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QARP vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QARP vs. URTH

Last updated Jun 25, 2026

QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and URTH (iShares MSCI World 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 URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, QARP returned 11.66%/yr vs 11.18%/yr for URTH. Their correlation of 0.92 suggests significant overlap in exposure. QARP charges 0.19%/yr vs 0.24%/yr for URTH.

Performance

QARP vs. URTH - 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 MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QARP achieves a 9.20% return, which is significantly higher than URTH's 7.84% return.

QARP

1D
0.12%
1M
-1.50%
YTD
9.20%
6M
8.29%
1Y
22.43%
3Y*
17.64%
5Y*
11.66%
10Y*
—

URTH

1D
-0.22%
1M
-1.09%
YTD
7.84%
6M
6.72%
1Y
21.36%
3Y*
19.58%
5Y*
11.18%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QARP vs. URTH - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
QARP
Xtrackers Russell 1000 US Quality at a Reasonable Price ETF		9.20%13.99%18.94%23.03%-14.62%31.82%14.83%30.70%-5.53%
URTH
iShares MSCI World ETF		7.84%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-7.15%

Correlation

The correlation between QARP and URTH is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2018

0.92

The correlation between QARP and URTH has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

QARP vs. URTH - Sectors Allocation Comparison

Sectors
QARP
URTH

Technology

24.6%
32.8%

Communication Services

14.4%
8.6%

Consumer Cyclical

13.1%
8.5%

Healthcare

10.9%
8.6%

Consumer Defensive

9.8%
4.7%

Financial Services

9.6%
15.8%

Industrials

8.8%
10.0%

Energy

6.0%
3.7%

Basic Materials

2.1%
2.8%

Real Estate

0.6%
1.2%

Utilities

0.3%
2.6%

Technology

QARP
24.6%
URTH
32.8%

Communication Services

QARP
14.4%
URTH
8.6%

Consumer Cyclical

QARP
13.1%
URTH
8.5%

Healthcare

QARP
10.9%
URTH
8.6%

Consumer Defensive

QARP
9.8%
URTH
4.7%

Financial Services

QARP
9.6%
URTH
15.8%

Industrials

QARP
8.8%
URTH
10.0%

Energy

QARP
6.0%
URTH
3.7%

Basic Materials

QARP
2.1%
URTH
2.8%

Real Estate

QARP
0.6%
URTH
1.2%

Utilities

QARP
0.3%
URTH
2.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Russell 1000 US Quality at a Reasonable Price ETF

iShares MSCI World ETF

Often compared with QARP:
QARP vs. SPHQQARP vs. IWBQARP vs. VOOQARP vs. SPYQARP vs. IWYQARP vs. OMFLQARP vs. ROBT
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

QARP vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QARP
QARP Risk / Return Rank: 7575
Overall Rank
QARP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QARP Sortino Ratio Rank: 7676
Sortino Ratio Rank
QARP Omega Ratio Rank: 7272
Omega Ratio Rank
QARP Calmar Ratio Rank: 7070
Calmar Ratio Rank
QARP Martin Ratio Rank: 8080
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 5656
Overall Rank
URTH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5555
Sortino Ratio Rank
URTH Omega Ratio Rank: 5454
Omega Ratio Rank
URTH Calmar Ratio Rank: 5353
Calmar Ratio Rank
URTH Martin Ratio Rank: 6464
Martin Ratio Rank
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. URTH - 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 MSCI World ETF (URTH). 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.

QARPURTHDifference
Sharpe ratioReturn per unit of total volatility
2.11
1.70

+0.41

Sortino ratioReturn per unit of downside risk
2.98
2.37

+0.61

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

3.10

2.37

+0.73

Martin ratioReturn relative to average drawdown

13.86

10.42

+3.44

QARP vs. URTH - Sharpe Ratio Comparison

The current QARP Sharpe Ratio is 2.11, which is comparable to the URTH Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of QARP and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QARP vs. URTH - Drawdown Comparison

The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for QARP and URTH.

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Drawdown Indicators

QARPURTHDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-34.01%

-1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-9.06%

+1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.65%

-16.94%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-26.05%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.01%

—

Current Drawdown

Current decline from peak

-2.28%

-2.84%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.42%

-4.36%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

2.05%

-0.43%

Volatility

QARP vs. URTH - Volatility Comparison

The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 3.61%, while iShares MSCI World ETF (URTH) has a volatility of 4.70%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QARPURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.70%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

10.23%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

12.64%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

16.27%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

17.20%

+2.41%

QARP vs. URTH - Expense Ratio Comparison

QARP has a 0.19% expense ratio, which is lower than URTH's 0.24% 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. URTH - Dividend Comparison

QARP's dividend yield for the trailing twelve months is around 1.05%, less than URTH's 1.43% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
URTH
iShares MSCI World ETF		1.43%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

With a correlation of 0.90, QARP and URTH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

URTH has higher volatility (4.70%) compared to QARP (3.61%). In terms of maximum drawdown, QARP dropped -35.44% vs URTH's -34.01%.

On 5-year performance, QARP leads with 11.66% vs 11.18% for URTH. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QARP has performed better with a 11.66% return vs 11.18%. 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 0.24% for URTH.

URTH has the higher dividend yield at 1.43%, compared with 1.05% for QARP.

QARP is categorized as Large Cap Growth Equities, while URTH is Global Equities. QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while URTH tracks MSCI World Index (Net). They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.19% for QARP and 0.24% for URTH.

QARP currently has the higher Sharpe Ratio (2.11 vs 1.70), 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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