QARP vs. VOO
Compare and contrast key facts about Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Vanguard S&P 500 ETF (VOO).
QARP and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QARP is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 2Qual/Val 5% Capped Factor Index. It was launched on Apr 5, 2018. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both QARP and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QARP or VOO.
Correlation
The correlation between QARP and VOO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
QARP vs. VOO - Performance Comparison
Key characteristics
QARP:
1.92
VOO:
1.92
QARP:
2.60
VOO:
2.58
QARP:
1.35
VOO:
1.35
QARP:
3.20
VOO:
2.88
QARP:
10.55
VOO:
12.03
QARP:
1.92%
VOO:
2.02%
QARP:
10.58%
VOO:
12.69%
QARP:
-35.44%
VOO:
-33.99%
QARP:
-0.15%
VOO:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with QARP having a 4.58% return and VOO slightly lower at 4.36%.
QARP
4.58%
2.66%
9.34%
19.58%
14.04%
N/A
VOO
4.36%
2.34%
10.20%
24.11%
14.50%
13.28%
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QARP vs. VOO - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
QARP vs. VOO — Risk-Adjusted Performance Rank
QARP
VOO
QARP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
QARP vs. VOO - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.33%, more than VOO's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.33% | 1.39% | 1.28% | 1.68% | 1.34% | 1.61% | 1.85% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
QARP vs. VOO - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QARP and VOO. For additional features, visit the drawdowns tool.
Volatility
QARP vs. VOO - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.12%. This indicates that QARP experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.