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QARP vs. HYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QARP vs. HYP - 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 Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QARP achieves a 10.34% return, which is significantly lower than HYP's 31.33% return.


QARP

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

HYP

1D
-2.27%
1M
8.44%
YTD
31.33%
6M
29.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP vs. HYP - Yearly Performance Comparison


Correlation

The correlation between QARP and HYP is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.58

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Return for Risk

QARP vs. HYP — 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

HYP
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. HYP - 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 Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.


QARPHYPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.46

Martin ratioReturn relative to average drawdown

15.79

QARP vs. HYP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QARPHYPDifference

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

0.92

-0.20

Drawdowns

QARP vs. HYP - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for QARP and HYP.


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Drawdown Indicators


QARPHYPDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-19.58%

-15.86%

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%

-2.27%

+1.29%

Average Drawdown

Average peak-to-trough decline

-4.44%

-6.45%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

Volatility

QARP vs. HYP - Volatility Comparison


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Volatility by Period


QARPHYPDifference

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%

41.01%

-30.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

41.01%

-25.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

41.01%

-21.36%

QARP vs. HYP - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than HYP's 0.85% expense ratio.


Dividends

QARP vs. HYP - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.03%, more than HYP's 0.10% yield.


PositionTTM20252024202320222021202020192018
HYP
Golden Eagle Dynamic Hypergrowth ETF
0.10%0.14%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 HYP have a correlation of 0.58, 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 0.85% for HYP.

QARP has the higher dividend yield at 1.03%, compared with 0.10% for HYP.

They also come from different issuers: Deutsche Bank and Golden Eagle. Their fees differ too: 0.19% for QARP and 0.85% for HYP.

Portfolio Optimizer

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