QARP vs. ROUS

Last updated Jul 17, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds - QARP tracks the Russell 1000 2Qual/Val 5% Capped Factor Index while ROUS tracks the Hartford Multi-factor Large Cap Index. Both are passively managed. Over the past 5 years, QARP returned 12.09%/yr vs 12.36%/yr for ROUS. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.19% expense ratio.

Performance

QARP vs. ROUS - 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 Hartford Multifactor US Equity ETF (ROUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QARP achieves a 12.78% return, which is significantly lower than ROUS's 15.51% return.

QARP

• 1D: 0.71%
• 1M: 1.10%
• 6M: 9.34%
• YTD: 12.78%
• 1Y: 25.00%
• 3Y*: 17.33%
• 5Y*: 12.09%
• 10Y*: —

ROUS

• 1D: 0.11%
• 1M: -1.14%
• 6M: 11.42%
• YTD: 15.51%
• 1Y: 25.72%
• 3Y*: 18.63%
• 5Y*: 12.36%
• 10Y*: 12.80%

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

QARP vs. ROUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	12.78%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%
ROUS Hartford Multifactor US Equity ETF	15.51%	15.21%	17.61%	15.05%	-9.65%	27.33%	6.61%	23.94%	-9.33%

Correlation

The correlation between QARP and ROUS is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.87
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 ROUS has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

QARP vs. ROUS - Sectors Allocation Comparison

Sectors	QARP	ROUS
Technology	23.5%	37.3%
Healthcare	13.9%	10.3%
Financial Services	12.1%	9.9%
Communication Services	11.3%	8.1%
Consumer Cyclical	9.6%	9.1%
Consumer Defensive	9.6%	5.5%
Industrials	8.5%	9.8%
Energy	5.8%	2.6%
Basic Materials	2.3%	2.1%
Utilities	2.0%	3.5%
Real Estate	1.0%	2.0%

Return for Risk

QARP vs. ROUS — Risk / Return Rank

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

QARP

QARP Risk / Return Rank: 87
QARP Sharpe Ratio Rank: 90
QARP Sortino Ratio Rank: 89
QARP Omega Ratio Rank: 88
QARP Calmar Ratio Rank: 82
QARP Martin Ratio Rank: 89

ROUS

ROUS Risk / Return Rank: 88
ROUS Sharpe Ratio Rank: 86
ROUS Sortino Ratio Rank: 87
ROUS Omega Ratio Rank: 83
ROUS Calmar Ratio Rank: 90
ROUS Martin Ratio Rank: 92

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. ROUS - 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 Hartford Multifactor US Equity ETF (ROUS). 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	ROUS	Difference
Sharpe ratio: Return per unit of total volatility	2.38	2.23	+0.15
Sortino ratio: Return per unit of downside risk	3.34	3.16	+0.17
Omega ratio: Gain probability vs. loss probability	1.43	1.39	+0.04
Calmar ratio: Return relative to maximum drawdown	3.46	4.33	-0.87
Martin ratio: Return relative to average drawdown	15.38	17.39	-2.01

QARP vs. ROUS - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.38, which is comparable to the ROUS Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of QARP and ROUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QARP vs. ROUS - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for QARP and ROUS.

Drawdown Indicators

	QARP	ROUS	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-35.51%	+0.07%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-5.97%	-1.29%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-15.81%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-18.91%	-3.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.51%	—
Current Drawdown Current decline from peak	0.00%	-1.76%	+1.76%
Average Drawdown Average peak-to-trough decline	-4.39%	-4.21%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.48%	+0.15%

Volatility

QARP vs. ROUS - Volatility Comparison

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Hartford Multifactor US Equity ETF (ROUS) have volatilities of 2.76% and 2.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QARP	ROUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	2.89%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	8.92%	-0.70%
Volatility (1Y) Calculated over the trailing 1-year period	10.58%	11.61%	-1.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.54%	14.44%	+1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.55%	16.92%	+2.63%

QARP vs. ROUS - Expense Ratio Comparison

Both QARP and ROUS have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

QARP vs. ROUS - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.02%, less than ROUS's 1.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.02%	1.14%	1.39%	1.28%	1.68%	1.34%	1.61%	1.85%	1.39%	0.00%	0.00%	0.00%
ROUS Hartford Multifactor US Equity ETF	1.34%	1.52%	1.62%	1.91%	1.88%	1.38%	2.01%	2.12%	1.89%	1.54%	1.97%	1.62%

Frequently Asked Questions

Can I hold both QARP and ROUS in my portfolio?

QARP and ROUS have a correlation of 0.81, 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 ROUS?

ROUS has higher volatility (2.89%) compared to QARP (2.76%). In terms of maximum drawdown, QARP dropped -35.44% vs ROUS's -35.51%.

Which ETF is better, QARP or ROUS?

On 5-year performance, ROUS leads with 12.36% vs 12.09% for QARP. Both ETFs have the same 0.19% expense ratio. On volatility, QARP has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QARP or ROUS?

Over the 5-year period, ROUS has performed better with a 12.36% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or ROUS?

QARP and ROUS have the same expense ratio: 0.19% per year.

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

ROUS has the higher dividend yield at 1.34%, compared with 1.02% for QARP.

What is the main difference between QARP and ROUS?

QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: Deutsche Bank and Hartford.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.38 vs 2.23), 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.