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Issuer
Xtrackers
Inception Date
Nov 8, 2022
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Growth ESG Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$14M

Share Price Chart


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Performance

SNPG Performance Chart

Xtrackers S&P 500 Growth ESG ETF (SNPG) is up 14.0% since the beginning of the year. SNPG is currently trading at $61 per share.


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S&P 500 Index

Returns By Period

Xtrackers S&P 500 Growth ESG ETF (SNPG) has returned 13.97% so far this year and 34.09% over the past 12 months.


Xtrackers S&P 500 Growth ESG ETF

1D
0.55%
1M
6.93%
YTD
13.97%
6M
13.79%
1Y
34.09%
3Y*
25.61%
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)

SNPG Monthly Returns History

Based on dividend-adjusted daily data since Nov 9, 2022, SNPG's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, an investment would double in approximately 2.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2022 with a return of +10.6%, while the worst month was Dec 2022 at -8.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SNPG closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.46%-2.96%-6.00%10.38%9.38%3.96%13.97%
20252.98%-2.20%-7.89%0.61%7.30%5.49%3.01%1.49%3.48%2.16%0.79%0.46%18.22%
20243.01%7.23%2.50%-2.81%5.98%5.99%-1.28%3.11%3.03%-1.23%5.58%-0.88%33.99%
20238.87%-1.91%7.93%1.84%3.06%6.07%3.45%0.13%-4.53%-2.45%8.12%3.44%38.45%
202210.61%-7.96%1.81%

Benchmark Metrics

Xtrackers S&P 500 Growth ESG ETF has an annualized alpha of 5.51%, beta of 1.13, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since November 09, 2022.

  • This ETF captured 126.62% of S&P 500 Index gains but only 90.92% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 5.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.13 and R2 of 0.91, 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
5.51%
Beta
1.13
0.91
Upside Capture
126.62%
Downside Capture
90.92%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SNPG ranks 67 for risk / return — better than 67% 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.


SNPG Risk / Return Rank: 6767
Overall Rank
SNPG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 7373
Sortino Ratio Rank
SNPG Omega Ratio Rank: 7070
Omega Ratio Rank
SNPG Calmar Ratio Rank: 5454
Calmar Ratio Rank
SNPG Martin Ratio Rank: 6262
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 Growth ESG ETF (SNPG) 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.


SNPGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.61

2.78

-0.17

Martin ratioReturn relative to average drawdown

10.75

12.44

-1.69

Dividends

Dividend History

Xtrackers S&P 500 Growth ESG ETF provided a 0.46% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.20%0.40%0.60%0.80%1.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.28$0.26$0.26$0.32$0.05

Dividend yield

0.46%0.49%0.57%0.95%0.20%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers S&P 500 Growth 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$0.05$0.00$0.00$0.07$0.12
2025$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.09$0.26
2024$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.09$0.26
2023$0.00$0.00$0.05$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.11$0.32
2022$0.05$0.05

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 Growth 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 Growth ESG ETF was 21.69%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-21.69%Apr 2025
3mo 27d2mo 20d
6mo 17dDec 2024 - Jun 2025
2026 correction2026
-13.12%Mar 2026
3mo 1d1mo 6d
4mo 7dDec 2025 - May 2026
2024 correction2024
-11.91%Aug 2024
25d2mo 4d
2mo 29dJul 2024 - Oct 2024
2023 pullback2023
-9.91%Jan 2023
1mo 4d22d
1mo 26dDec 2022 - Jan 2023
2023 pullback2023
-8.51%Oct 2023
1mo 12d24d
2mo 6dSep 2023 - Nov 2023

Drawdown Indicators


SNPGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-56.78%

+35.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.10%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-18.90%

-2.79%

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

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.52%

-10.71%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.03%

+1.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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