QARP vs. TDVG

Last updated Jun 24, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and TDVG (T. Rowe Price Dividend Growth ETF) are both Large Cap Growth Equities funds. QARP is passively managed, while TDVG is actively managed. Over the past 5 years, QARP returned 11.76%/yr vs 10.19%/yr for TDVG. Their correlation of 0.91 suggests significant overlap in exposure. QARP charges 0.19%/yr vs 0.50%/yr for TDVG.

Performance

QARP vs. TDVG - 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 T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QARP achieves a 9.07% return, which is significantly higher than TDVG's 8.04% return.

QARP

• 1D: -0.90%
• 1M: -1.62%
• YTD: 9.07%
• 6M: 8.59%
• 1Y: 23.23%
• 3Y*: 17.59%
• 5Y*: 11.76%
• 10Y*: —

TDVG

• 1D: -0.55%
• 1M: 1.22%
• YTD: 8.04%
• 6M: 7.41%
• 1Y: 17.57%
• 3Y*: 15.55%
• 5Y*: 10.19%
• 10Y*: —

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

QARP vs. TDVG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	9.07%	13.99%	18.94%	23.03%	-14.62%	31.82%	15.01%
TDVG T. Rowe Price Dividend Growth ETF	8.04%	14.80%	13.45%	13.95%	-10.15%	26.20%	12.97%

Correlation

The correlation between QARP and TDVG is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 5, 2020	0.91

The correlation between QARP and TDVG has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

QARP vs. TDVG - Sectors Allocation Comparison

Sectors	QARP	TDVG
Technology	24.6%	26.2%
Communication Services	14.4%	1.0%
Consumer Cyclical	13.1%	7.2%
Healthcare	10.9%	12.4%
Consumer Defensive	9.8%	6.9%
Financial Services	9.6%	19.3%
Industrials	8.8%	13.6%
Energy	6.0%	5.3%
Basic Materials	2.1%	2.8%
Real Estate	0.6%	1.6%
Utilities	0.3%	3.8%

Return for Risk

QARP vs. TDVG — Risk / Return Rank

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

QARP

QARP Risk / Return Rank: 73
QARP Sharpe Ratio Rank: 73
QARP Sortino Ratio Rank: 74
QARP Omega Ratio Rank: 70
QARP Calmar Ratio Rank: 68
QARP Martin Ratio Rank: 79

TDVG

TDVG Risk / Return Rank: 56
TDVG Sharpe Ratio Rank: 56
TDVG Sortino Ratio Rank: 58
TDVG Omega Ratio Rank: 54
TDVG Calmar Ratio Rank: 52
TDVG Martin Ratio Rank: 59

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. TDVG - 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 T. Rowe Price Dividend Growth ETF (TDVG). 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	TDVG	Difference
Sharpe ratio: Return per unit of total volatility	2.18	1.81	+0.37
Sortino ratio: Return per unit of downside risk	3.08	2.60	+0.48
Omega ratio: Gain probability vs. loss probability	1.39	1.32	+0.07
Calmar ratio: Return relative to maximum drawdown	3.21	2.44	+0.77
Martin ratio: Return relative to average drawdown	14.41	10.01	+4.40

QARP vs. TDVG - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.18, which is comparable to the TDVG Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of QARP and TDVG, 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. TDVG - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for QARP and TDVG.

Drawdown Indicators

	QARP	TDVG	Difference
Max Drawdown Largest peak-to-trough decline	-35.44%	-19.20%	-16.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.26%	-7.24%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-14.02%	-1.63%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-19.20%	-3.55%
Current Drawdown Current decline from peak	-2.39%	-0.82%	-1.57%
Average Drawdown Average peak-to-trough decline	-4.42%	-3.73%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.76%	-0.14%

Volatility

QARP vs. TDVG - Volatility Comparison

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) has a higher volatility of 3.65% compared to T. Rowe Price Dividend Growth ETF (TDVG) at 2.78%. This indicates that QARP's price experiences larger fluctuations and is considered to be riskier than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QARP	TDVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	2.78%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	8.26%	7.61%	+0.65%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	9.79%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	13.92%	+1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.62%	13.90%	+5.72%

QARP vs. TDVG - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than TDVG's 0.50% expense ratio.

Dividends

QARP vs. TDVG - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.05%, more than TDVG's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.05%	1.14%	1.39%	1.28%	1.68%	1.34%	1.61%	1.85%	1.39%
TDVG T. Rowe Price Dividend Growth ETF	0.98%	1.00%	1.06%	1.31%	1.15%	0.80%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QARP and TDVG in my portfolio?

QARP and TDVG have a correlation of 0.84, 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 TDVG?

QARP has higher volatility (3.65%) compared to TDVG (2.78%). In terms of maximum drawdown, QARP dropped -35.44% vs TDVG's -19.20%.

Which ETF is better, QARP or TDVG?

On 5-year performance, QARP leads with 11.76% vs 10.19% for TDVG. On fees, QARP is cheaper at 0.19% per year. On volatility, TDVG has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QARP or TDVG?

Over the 5-year period, QARP has performed better with a 11.76% return vs 10.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QARP or TDVG?

QARP is cheaper with a 0.19% expense ratio, compared with 0.50% for TDVG.

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

QARP has the higher dividend yield at 1.05%, compared with 0.98% for TDVG.

What is the main difference between QARP and TDVG?

They also come from different issuers: Deutsche Bank and T. Rowe Price. Their fees differ too: 0.19% for QARP and 0.50% for TDVG.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.18 vs 1.81), 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.