sortino ratioReturn per unit of downside risk | 3.46 | — | — |
Omega ratioGain probability vs. loss probability | 1.43 | — | — |
Calmar ratioReturn relative to maximum drawdown | 3.46 | — | — |
Martin ratioReturn relative to average drawdown | 15.79 | — | — |
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 | GRW | Difference | |
|---|---|---|---|
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
| QARP | GRW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.98% | -0.45% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -0.14% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | — | — |
Volatility
QARP vs. GRW - Volatility Comparison
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Volatility by Period
| QARP | GRW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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