QARP vs. GRW
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and GRW (TCW Durable Growth ETF) are both exchange-traded funds - QARP is a Quality Factor fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index, while GRW is a Large Cap Growth Equities fund actively managed by TCW. QARP is passively managed, while GRW is actively managed. Their 0.47 correlation means their historical movements had little consistent relationship. 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
- 0.52%
- 1M
- 1.69%
- 6M
- 8.81%
- YTD
- 13.09%
- 1Y
- 25.79%
- 3Y*
- 16.68%
- 5Y*
- 11.83%
- 10Y*
- —
- ALL TIME*
- 14.16%
GRW
- 1D
- 1.13%
- 1M
- -1.32%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $173.33K | $124.39K | $212.92K | |
| $110.48K | $118.49K | $177.11K |
QARP vs. GRW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.70% |
GRW TCW Durable Growth ETF | 2.98% |
Correlation
The correlation between QARP and GRW is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.47 |
QARP vs. GRW - Sectors Allocation Comparison
Sectors
QARP
GRW
Technology
Healthcare
Financial Services
Communication Services
Consumer Defensive
-
Consumer Cyclical
Industrials
Energy
-
Basic Materials
Utilities
-
Real Estate
-
Technology
QARP
GRW
Healthcare
QARP
GRW
Financial Services
QARP
GRW
Communication Services
QARP
GRW
Consumer Defensive
QARP
GRW
-
Consumer Cyclical
QARP
GRW
Industrials
QARP
GRW
Energy
QARP
GRW
-
Basic Materials
QARP
GRW
Utilities
QARP
GRW
-
Real Estate
QARP
GRW
-
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Return for Risk
QARP vs. GRW — Risk / Return Rank
QARP
GRW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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 | GRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | — | — |
| Martin ratioReturn relative to average drawdown | 15.08 | — | — |
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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 -4.12%. 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% | -4.12% | -31.32% |
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 | -0.14% | -1.85% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -1.73% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | — | — |
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 | 2.59% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 15.72% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.52% | 15.72% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 15.72% | +3.79% |
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 1.02%, 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 | 1.02% | 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 0.47, 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 1.02%, compared with 0.00% for GRW.
QARP is categorized as Quality Factor, while GRW is Large Cap Growth Equities. 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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