QARP vs. HYDW
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Xtrackers Low Beta High Yield Bond ETF (HYDW).
QARP and HYDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QARP is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 2Qual/Val 5% Capped Factor Index. It was launched on Apr 5, 2018. HYDW is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market Low Beta Index. It was launched on Jan 11, 2018. Both QARP and HYDW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QARP vs. HYDW - Performance Comparison
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QARP vs. HYDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 0.59% | 13.99% | 18.94% | 23.03% | -14.62% | 31.82% | 14.83% | 30.70% | -5.53% |
HYDW Xtrackers Low Beta High Yield Bond ETF | -0.14% | 8.47% | 5.42% | 9.84% | -7.86% | 2.77% | 5.51% | 11.44% | -0.19% |
Returns By Period
In the year-to-date period, QARP achieves a 0.59% return, which is significantly higher than HYDW's -0.14% return.
QARP
- 1D
- 0.46%
- 1M
- -4.28%
- YTD
- 0.59%
- 6M
- 4.33%
- 1Y
- 15.65%
- 3Y*
- 16.10%
- 5Y*
- 11.20%
- 10Y*
- —
HYDW
- 1D
- 0.21%
- 1M
- -0.68%
- YTD
- -0.14%
- 6M
- 1.39%
- 1Y
- 6.16%
- 3Y*
- 6.37%
- 5Y*
- 3.49%
- 10Y*
- —
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QARP vs. HYDW - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than HYDW's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QARP vs. HYDW — Risk / Return Rank
QARP
HYDW
QARP vs. HYDW - 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 Xtrackers Low Beta High Yield Bond ETF (HYDW). 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 | HYDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.44 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.52 | 2.17 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.36 | -0.95 |
Martin ratioReturn relative to average drawdown | 6.69 | 11.48 | -4.79 |
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 | HYDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.44 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.55 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.57 | +0.09 |
Correlation
The correlation between QARP and HYDW is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QARP vs. HYDW - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.13%, less than HYDW's 5.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.13% | 1.14% | 1.39% | 1.28% | 1.68% | 1.34% | 1.61% | 1.85% | 1.39% |
HYDW Xtrackers Low Beta High Yield Bond ETF | 5.63% | 5.75% | 5.35% | 5.69% | 4.78% | 3.30% | 4.45% | 4.56% | 4.42% |
Drawdowns
QARP vs. HYDW - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, which is greater than HYDW's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for QARP and HYDW.
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Drawdown Indicators
| QARP | HYDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -17.75% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -2.72% | -8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -12.68% | -10.07% |
Current DrawdownCurrent decline from peak | -4.79% | -0.91% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -1.92% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 0.56% | +1.82% |
Volatility
QARP vs. HYDW - Volatility Comparison
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) has a higher volatility of 4.45% compared to Xtrackers Low Beta High Yield Bond ETF (HYDW) at 1.73%. This indicates that QARP's price experiences larger fluctuations and is considered to be riskier than HYDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QARP | HYDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 1.73% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 2.28% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 4.31% | +11.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 6.40% | +9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 7.05% | +12.76% |