QARP vs. IWB
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and iShares Russell 1000 ETF (IWB).
QARP and IWB 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. IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000. Both QARP and IWB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QARP or IWB.
Correlation
The correlation between QARP and IWB is 0.93, 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.
Performance
QARP vs. IWB - Performance Comparison
Key characteristics
QARP:
1.92
IWB:
1.89
QARP:
2.60
IWB:
2.54
QARP:
1.35
IWB:
1.35
QARP:
3.20
IWB:
2.87
QARP:
10.55
IWB:
11.57
QARP:
1.92%
IWB:
2.09%
QARP:
10.58%
IWB:
12.79%
QARP:
-35.44%
IWB:
-55.38%
QARP:
-0.15%
IWB:
0.00%
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with QARP at 4.58% and IWB at 4.58%.
QARP
4.58%
2.66%
9.34%
19.58%
14.04%
N/A
IWB
4.58%
2.28%
10.90%
23.95%
14.10%
12.92%
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QARP vs. IWB - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is higher than IWB's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
QARP vs. IWB — Risk-Adjusted Performance Rank
QARP
IWB
QARP vs. IWB - Risk-Adjusted Performance 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 Russell 1000 ETF (IWB). 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.
Dividends
QARP vs. IWB - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.33%, more than IWB's 1.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.33% | 1.39% | 1.28% | 1.68% | 1.34% | 1.61% | 1.85% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% |
IWB iShares Russell 1000 ETF | 1.09% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.71% |
Drawdowns
QARP vs. IWB - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for QARP and IWB. For additional features, visit the drawdowns tool.
Volatility
QARP vs. IWB - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.40%, while iShares Russell 1000 ETF (IWB) has a volatility of 3.06%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.