Xtrackers Russell 1000 US Quality at a Reasonable Price ETF
Ticker
QARP
ISIN
US233051242
Price
USD 53.50
Change Today
-0.31 / -0.58 %
Price 1 year ago
41.25 / 29.702 %
Morningstar
5
52 Week Low
41.85
52 Week High
53.92
200 Day Moving Average 49.14
49.14
50-day Moving Average
52.00
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.28 |
| Sortino Ratio | 0.36 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -16.61 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.53 |
| Volatility | 3.65% |
| Alpha | +2.98 |
| Beta | -- |
| R Squared | +99.09 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.437% |
| Average Annual Volatility | 20.682% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 0.74 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.44 |
Company information
Summary
The investment seeks investment results that correspond generally to the performance, before fees and expenses, of the Russell 1000 2Qual/Val 5% Capped Factor Index (the "underlying index"). The fund will invest at least 80% of its total assets (but typically far more) in component securities of the underlying index. The underlying index is designed to track the equity market performance of companies in the United States selected on the investment style criteria ("factors") of quality and value.
Market
US
Category
Large Blend
Expense Ratio
0.19%
Fund family
Xtrackers
Morningstar
5
Yield
0.0138
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 22.51% |
| Healthcare | 15.87% |
| Communication services | 11.10% |
| Consumer cyclical | 10.40% |
| Financial services | 10.30% |
| Consumer defensive | 9.60% |
| Energy | 9.04% |
| Industrials | 6.49% |
| Basic materials | 2.88% |
| Realestate | 0.94% |
| Utilities | 0.75% |
| Country | Ratio |
|---|---|
| United States | 99.63 |
| United Kingdom | 0.23 |
| Switzerland | 0.12 |
| India | 0.02 |
| Canada | 0.00 |
| Israel | 0.00 |
| Turkey | 0.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 5.45% |
| MSFT | Microsoft Corp | 4.93% |
| AMZN | Amazon.com Inc | 4.22% |
| FB | Facebook Inc Class A | 4.0% |
| BRK.B | Berkshire Hathaway Inc Class B | 3.37% |
| GOOGL | Alphabet Inc Class A | 2.65% |
| GOOG | Alphabet Inc Class C | 2.65% |
| INTC | Intel Corp | 2.56% |
| JNJ | Johnson & Johnson | 2.19% |
| UNH | UnitedHealth Group Inc | 1.91% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IWF | iShares Russell 1000 Growth ETF | US4642876142 | PCX | 0.18% | 5 | -7.24 | |
| IWY | iShares Russell Top 200 Growth ETF | US4642894384 | PCX | 0.20% | 5 | -9.01 | |
| OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | US46138J619 | BTS | 0.29% | 5 | +8.87 | |
| OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | BTS | 0.39% | 5 | +7.41 | ||
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | US78468R754 | PCX | 0.20% | 5 | +10.39 | |
| QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | US233051242 | PCX | 0.19% | 5 | +2.98 | -- |
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.