WUGI vs. QARP

Last updated Jul 17, 2026

WUGI (Esoterica NextG Economy ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both Large Cap Growth Equities funds. WUGI is actively managed, while QARP is passively managed. Over the past 5 years, WUGI returned 14.18%/yr vs 12.09%/yr for QARP. A 0.66 correlation means they provide meaningful diversification when combined. WUGI charges 0.75%/yr vs 0.19%/yr for QARP.

Performance

WUGI vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Esoterica NextG Economy ETF (WUGI) 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, WUGI achieves a 14.93% return, which is significantly higher than QARP's 12.78% return.

WUGI

• 1D: -4.31%
• 1M: -7.81%
• 6M: 13.48%
• YTD: 14.93%
• 1Y: 24.13%
• 3Y*: 28.74%
• 5Y*: 14.18%
• 10Y*: —

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)

WUGI vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WUGI Esoterica NextG Economy ETF	14.93%	22.66%	47.14%	61.30%	-49.55%	25.18%	97.36%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	12.78%	13.99%	18.94%	23.03%	-14.62%	31.82%	44.70%

Correlation

The correlation between WUGI and QARP is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020	0.66

The correlation between WUGI and QARP shifts across timeframes, from 0.58 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

WUGI vs. QARP - Sectors Allocation Comparison

Sectors	WUGI	QARP
Technology	68.8%	23.5%
Communication Services	7.3%	11.3%
Industrials	6.8%	8.5%
Financial Services	5.0%	12.1%
Consumer Cyclical	4.8%	9.6%
Utilities	3.8%	2.0%
Healthcare	2.6%	13.9%
Consumer Defensive	0.1%	9.6%
Real Estate	0.1%	1.0%
Basic Materials	0.0%	2.3%
Energy	0.0%	5.8%

Return for Risk

WUGI vs. QARP — Risk / Return Rank

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

WUGI

WUGI Risk / Return Rank: 30
WUGI Sharpe Ratio Rank: 28
WUGI Sortino Ratio Rank: 27
WUGI Omega Ratio Rank: 28
WUGI Calmar Ratio Rank: 32
WUGI Martin Ratio Rank: 34

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.

WUGI vs. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) 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.

	WUGI	QARP	Difference
Sharpe ratio: Return per unit of total volatility	0.83	2.38	-1.54
Sortino ratio: Return per unit of downside risk	1.26	3.34	-2.07
Omega ratio: Gain probability vs. loss probability	1.16	1.43	-0.27
Calmar ratio: Return relative to maximum drawdown	1.35	3.46	-2.11
Martin ratio: Return relative to average drawdown	4.13	15.38	-11.26

WUGI vs. QARP - Sharpe Ratio Comparison

The current WUGI Sharpe Ratio is 0.83, which is lower than the QARP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of WUGI 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

WUGI vs. QARP - Drawdown Comparison

The maximum WUGI drawdown since its inception was -56.41%, which is greater than QARP's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for WUGI and QARP.

Drawdown Indicators

	WUGI	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-56.41%	-35.44%	-20.97%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-7.26%	-10.73%
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	-15.65%	-11.84%
Max Drawdown (5Y) Largest decline over 5 years	-56.41%	-22.75%	-33.66%
Current Drawdown Current decline from peak	-13.55%	0.00%	-13.55%
Average Drawdown Average peak-to-trough decline	-16.45%	-4.39%	-12.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.86%	1.63%	+4.23%

Volatility

WUGI vs. QARP - Volatility Comparison

Esoterica NextG Economy ETF (WUGI) has a higher volatility of 14.47% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.76%. This indicates that WUGI'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

	WUGI	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.47%	2.76%	+11.71%
Volatility (6M) Calculated over the trailing 6-month period	26.10%	8.22%	+17.88%
Volatility (1Y) Calculated over the trailing 1-year period	29.08%	10.58%	+18.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.69%	15.54%	+16.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.44%	19.55%	+11.89%

WUGI vs. QARP - Expense Ratio Comparison

WUGI has a 0.75% expense ratio, which is higher than QARP's 0.19% expense ratio.

Dividends

WUGI vs. QARP - Dividend Comparison

WUGI's dividend yield for the trailing twelve months is around 19.87%, more 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%
WUGI Esoterica NextG Economy ETF	19.87%	22.83%	4.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WUGI and QARP in my portfolio?

WUGI and QARP have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WUGI or QARP?

WUGI has higher volatility (14.47%) compared to QARP (2.76%). In terms of maximum drawdown, WUGI dropped -56.41% vs QARP's -35.44%.

Which ETF is better, WUGI or QARP?

On 5-year performance, WUGI leads with 14.18% vs 12.09% for QARP. On fees, QARP is cheaper at 0.19% 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, WUGI or QARP?

Over the 5-year period, WUGI has performed better with a 14.18% return vs 12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WUGI or QARP?

QARP is cheaper with a 0.19% expense ratio, compared with 0.75% for WUGI.

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

WUGI has the higher dividend yield at 19.87%, compared with 1.02% for QARP.

What is the main difference between WUGI and QARP?

They also come from different issuers: Esoterica and Deutsche Bank. Their fees differ too: 0.75% for WUGI and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.38 vs 0.83), 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.