QARP vs. OEF
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 11.74%/yr vs 14.20%/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
Loading charts...
Returns By Period
In the year-to-date period, QARP achieves a 12.11% return, which is significantly higher than OEF's 8.23% return.
QARP
- 1D
- 0.11%
- 1M
- 1.53%
- 6M
- 9.01%
- YTD
- 12.11%
- 1Y
- 23.31%
- 3Y*
- 17.27%
- 5Y*
- 11.74%
- 10Y*
- —
OEF
- 1D
- -0.78%
- 1M
- 1.58%
- 6M
- 7.11%
- YTD
- 8.23%
- 1Y
- 21.43%
- 3Y*
- 22.03%
- 5Y*
- 14.20%
- 10Y*
- 16.21%
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 | 12.11% | 13.99% | 18.94% | 23.03% | -14.62% | 31.82% | 14.83% | 30.70% | -5.53% |
OEF iShares S&P 100 ETF | 8.23% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -2.53% |
Correlation
The correlation between QARP and OEF is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018 | 0.90 |
The correlation between QARP and OEF has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QARP vs. OEF — Risk / Return Rank
QARP
OEF
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QARP | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.29 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.95 | +1.28 |
| Martin ratioReturn relative to average drawdown | 14.34 | 7.59 | +6.75 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| QARP | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -2.10% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -11.72% | +7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.83% | -1.20% |
Volatility
QARP vs. OEF - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 3.18%, while iShares S&P 100 ETF (OEF) has a volatility of 4.31%. 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.
Loading charts...
Volatility by Period
| QARP | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 4.31% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 10.70% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.58% | 13.45% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 17.83% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 18.46% | +1.10% |
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 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.87% | 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
QARP and OEF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OEF has higher volatility (4.31%) compared to QARP (3.18%). In terms of maximum drawdown, QARP dropped -35.44% vs OEF's -54.11%.
On 5-year performance, OEF leads with 14.20% vs 11.74% for QARP. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, OEF has performed better with a 14.20% return vs 11.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QARP is cheaper with a 0.19% expense ratio, compared with 0.20% for OEF.
QARP has the higher dividend yield at 1.03%, compared with 0.87% for 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.
QARP currently has the higher Sharpe Ratio (2.22 vs 1.60), 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.
Find the right allocation for QARP and OEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer