QIDX vs. QARP
QIDX (Indexperts Quality Earnings Focused ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Quality Factor funds. QIDX is actively managed, while QARP is passively managed. Over the past year, QIDX returned 14.22% vs 25.79% for QARP. Their correlation of 0.84 means they have usually moved in the same direction. QIDX charges 0.50%/yr vs 0.19%/yr for QARP.
Performance
QIDX vs. QARP - Performance Comparison
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Returns By Period
In the year-to-date period, QIDX achieves a 10.40% return, which is significantly lower than QARP's 13.09% return.
QIDX
- 1D
- 0.55%
- 1M
- 0.29%
- 6M
- 6.42%
- YTD
- 10.40%
- 1Y
- 14.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.90%
QARP
- 1D
- 0.52%
- 1M
- 1.69%
- 6M
- 8.81%
- YTD
- 13.09%
- 1Y
- 25.79%
- 3Y*
- 16.68%
- 5Y*
- 11.83%
- 10Y*
- —
- ALL TIME*
- 14.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $110.48K | $118.49K | $177.11K | |
| $53.70K | $62.72K | $42.16K |
QIDX vs. QARP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QIDX Indexperts Quality Earnings Focused ETF | 10.40% | 6.60% |
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 13.09% | 13.99% |
Correlation
The correlation between QIDX and QARP is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025 | 0.84 |
The correlation between QIDX and QARP has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
QIDX vs. QARP — Risk / Return Rank
QIDX
QARP
QIDX vs. QARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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.
| QIDX | QARP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.37 | -1.47 |
| Martin ratioReturn relative to average drawdown | 6.38 | 15.08 | -8.70 |
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Drawdowns
QIDX vs. QARP - Drawdown Comparison
The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for QIDX and QARP.
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Drawdown Indicators
| QIDX | QARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -35.44% | +20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -7.26% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.75% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.14% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -4.37% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.62% | +0.44% |
Volatility
QIDX vs. QARP - Volatility Comparison
Indexperts Quality Earnings Focused ETF (QIDX) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) have volatilities of 2.55% and 2.59%, 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.
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Volatility by Period
| QIDX | QARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.59% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 8.16% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 10.71% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.52% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 19.51% | -5.31% |
QIDX vs. QARP - Expense Ratio Comparison
QIDX has a 0.50% expense ratio, which is higher than QARP's 0.19% expense ratio.
Dividends
QIDX vs. QARP - Dividend Comparison
QIDX's dividend yield for the trailing twelve months is around 0.86%, less than QARP's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
QIDX Indexperts Quality Earnings Focused ETF | 0.86% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QIDX and QARP have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QARP has higher volatility (2.59%) compared to QIDX (2.55%). In terms of maximum drawdown, QIDX dropped -14.99% vs QARP's -35.44%.
On 1-year performance, QARP leads with 25.79% vs 14.22% for QIDX. On fees, QARP is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QARP has performed better with a 25.79% return vs 14.22%. 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 0.50% for QIDX.
QARP has the higher dividend yield at 1.02%, compared with 0.86% for QIDX.
They also come from different issuers: Indexperts and Deutsche Bank. Their fees differ too: 0.50% for QIDX and 0.19% for QARP.
QARP currently has the higher Sharpe Ratio (2.29 vs 1.20), 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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