Xtrackers Russell 1000 US QARP ETF (QARP)
Description
The investment seeks to track the performance of the Russell 1000 2Qual/Val 5% Capped Factor Index. The QARP ETF contains 389 constituents. It is focused on blend holdings in the North America region.
Price $35.02 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.8% |
| Expense ratio | 0.19% |
| Average spread | 0.2% |
| 1Y roundtrip cost | 0.39% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.0% | -3.0% | 4.1% | -7.4% | -0.1% | -8.1% | 8.6% | -3.5% | -9.0% | 3.8% | -19.6% | ||
| 2021 | -0.9% | 5.3% | 5.2% | 4.4% | 1.4% | 2.3% | 2.2% | 2.8% | -5.0% | 6.0% | -0.5% | 5.5% | 28.5% |
| 2020 | -1.7% | -8.3% | -13.6% | 13.0% | 6.3% | 1.6% | 3.6% | 7.5% | -4.2% | -3.2% | 12.4% | 3.9% | 17.5% |
| 2019 | 8.2% | 3.6% | 1.2% | 2.9% | -7.0% | 7.2% | 2.1% | -1.9% | 2.2% | 2.6% | 3.9% | 2.9% | 27.9% |
| 2018 | 2.2% | 1.0% | 3.2% | 3.1% | 0.6% | -6.1% | 1.2% | -9.4% | -4.2% | ||||
| 0.7% | -2.3% | -3.1% | 12.8% | 2.8% | 4.0% | 19.8% | 8.0% | -15.4% | 3.1% | 16.9% | 2.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.14 | 0.15 | 0.14 | 0.43 | |||||||||
| 2021 | 0.13 | 0.15 | 0.11 | 0.20 | 0.59 | ||||||||
| 2020 | 0.14 | 0.12 | 0.11 | 0.17 | 0.54 | ||||||||
| 2019 | 0.08 | 0.14 | 0.14 | 0.19 | 0.56 | ||||||||
| 2018 | 0.08 | 0.11 | 0.14 | 0.33 | |||||||||
| 0.00 | 0.00 | 0.49 | 0.00 | 0.00 | 0.65 | 0.00 | 0.00 | 0.61 | 0.00 | 0.00 | 0.70 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Microsoft Corporation | 5.55% |
| Apple Inc. | 5.45% |
| Amazon.com, Inc. | 3.77% |
| Meta Platforms Inc. Class A | 3.56% |
| Berkshire Hathaway Inc. Class B | 3.37% |
| Alphabet Inc. Class C | 2.75% |
| Alphabet Inc. Class A | 2.74% |
| Intel Corporation | 2.31% |
| Johnson & Johnson | 2.04% |
| UnitedHealth Group Incorporated | 2.04% |
| Cisco Systems, Inc. | 1.82% |
| Home Depot, Inc. | 1.73% |
| Walmart Inc. | 1.72% |
| Costco Wholesale Corporation | 1.52% |
| Target Corporation | 1.25% |
| Top 15 Weights | 41.62% |
Compare with similar ETFs
| QARP | EPS | JHML | JULZ | SPTM | TMW | |
|---|---|---|---|---|---|---|
| Product name | Xtrackers Russell 1000 US QARP ETF | WisdomTree Earnings 500 Fund | John Hancock Multifactor Large Cap ETF | TrueShares Structured Outcome (July) ETF | SPDR Portfolio Total Stock Market ETF | SPDR DJ Wilshire Total Market ETF |
| Issuer | Xtrackers | WisdomTree | John Hancock | TrueShares | SPDR | N/A |
| Price | $35.016 | $40.51 | $46.44 | $30.845 | $45.13 | $45.13 |
| Expense Ratio | 0.19% |  0.08% |  0.29% | 0.79% | 0.03% | 0.2% |
| Average Spread | 0.200% | 0.049% | 0.065% | 0.519% | 0.022% | 0.000% |
| AUM | $31,417,200 | $518,558,000 | $625,709,000 | $13,825,800 | $4,597,660,000 | $0 |
| Shares | 897,223 | 12,800,740 | 13,473,485 | 448,236 | 101,875,991 | 0 |
| Average Daily Volume | 1,270 | 55,537 | 65,286 | 633 | 927,980 | 927,992 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-04-05 | 2007-02-23 | 2015-09-28 | 2020-06-30 | 2000-10-04 | 2000-10-04 |
| Index Tracked | Russell 1000 2Qual/Val 5% Capped Factor Index | WisdomTree U.S. Large Cap Index | John Hancock Dimensional Large Cap Index | No Underlying Index | S&P Composite 1500 | |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | n/a | All Cap Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Volatility | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large Caps | ||
| Value or Growth | Blend | Blend | Blend | Blend | Blend | |
| Region | North America | North America | North America | North America | North America | |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.629 | $0.807 | $0.63 | $0 | $0.791 | $0 |
| Annual Dividend Yield | 0.018% | 0.020% | 0.014% | 0.000% | 0.018% | 0.000% |
| Number of Holdings | 389 | 504 | 763 | 0 | 1505 | |
| YTD Return | -19.31% | -18.43% | -21.44% | -12.27% | -21.86% | -22.79% |
| Beta | 1.05 | 0.94 | 0.98 | 0.65 | 1.02 | 0.99 |
| Upside Beta | 0.67 | 0.12 | 0.55 | 0.35 | 0.28 | 0.11 |
| Downside Beta | 0.60 | -0.16 | -0.02 | 0.01 | 0.13 | -0.18 |
| Volatility 1Y | 21.53% | 21.66% | 21.91% | 15.09% | 22.55% | 22.52% |
| Sharpe Ratio 3Y | 0.60 | 0.52 | 0.48 | 0.00 | 0.54 | 0.40 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |