SFYF vs. QARP

Last updated Aug 6, 2026

SFYF (SoFi Social 50 ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both exchange-traded funds - SFYF is a Large Cap Growth Equities fund tracking the SoFi Social 50 Index, while QARP is a Quality Factor fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index. Both are passively managed. Over the past 5 years, SFYF returned 10.86%/yr vs 12.08%/yr for QARP. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SFYF charges 0.29%/yr vs 0.19%/yr for QARP.

Performance

SFYF vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFYF achieves a 10.63% return, which is significantly lower than QARP's 15.18% return.

SFYF

• 1D: -0.70%
• 1M: -1.81%
• 6M: 15.82%
• YTD: 10.63%
• 1Y: 27.84%
• 3Y*: 29.54%
• 5Y*: 10.86%
• 10Y*: —
• ALL TIME*: 17.74%

QARP

• 1D: -0.10%
• 1M: 3.52%
• 6M: 10.22%
• YTD: 15.18%
• 1Y: 26.97%
• 3Y*: 18.20%
• 5Y*: 12.08%
• 10Y*: —
• ALL TIME*: 14.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	$104.64K	$120.58K	$177.48K
SFYF SoFi Social 50 ETF	$203.64K	$213.64K	$240.33K

SFYF vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFYF SoFi Social 50 ETF	10.63%	30.00%	44.62%	56.80%	-47.73%	35.83%	33.65%	5.50%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	15.18%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	14.24%

Correlation

The correlation between SFYF and QARP is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.70
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.75

The correlation between SFYF and QARP has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

SFYF vs. QARP - Sectors Allocation Comparison

Sectors	SFYF	QARP
Technology	37.7%	24.1%
Consumer Cyclical	23.3%	9.4%
Communication Services	10.9%	10.5%
Financial Services	8.5%	12.4%
Consumer Defensive	7.0%	9.5%
Healthcare	6.1%	14.0%
Industrials	3.5%	7.9%
Energy	1.8%	6.3%
Real Estate	1.3%	1.0%
Basic Materials	-	2.5%
Utilities	-	1.9%

Return for Risk

SFYF vs. QARP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SFYF

SFYF Risk / Return Rank: 45
SFYF Sharpe Ratio Rank: 47
SFYF Sortino Ratio Rank: 44
SFYF Omega Ratio Rank: 44
SFYF Calmar Ratio Rank: 45
SFYF Martin Ratio Rank: 42

QARP

QARP Risk / Return Rank: 90
QARP Sharpe Ratio Rank: 92
QARP Sortino Ratio Rank: 92
QARP Omega Ratio Rank: 91
QARP Calmar Ratio Rank: 86
QARP Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SFYF vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) 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.

	SFYF	QARP	Difference
Sharpe ratio: Return per unit of total volatility	1.35	2.54	-1.19
Sortino ratio: Return per unit of downside risk	1.87	3.57	-1.70
Omega ratio: Gain probability vs. loss probability	1.23	1.46	-0.22
Calmar ratio: Return relative to maximum drawdown	1.84	3.73	-1.89
Martin ratio: Return relative to average drawdown	5.23	16.69	-11.46

SFYF vs. QARP - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.35, which is lower than the QARP Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SFYF and QARP, 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

SFYF vs. QARP - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than QARP's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for SFYF and QARP.

Drawdown Indicators

	SFYF	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-35.44%	-20.65%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	-7.26%	-7.92%
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	-15.65%	-10.80%
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	-22.75%	-33.34%
Current Drawdown Current decline from peak	-5.29%	-0.10%	-5.19%
Average Drawdown Average peak-to-trough decline	-16.33%	-4.37%	-11.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.34%	1.62%	+3.72%

Volatility

SFYF vs. QARP - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 6.70% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.80%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than QARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFYF	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.70%	2.80%	+3.90%
Volatility (6M) Calculated over the trailing 6-month period	16.38%	8.20%	+8.18%
Volatility (1Y) Calculated over the trailing 1-year period	20.65%	10.65%	+10.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.44%	15.53%	+13.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.58%	19.51%	+11.07%

SFYF vs. QARP - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than QARP's 0.19% expense ratio.

Dividends

SFYF vs. QARP - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.36%, less than QARP's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.00%	1.14%	1.39%	1.28%	1.68%	1.34%	1.61%	1.85%	1.39%
SFYF SoFi Social 50 ETF	0.36%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%	0.00%

Frequently Asked Questions

Can I hold both SFYF and QARP in my portfolio?

SFYF and QARP have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFYF or QARP?

SFYF has higher volatility (6.70%) compared to QARP (2.80%). In terms of maximum drawdown, SFYF dropped -56.09% vs QARP's -35.44%.

Which ETF is better, SFYF or QARP?

On 5-year performance, QARP leads with 12.08% vs 10.86% for SFYF. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFYF or QARP?

Over the 5-year period, QARP has performed better with a 12.08% return vs 10.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFYF or QARP?

QARP is cheaper with a 0.19% expense ratio, compared with 0.29% for SFYF.

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

QARP has the higher dividend yield at 1.00%, compared with 0.36% for SFYF.

What is the main difference between SFYF and QARP?

SFYF is categorized as Large Cap Growth Equities, while QARP is Quality Factor. SFYF tracks SoFi Social 50 Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: SoFi and Deutsche Bank. Their fees differ too: 0.29% for SFYF and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.54 vs 1.35), 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.