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CRTC vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRTC vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US National Critical Technologies ETF (CRTC) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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CRTC vs. SNPD - Yearly Performance Comparison


2026 (YTD)202520242023
CRTC
Xtrackers US National Critical Technologies ETF
-2.41%18.69%18.05%7.18%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.74%6.66%5.41%7.76%

Returns By Period

In the year-to-date period, CRTC achieves a -2.41% return, which is significantly lower than SNPD's 4.74% return.


CRTC

1D
0.09%
1M
-3.00%
YTD
-2.41%
6M
-2.21%
1Y
19.57%
3Y*
5Y*
10Y*

SNPD

1D
0.07%
1M
-4.88%
YTD
4.74%
6M
6.02%
1Y
8.67%
3Y*
6.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRTC vs. SNPD - Expense Ratio Comparison

CRTC has a 0.35% expense ratio, which is higher than SNPD's 0.15% expense ratio.


Return for Risk

CRTC vs. SNPD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRTC
CRTC Risk / Return Rank: 5656
Overall Rank
CRTC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CRTC Sortino Ratio Rank: 5757
Sortino Ratio Rank
CRTC Omega Ratio Rank: 5858
Omega Ratio Rank
CRTC Calmar Ratio Rank: 5252
Calmar Ratio Rank
CRTC Martin Ratio Rank: 5555
Martin Ratio Rank

SNPD
SNPD Risk / Return Rank: 2828
Overall Rank
SNPD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 2929
Sortino Ratio Rank
SNPD Omega Ratio Rank: 2727
Omega Ratio Rank
SNPD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SNPD Martin Ratio Rank: 2828
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.

CRTC vs. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US National Critical Technologies ETF (CRTC) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CRTCSNPDDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.59

+0.45

Sortino ratio

Return per unit of downside risk

1.55

0.94

+0.61

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.68

0.78

+0.91

Martin ratio

Return relative to average drawdown

6.91

2.96

+3.95

CRTC vs. SNPD - Sharpe Ratio Comparison

The current CRTC Sharpe Ratio is 1.04, which is higher than the SNPD Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CRTC and SNPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CRTCSNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.59

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.52

+0.58

Correlation

The correlation between CRTC and SNPD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CRTC vs. SNPD - Dividend Comparison

CRTC's dividend yield for the trailing twelve months is around 1.11%, less than SNPD's 3.10% yield.


TTM2025202420232022
CRTC
Xtrackers US National Critical Technologies ETF
1.11%1.03%1.13%0.16%0.00%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.10%3.10%2.78%2.63%0.57%

Drawdowns

CRTC vs. SNPD - Drawdown Comparison

The maximum CRTC drawdown since its inception was -19.07%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for CRTC and SNPD.


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Drawdown Indicators


CRTCSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-15.80%

-3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-8.82%

-0.23%

Current Drawdown

Current decline from peak

-5.95%

-6.21%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.21%

-3.93%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.07%

-0.13%

Volatility

CRTC vs. SNPD - Volatility Comparison

Xtrackers US National Critical Technologies ETF (CRTC) has a higher volatility of 5.21% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.57%. This indicates that CRTC's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRTCSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.57%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

7.91%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

14.72%

+4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

13.21%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

13.21%

+2.75%