QARP vs. OEF

Last updated Jun 4, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and OEF (iShares S&P 100 ETF) are both exchange-traded funds - QARP is a Large Cap Growth Equities fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index, while OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index. Both are passively managed. Over the past 5 years, QARP returned 12.06%/yr vs 15.70%/yr for OEF. Their correlation of 0.90 suggests significant overlap in exposure. QARP charges 0.19%/yr vs 0.20%/yr for OEF.

Performance

QARP vs. OEF - 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 S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QARP achieves a 10.34% return, which is significantly higher than OEF's 9.51% return.

QARP

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

OEF

• 1D: -0.87%
• 1M: 5.44%
• YTD: 9.51%
• 6M: 9.34%
• 1Y: 29.54%
• 3Y*: 24.53%
• 5Y*: 15.70%
• 10Y*: 16.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP vs. OEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	10.34%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%
OEF iShares S&P 100 ETF	9.51%	19.80%	30.74%	32.71%	-21.03%	29.18%	21.21%	31.87%	-3.36%

Correlation

The correlation between QARP and OEF is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Apr 6, 2018	0.90

The correlation between QARP and OEF has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

QARP vs. OEF - Sectors Allocation Comparison

Sectors	QARP	OEF
Technology	21.9%	41.0%
Communication Services	14.7%	14.5%
Consumer Cyclical	13.2%	10.5%
Healthcare	11.3%	8.3%
Consumer Defensive	10.5%	5.4%
Financial Services	9.9%	10.7%
Industrials	9.0%	5.3%
Energy	6.5%	2.6%
Basic Materials	2.1%	0.5%
Real Estate	0.6%	0.3%
Utilities	0.3%	0.9%

Return for Risk

QARP vs. OEF — Risk / Return Rank

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

QARP

QARP Risk / Return Rank: 75
QARP Sharpe Ratio Rank: 74
QARP Sortino Ratio Rank: 77
QARP Omega Ratio Rank: 72
QARP Calmar Ratio Rank: 70
QARP Martin Ratio Rank: 80

OEF

OEF Risk / Return Rank: 64
OEF Sharpe Ratio Rank: 69
OEF Sortino Ratio Rank: 67
OEF Omega Ratio Rank: 68
OEF Calmar Ratio Rank: 53
OEF Martin Ratio Rank: 62

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. OEF - 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 S&P 100 ETF (OEF). 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	OEF	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.33	+0.09
Sortino ratio: Return per unit of downside risk	3.46	3.15	+0.31
Omega ratio: Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio: Return relative to maximum drawdown	3.46	2.68	+0.78
Martin ratio: Return relative to average drawdown	15.79	11.29	+4.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QARP vs. OEF - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.43, which is comparable to the OEF Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of QARP and OEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QARP	OEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	2.33	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.89	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.45	+0.27

Drawdowns

QARP vs. OEF - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for QARP and OEF.

Drawdown Indicators

	QARP	OEF	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-54.11%	+18.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-11.06%	+3.80%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-19.80%	+4.15%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-26.47%	+3.72%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.44%	—
Current Drawdown Current decline from peak	-0.98%	-0.94%	-0.04%
Average Drawdown Average peak-to-trough decline	-4.44%	-11.76%	+7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	2.62%	-1.03%

Volatility

QARP vs. OEF - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.21%, while iShares S&P 100 ETF (OEF) has a volatility of 3.14%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QARP	OEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	3.14%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	7.71%	9.48%	-1.77%
Volatility (1Y) Calculated over the trailing 1-year period	10.36%	12.73%	-2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	17.69%	-2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	18.44%	+1.21%

QARP vs. OEF - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than OEF'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%.

Dividends

QARP vs. OEF - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.03%, more than OEF's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OEF iShares S&P 100 ETF	0.83%	0.81%	1.03%	1.19%	1.55%	1.06%	1.43%	1.87%	2.09%	1.81%	2.07%	2.11%
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%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QARP and OEF in my portfolio?

QARP and OEF have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QARP or OEF?

OEF has higher volatility (3.14%) compared to QARP (2.21%). In terms of maximum drawdown, QARP dropped -35.44% vs OEF's -54.11%.

Which ETF is better, QARP or OEF?

On 5-year performance, OEF leads with 15.70% vs 12.06% for QARP. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QARP or OEF?

Over the 5-year period, OEF has performed better with a 15.70% return vs 12.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or OEF?

QARP is cheaper with a 0.19% expense ratio, compared with 0.20% for OEF.

Which ETF pays a higher dividend yield, QARP or OEF?

QARP has the higher dividend yield at 1.03%, compared with 0.83% for OEF.

What is the main difference between QARP and OEF?

QARP is categorized as Large Cap Growth Equities, while OEF is Large Cap Blend Equities. QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while OEF tracks S&P 100 Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.19% for QARP and 0.20% for OEF.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.43 vs 2.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.