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Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers S&P ESG Dividend Aristocrats ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has returned 4.62% so far this year and 9.12% over the past 12 months.


Xtrackers S&P ESG Dividend Aristocrats ETF

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 9, 2022, SNPD's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 56% of months were positive and 44% 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 52% 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%4.62%
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 -3.37%, beta of 0.62, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since November 10, 2022.

  • This ETF participated in 100.56% of S&P 500 Index downside but only 60.58% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.37% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 0.62 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-3.37%
Beta
0.62
0.52
Upside Capture
60.58%
Downside Capture
100.56%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SNPD ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SNPD Risk / Return Rank: 3333
Overall Rank
SNPD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3232
Sortino Ratio Rank
SNPD Omega Ratio Rank: 2929
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
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 a chosen benchmark (S&P 500 Index).


SNPDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.90

-0.27

Sortino ratio

Return per unit of downside risk

0.98

1.39

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.88

1.40

-0.52

Martin ratio

Return relative to average drawdown

3.39

6.61

-3.22

Explore SNPD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Xtrackers S&P ESG Dividend Aristocrats ETF provided a 3.11% dividend yield over the last twelve months, with an annual payout of $0.87 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$0.87$0.83$0.72$0.67$0.15

Dividend yield

3.11%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$0.17
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.


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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 6.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.8%Oct 21, 2024116Apr 8, 2025187Jan 6, 2026303
-14.05%Feb 3, 2023185Oct 27, 202384Feb 29, 2024269
-8.68%Mar 2, 202615Mar 20, 2026
-5.5%Apr 1, 202412Apr 16, 202462Jul 16, 202474
-4.55%Dec 5, 202211Dec 19, 202230Feb 2, 202341

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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