SXQG vs. QARP

Last updated Jul 18, 2026

SXQG (ETC 6 Meridian Quality Growth ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Large Cap Growth Equities funds. SXQG is actively managed, while QARP is passively managed. Over the past 5 years, SXQG returned 4.58%/yr vs 11.95%/yr for QARP. Their correlation of 0.87 suggests significant overlap in exposure. SXQG charges 1.00%/yr vs 0.19%/yr for QARP.

Performance

SXQG vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Quality Growth ETF (SXQG) 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, SXQG achieves a -2.99% return, which is significantly lower than QARP's 12.07% return.

SXQG

• 1D: -1.40%
• 1M: 2.40%
• 6M: -1.13%
• YTD: -2.99%
• 1Y: -0.98%
• 3Y*: 8.88%
• 5Y*: 4.58%
• 10Y*: —

QARP

• 1D: -0.63%
• 1M: 2.08%
• 6M: 9.01%
• YTD: 12.07%
• 1Y: 23.49%
• 3Y*: 16.84%
• 5Y*: 11.95%
• 10Y*: —

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

SXQG vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SXQG ETC 6 Meridian Quality Growth ETF	-2.99%	4.43%	18.77%	28.32%	-23.93%	12.62%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	12.07%	13.99%	18.94%	23.03%	-14.62%	13.23%

Correlation

The correlation between SXQG and QARP is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 11, 2021	0.87

The correlation between SXQG and QARP shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

SXQG vs. QARP - Sectors Allocation Comparison

Sectors	SXQG	QARP
Technology	31.9%	23.5%
Communication Services	16.0%	11.3%
Healthcare	16.0%	13.9%
Financial Services	11.5%	12.1%
Consumer Defensive	11.5%	9.6%
Consumer Cyclical	6.9%	9.6%
Industrials	5.4%	8.5%
Energy	0.6%	5.8%
Basic Materials	0.2%	2.3%
Real Estate	-	1.0%
Utilities	-	2.0%

Return for Risk

SXQG vs. QARP — Risk / Return Rank

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

SXQG

SXQG Risk / Return Rank: 9
SXQG Sharpe Ratio Rank: 9
SXQG Sortino Ratio Rank: 9
SXQG Omega Ratio Rank: 8
SXQG Calmar Ratio Rank: 9
SXQG Martin Ratio Rank: 9

QARP

QARP Risk / Return Rank: 85
QARP Sharpe Ratio Rank: 87
QARP Sortino Ratio Rank: 87
QARP Omega Ratio Rank: 85
QARP Calmar Ratio Rank: 80
QARP Martin Ratio Rank: 88

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.

SXQG vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.

	SXQG	QARP	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	2.23	-2.31
Sortino ratio: Return per unit of downside risk	-0.03	3.15	-3.17
Omega ratio: Gain probability vs. loss probability	1.00	1.40	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.07	3.25	-3.32
Martin ratio: Return relative to average drawdown	-0.18	14.45	-14.63

SXQG vs. QARP - Sharpe Ratio Comparison

The current SXQG Sharpe Ratio is -0.08, which is lower than the QARP Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SXQG 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

SXQG vs. QARP - Drawdown Comparison

The maximum SXQG drawdown since its inception was -33.97%, roughly equal to the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for SXQG and QARP.

Drawdown Indicators

	SXQG	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-33.97%	-35.44%	+1.47%
Max Drawdown (1Y) Largest decline over 1 year	-14.03%	-7.26%	-6.77%
Max Drawdown (3Y) Largest decline over 3 years	-19.53%	-15.65%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-33.97%	-22.75%	-11.22%
Current Drawdown Current decline from peak	-5.83%	-0.63%	-5.20%
Average Drawdown Average peak-to-trough decline	-10.02%	-4.39%	-5.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.36%	1.63%	+3.73%

Volatility

SXQG vs. QARP - Volatility Comparison

ETC 6 Meridian Quality Growth ETF (SXQG) has a higher volatility of 4.77% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.84%. This indicates that SXQG'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

	SXQG	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	2.84%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	8.25%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	10.60%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	15.54%	+2.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.90%	19.55%	-1.65%

SXQG vs. QARP - Expense Ratio Comparison

SXQG has a 1.00% expense ratio, which is higher than QARP's 0.19% expense ratio.

Dividends

SXQG vs. QARP - Dividend Comparison

SXQG's dividend yield for the trailing twelve months is around 0.03%, less than QARP's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.03%	1.14%	1.39%	1.28%	1.68%	1.34%	1.61%	1.85%	1.39%
SXQG ETC 6 Meridian Quality Growth ETF	0.03%	0.15%	0.00%	0.02%	0.09%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SXQG and QARP in my portfolio?

SXQG and QARP have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SXQG or QARP?

SXQG has higher volatility (4.77%) compared to QARP (2.84%). In terms of maximum drawdown, SXQG dropped -33.97% vs QARP's -35.44%.

Which ETF is better, SXQG or QARP?

On 5-year performance, QARP leads with 11.95% vs 4.58% for SXQG. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SXQG or QARP?

Over the 5-year period, QARP has performed better with a 11.95% return vs 4.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SXQG or QARP?

QARP is cheaper with a 0.19% expense ratio, compared with 1.00% for SXQG.

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

QARP has the higher dividend yield at 1.03%, compared with 0.03% for SXQG.

What is the main difference between SXQG and QARP?

They also come from different issuers: Meridian and Deutsche Bank. Their fees differ too: 1.00% for SXQG and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.23 vs -0.08), 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.