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

ETF Info

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

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 Growth 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 Growth ESG ETF (SNPG) has returned -9.20% so far this year and 15.71% over the past 12 months.


Xtrackers S&P 500 Growth ESG ETF

1D
3.46%
1M
-6.00%
YTD
-9.20%
6M
-6.07%
1Y
15.71%
3Y*
19.99%
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, SNPG's average daily return is +0.09%, while the average monthly return is +1.83%. At this rate, your investment would double in approximately 3.2 years.

Historically, 68% of months were positive and 32% 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 54% 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%-9.20%
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 2.87%, beta of 1.12, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since November 10, 2022.

  • This ETF captured 121.56% of S&P 500 Index gains and 102.01% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.12 and R² of 0.92, 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
2.87%
Beta
1.12
0.92
Upside Capture
121.56%
Downside Capture
102.01%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SNPG ranks 45 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.


SNPG Risk / Return Rank: 4545
Overall Rank
SNPG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4545
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4646
Calmar Ratio Rank
SNPG Martin Ratio Rank: 4848
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 a chosen benchmark (S&P 500 Index).


SNPGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.90

-0.12

Sortino ratio

Return per unit of downside risk

1.27

1.39

-0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.24

1.40

-0.15

Martin ratio

Return relative to average drawdown

4.85

6.61

-1.76

Explore SNPG 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 Growth ESG ETF provided a 0.56% dividend yield over the last twelve months, with an annual payout of $0.27 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$0.27$0.26$0.26$0.32$0.05

Dividend yield

0.56%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$0.05
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.

The current Xtrackers S&P 500 Growth ESG ETF drawdown is 10.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.69%Dec 12, 202479Apr 8, 202555Jun 27, 2025134
-13.12%Dec 29, 202563Mar 30, 2026
-11.91%Jul 11, 202418Aug 5, 202445Oct 8, 202463
-9.91%Dec 2, 202223Jan 5, 202315Jan 27, 202338
-8.51%Sep 15, 202331Oct 27, 202316Nov 20, 202347

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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