VUG vs. QARP

Last updated Jul 17, 2026

VUG (Vanguard Growth ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Large Cap Growth Equities funds - VUG tracks the CRSP US Large Cap Growth Index while QARP tracks the Russell 1000 2Qual/Val 5% Capped Factor Index. Both are passively managed. Over the past 5 years, VUG returned 12.97%/yr vs 12.09%/yr for QARP. Their correlation of 0.83 suggests significant overlap in exposure. VUG charges 0.03%/yr vs 0.19%/yr for QARP.

Performance

VUG vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) 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, VUG achieves a 6.69% return, which is significantly lower than QARP's 12.78% return.

VUG

• 1D: -1.37%
• 1M: -0.15%
• 6M: 7.19%
• YTD: 6.69%
• 1Y: 17.10%
• 3Y*: 21.89%
• 5Y*: 12.97%
• 10Y*: 17.61%

QARP

• 1D: 0.71%
• 1M: 1.10%
• 6M: 9.34%
• YTD: 12.78%
• 1Y: 25.00%
• 3Y*: 17.33%
• 5Y*: 12.09%
• 10Y*: —

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

VUG vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VUG Vanguard Growth ETF	6.69%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-4.22%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	12.78%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	30.70%	-5.53%

Correlation

The correlation between VUG and QARP is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018	0.83

The correlation between VUG and QARP shifts across timeframes, from 0.73 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

VUG vs. QARP - Sectors Allocation Comparison

Sectors	VUG	QARP
Technology	56.5%	23.5%
Communication Services	15.9%	11.3%
Consumer Cyclical	11.6%	9.6%
Healthcare	4.6%	13.9%
Financial Services	4.0%	12.1%
Industrials	3.5%	8.5%
Consumer Defensive	1.3%	9.6%
Real Estate	0.9%	1.0%
Utilities	0.7%	2.0%
Basic Materials	0.6%	2.3%
Energy	0.3%	5.8%

Return for Risk

VUG vs. QARP — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 30
VUG Sharpe Ratio Rank: 33
VUG Sortino Ratio Rank: 31
VUG Omega Ratio Rank: 31
VUG Calmar Ratio Rank: 26
VUG Martin Ratio Rank: 30

QARP

QARP Risk / Return Rank: 87
QARP Sharpe Ratio Rank: 90
QARP Sortino Ratio Rank: 89
QARP Omega Ratio Rank: 88
QARP Calmar Ratio Rank: 82
QARP Martin Ratio Rank: 89

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.

VUG vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.

	VUG	QARP	Difference
Sharpe ratio: Return per unit of total volatility	1.00	2.38	-1.38
Sortino ratio: Return per unit of downside risk	1.44	3.34	-1.90
Omega ratio: Gain probability vs. loss probability	1.18	1.43	-0.25
Calmar ratio: Return relative to maximum drawdown	1.04	3.46	-2.42
Martin ratio: Return relative to average drawdown	3.42	15.38	-11.96

VUG vs. QARP - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.00, which is lower than the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of VUG 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

VUG vs. QARP - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than QARP's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for VUG and QARP.

Drawdown Indicators

	VUG	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-35.44%	-15.24%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-7.26%	-9.27%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-15.65%	-7.20%
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	-22.75%	-12.86%
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	—	—
Current Drawdown Current decline from peak	-4.02%	0.00%	-4.02%
Average Drawdown Average peak-to-trough decline	-7.08%	-4.39%	-2.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.01%	1.63%	+3.38%

Volatility

VUG vs. QARP - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.76% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that VUG'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

	VUG	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	2.76%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	13.99%	8.22%	+5.77%
Volatility (1Y) Calculated over the trailing 1-year period	17.24%	10.58%	+6.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.46%	15.54%	+6.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.51%	19.55%	+1.96%

VUG vs. QARP - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than QARP's 0.19% 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

VUG vs. QARP - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than QARP's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both VUG and QARP in my portfolio?

VUG and QARP have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VUG or QARP?

VUG has higher volatility (5.76%) compared to QARP (2.76%). In terms of maximum drawdown, VUG dropped -50.68% vs QARP's -35.44%.

Which ETF is better, VUG or QARP?

On 5-year performance, VUG leads with 12.97% vs 12.09% for QARP. On fees, VUG is cheaper at 0.03% per year. On volatility, QARP has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VUG or QARP?

Over the 5-year period, VUG has performed better with a 12.97% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VUG or QARP?

VUG is cheaper with a 0.03% expense ratio, compared with 0.19% for QARP.

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

QARP has the higher dividend yield at 1.02%, compared with 0.39% for VUG.

What is the main difference between VUG and QARP?

VUG tracks CRSP US Large Cap Growth Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. They also come from different issuers: Vanguard and Deutsche Bank. Their fees differ too: 0.03% for VUG and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.38 vs 1.00), 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.