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Xtrackers S&P 500 ESG ETF (SNPE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US2330511435
CUSIP
233051143
Inception Date
Jun 26, 2019
Region
North America (U.S.)
Category
S&P 500, ESG
Leveraged
1x (No leverage)
Index Tracked
S&P 500 ESG Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

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 500 ESG 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 500 ESG ETF (SNPE) has returned -4.45% so far this year and 19.35% over the past 12 months.


Xtrackers S&P 500 ESG ETF

1D
2.87%
1M
-5.26%
YTD
-4.45%
6M
-0.29%
1Y
19.35%
3Y*
18.41%
5Y*
12.56%
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 Jun 26, 2019, SNPE's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SNPE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.75%-0.88%-5.26%-4.45%
20251.56%-1.02%-5.59%-1.55%5.60%5.79%2.53%2.49%3.57%2.68%0.78%0.85%18.56%
20241.54%4.86%3.41%-3.60%5.42%3.34%1.06%2.33%1.86%-1.12%5.89%-2.89%23.85%
20236.48%-2.85%4.38%1.96%0.95%6.47%3.55%-1.57%-5.06%-1.84%9.00%4.31%27.79%
2022-4.88%-2.56%3.91%-9.35%0.46%-8.03%8.99%-4.35%-9.56%8.82%5.64%-5.81%-17.67%
2021-0.85%2.12%4.81%5.69%0.35%2.74%2.49%3.20%-4.71%8.27%0.07%4.07%31.43%

Benchmark Metrics

Xtrackers S&P 500 ESG ETF has an annualized alpha of 2.74%, beta of 0.97, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 27, 2019.

  • This ETF captured 107.42% of S&P 500 Index gains but only 97.28% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.74% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.97 and R² of 0.98, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.74%
Beta
0.97
0.98
Upside Capture
107.42%
Downside Capture
97.28%

Expense Ratio

SNPE has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

SNPE ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SNPE Risk / Return Rank: 6363
Overall Rank
SNPE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SNPE Omega Ratio Rank: 6464
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7171
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 500 ESG ETF (SNPE) and compare them to a chosen benchmark (S&P 500 Index).


SNPEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.62

1.39

+0.23

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.64

1.40

+0.24

Martin ratio

Return relative to average drawdown

7.61

6.61

+1.00

Explore SNPE 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 500 ESG ETF provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.63 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.10%1.20%1.30%1.40%1.50%1.60%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.63$0.63$0.62$0.57$0.57$0.46$0.47$0.33

Dividend yield

1.05%1.01%1.17%1.32%1.65%1.08%1.42%1.20%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P 500 ESG 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$0.12$0.12
2025$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.19$0.63
2024$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.19$0.62
2023$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.18$0.57
2022$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.13$0.00$0.00$0.18$0.57
2021$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.15$0.46

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 500 ESG 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 500 ESG ETF was 33.37%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Xtrackers S&P 500 ESG ETF drawdown is 6.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.37%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-24.65%Jan 4, 2022187Sep 30, 2022294Dec 1, 2023481
-19.15%Dec 5, 202484Apr 8, 202556Jun 30, 2025140
-10.18%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.46%Feb 10, 202634Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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