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QARP vs. IOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QARP vs. IOO - 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 iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

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QARP vs. IOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
0.13%13.99%18.94%23.03%-14.62%31.82%14.83%30.70%-5.53%
IOO
iShares Global 100 ETF
-4.50%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-5.65%

Returns By Period

In the year-to-date period, QARP achieves a 0.13% return, which is significantly higher than IOO's -4.50% return.


QARP

1D
2.20%
1M
-4.99%
YTD
0.13%
6M
3.95%
1Y
15.36%
3Y*
15.93%
5Y*
11.09%
10Y*

IOO

1D
3.46%
1M
-5.18%
YTD
-4.50%
6M
1.16%
1Y
26.95%
3Y*
21.47%
5Y*
14.29%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QARP vs. IOO - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than IOO's 0.40% expense ratio.


Return for Risk

QARP vs. IOO — Risk / Return Rank

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

QARP
QARP Risk / Return Rank: 6060
Overall Rank
QARP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 5858
Sortino Ratio Rank
QARP Omega Ratio Rank: 5959
Omega Ratio Rank
QARP Calmar Ratio Rank: 5959
Calmar Ratio Rank
QARP Martin Ratio Rank: 6969
Martin Ratio Rank

IOO
IOO Risk / Return Rank: 8383
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
IOO Martin Ratio Rank: 8888
Martin Ratio Rank
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. IOO - 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 iShares Global 100 ETF (IOO). 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.


QARPIOODifference

Sharpe ratio

Return per unit of total volatility

0.98

1.41

-0.43

Sortino ratio

Return per unit of downside risk

1.49

2.09

-0.59

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

1.46

2.18

-0.72

Martin ratio

Return relative to average drawdown

6.99

10.38

-3.39

QARP vs. IOO - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 0.98, which is lower than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of QARP and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QARPIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.41

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.85

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.36

+0.30

Correlation

The correlation between QARP and IOO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QARP vs. IOO - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.14%, more than IOO's 0.96% yield.


TTM20252024202320222021202020192018201720162015
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
1.14%1.14%1.39%1.28%1.68%1.34%1.61%1.85%1.39%0.00%0.00%0.00%
IOO
iShares Global 100 ETF
0.96%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Drawdowns

QARP vs. IOO - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for QARP and IOO.


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Drawdown Indicators


QARPIOODifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-55.85%

+20.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.40%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-23.52%

+0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

Current Drawdown

Current decline from peak

-5.23%

-6.82%

+1.59%

Average Drawdown

Average peak-to-trough decline

-4.52%

-11.34%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.61%

-0.25%

Volatility

QARP vs. IOO - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 4.49%, while iShares Global 100 ETF (IOO) has a volatility of 6.26%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QARPIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

6.26%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

10.69%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

19.22%

-3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

16.97%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

17.74%

+2.07%