PortfoliosLab logoPortfoliosLab logo
Issuer
Xtrackers
Inception Date
Nov 8, 2022
Leveraged
1x (No leverage)
Index Tracked
S&P ESG High Yield Dividend Aristocrats Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$3M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

SNPD Performance Chart

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is up 9.9% since the beginning of the year. SNPD is currently trading at $29 per share.


Loading charts...

S&P 500 Index

Returns By Period

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has returned 9.90% so far this year and 16.80% over the past 12 months.


Xtrackers S&P ESG Dividend Aristocrats ETF

1D
-0.38%
1M
1.55%
YTD
9.90%
6M
9.28%
1Y
16.80%
3Y*
9.24%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPD Monthly Returns History

Based on dividend-adjusted daily data since Nov 9, 2022, SNPD's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jun 2023 with a return of +7.0%, while the worst month was Dec 2024 at -7.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SNPD closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.78%4.58%-6.31%3.58%0.19%1.22%9.90%
20251.88%2.19%-1.78%-4.00%2.80%1.31%0.31%3.52%-0.58%-1.89%3.16%-0.17%6.66%
2024-0.49%2.19%4.78%-3.68%1.40%-1.73%5.47%3.05%1.58%-3.67%4.37%-7.14%5.41%
20232.22%-3.03%-0.55%1.30%-6.16%6.98%3.42%-3.51%-5.43%-3.64%5.95%6.30%2.68%
20226.94%-3.22%3.49%

Benchmark Metrics

Xtrackers S&P ESG Dividend Aristocrats ETF has an annualized alpha of -3.38%, beta of 0.60, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since November 09, 2022.

  • This ETF participated in 95.09% of S&P 500 Index downside but only 55.73% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R2 of 0.49 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-3.38%
Beta
0.60
0.49
Upside Capture
55.73%
Downside Capture
95.09%

Expense Ratio

SNPD has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

SNPD ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SNPD Risk / Return Rank: 4242
Overall Rank
SNPD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 4747
Sortino Ratio Rank
SNPD Omega Ratio Rank: 4040
Omega Ratio Rank
SNPD Calmar Ratio Rank: 4040
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3838
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and compare them to S&P 500 Index.

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.


SNPDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.94

2.78

-0.84

Martin ratioReturn relative to average drawdown

5.77

12.44

-6.67

Dividends

Dividend History

Xtrackers S&P ESG Dividend Aristocrats ETF provided a 3.30% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.96$0.83$0.72$0.67$0.15

Dividend yield

3.30%3.10%2.78%2.63%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P ESG Dividend Aristocrats ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.17$0.00$0.00$0.29$0.45
2025$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.31$0.83
2024$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.25$0.72
2023$0.00$0.00$0.10$0.00$0.00$0.19$0.00$0.00$0.15$0.00$0.00$0.23$0.67
2022$0.15$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers S&P ESG Dividend Aristocrats ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers S&P ESG Dividend Aristocrats ETF was 15.80%, occurring on Apr 8, 2025. Recovery took 187 trading sessions.

The current Xtrackers S&P ESG Dividend Aristocrats ETF drawdown is 1.69%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-15.80%Apr 2025
5mo 19d9mo 3d
1y 2moOct 2024 - Jan 2026
2023 correction2023
-14.05%Oct 2023
8mo 26d4mo 5d
1y 26dFeb 2023 - Feb 2024
2026 pullback2026
-8.68%Mar 2026
18d2mo 24d
3mo 12dMar 2026 - Jun 2026
2024 pullback2024
-5.50%Apr 2024
15d3mo 1d
3mo 16dApr 2024 - Jul 2024
Bear market2022
-4.55%Dec 2022
14d1mo 15d
1mo 29dDec 2022 - Feb 2023

Drawdown Indicators


SNPDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-56.78%

+40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-9.10%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-18.90%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.69%

-1.80%

+0.11%

Average Drawdown

Average peak-to-trough decline

-3.91%

-10.71%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.03%

+0.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with SNPD

Add Xtrackers S&P ESG Dividend Aristocrats ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SNPD