QARP vs. IQM
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Franklin Intelligent Machines ETF (IQM).
QARP and IQM 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. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
QARP vs. IQM - Performance Comparison
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QARP vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 0.13% | 13.99% | 18.94% | 23.03% | -14.62% | 31.82% | 26.41% |
IQM Franklin Intelligent Machines ETF | 1.18% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, QARP achieves a 0.13% return, which is significantly lower than IQM's 1.18% return.
QARP
- 1D
- 2.20%
- 1M
- -4.99%
- YTD
- 0.13%
- 6M
- 3.95%
- 1Y
- 15.36%
- 3Y*
- 15.93%
- 5Y*
- 11.09%
- 10Y*
- —
IQM
- 1D
- 6.12%
- 1M
- -5.61%
- YTD
- 1.18%
- 6M
- 1.33%
- 1Y
- 55.72%
- 3Y*
- 26.13%
- 5Y*
- 14.95%
- 10Y*
- —
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QARP vs. IQM - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
QARP vs. IQM — Risk / Return Rank
QARP
IQM
QARP vs. IQM - 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 Franklin Intelligent Machines ETF (IQM). 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 | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.68 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.29 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.32 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.72 | -2.26 |
Martin ratioReturn relative to average drawdown | 6.99 | 11.65 | -4.65 |
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 | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.68 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.52 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.77 | -0.11 |
Correlation
The correlation between QARP and IQM is 0.75, 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. IQM - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.14%, while IQM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% |
Drawdowns
QARP vs. IQM - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for QARP and IQM.
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Drawdown Indicators
| QARP | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -44.91% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -14.71% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -44.91% | +22.16% |
Current DrawdownCurrent decline from peak | -5.23% | -8.68% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -12.55% | +8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 4.70% | -2.34% |
Volatility
QARP vs. IQM - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 4.49%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.90%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QARP | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 12.90% | -8.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 23.48% | -15.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 33.37% | -17.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 28.67% | -13.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 30.73% | -10.92% |