QARP vs. RFDA
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and RFDA (RiverFront Dynamic US Dividend Advantage ETF) are both Large Cap Growth Equities funds. QARP is passively managed, while RFDA is actively managed. Over the past 5 years, QARP returned 12.06%/yr vs 13.17%/yr for RFDA. Their correlation of 0.88 suggests significant overlap in exposure. QARP charges 0.19%/yr vs 0.52%/yr for RFDA.
Performance
QARP vs. RFDA - Performance Comparison
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Returns By Period
In the year-to-date period, QARP achieves a 10.34% return, which is significantly lower than RFDA's 11.40% return.
QARP
- 1D
- -0.05%
- 1M
- 2.39%
- YTD
- 10.34%
- 6M
- 10.57%
- 1Y
- 25.02%
- 3Y*
- 18.54%
- 5Y*
- 12.06%
- 10Y*
- —
RFDA
- 1D
- -0.92%
- 1M
- 4.27%
- YTD
- 11.40%
- 6M
- 12.25%
- 1Y
- 29.49%
- 3Y*
- 19.19%
- 5Y*
- 13.17%
- 10Y*
- —
QARP vs. RFDA - 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% |
RFDA RiverFront Dynamic US Dividend Advantage ETF | 11.40% | 16.42% | 20.12% | 16.98% | -8.58% | 25.94% | 11.26% | 27.15% | -9.54% |
Correlation
The correlation between QARP and RFDA is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2018 | 0.88 |
The correlation between QARP and RFDA has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
QARP vs. RFDA - Sectors Allocation Comparison
Sectors
QARP
RFDA
Technology
Communication Services
Consumer Cyclical
Healthcare
Consumer Defensive
Financial Services
Industrials
Energy
Basic Materials
Real Estate
Utilities
Technology
QARP
RFDA
Communication Services
QARP
RFDA
Consumer Cyclical
QARP
RFDA
Healthcare
QARP
RFDA
Consumer Defensive
QARP
RFDA
Financial Services
QARP
RFDA
Industrials
QARP
RFDA
Energy
QARP
RFDA
Basic Materials
QARP
RFDA
Real Estate
QARP
RFDA
Utilities
QARP
RFDA
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Return for Risk
QARP vs. RFDA — Risk / Return Rank
QARP
RFDA
QARP vs. RFDA - 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 RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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 | RFDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 5.44 | -1.98 |
| Martin ratioReturn relative to average drawdown | 15.79 | 19.87 | -4.08 |
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 | RFDA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.55 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.84 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.79 | -0.07 |
Drawdowns
QARP vs. RFDA - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for QARP and RFDA.
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Drawdown Indicators
| QARP | RFDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -34.60% | -0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -5.45% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -19.35% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -19.35% | -3.40% |
Current DrawdownCurrent decline from peak | -0.98% | -0.92% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.44% | -3.74% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.49% | +0.10% |
Volatility
QARP vs. RFDA - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.21%, while RiverFront Dynamic US Dividend Advantage ETF (RFDA) has a volatility of 2.66%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QARP | RFDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.21% | 2.66% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.71% | 8.47% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.36% | 11.64% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.73% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.85% | +2.80% |
QARP vs. RFDA - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than RFDA's 0.52% expense ratio.
Dividends
QARP vs. RFDA - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.03%, less than RFDA's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RFDA RiverFront Dynamic US Dividend Advantage ETF | 1.77% | 1.89% | 2.23% | 2.68% | 3.57% | 1.44% | 1.62% | 1.87% | 2.44% | 1.90% | 0.98% |
Frequently Asked Questions
QARP and RFDA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RFDA has higher volatility (2.66%) compared to QARP (2.21%). In terms of maximum drawdown, QARP dropped -35.44% vs RFDA's -34.60%.
On 5-year performance, RFDA leads with 13.17% 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.
Over the 5-year period, RFDA has performed better with a 13.17% return vs 12.06%. 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 0.52% for RFDA.
RFDA has the higher dividend yield at 1.77%, compared with 1.03% for QARP.
They also come from different issuers: Deutsche Bank and SS&C. Their fees differ too: 0.19% for QARP and 0.52% for RFDA.
RFDA currently has the higher Sharpe Ratio (2.55 vs 2.43), 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.
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