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DIVY vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DIVY vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tidal ETF Trust - Sound Equity Income ETF (DIVY) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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DIVY vs. SNPD - Yearly Performance Comparison


2026 (YTD)20252024
DIVY
Tidal ETF Trust - Sound Equity Income ETF
4.97%7.38%3.53%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%1.77%

Returns By Period

In the year-to-date period, DIVY achieves a 4.97% return, which is significantly higher than SNPD's 4.62% return.


DIVY

1D
0.13%
1M
-4.10%
YTD
4.97%
6M
6.73%
1Y
11.69%
3Y*
5Y*
10Y*

SNPD

1D
1.01%
1M
-6.05%
YTD
4.62%
6M
5.73%
1Y
8.98%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DIVY vs. SNPD - Expense Ratio Comparison

DIVY has a 0.45% expense ratio, which is higher than SNPD's 0.15% expense ratio.


Return for Risk

DIVY vs. SNPD — Risk / Return Rank

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

DIVY
DIVY Risk / Return Rank: 3131
Overall Rank
DIVY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DIVY Sortino Ratio Rank: 3232
Sortino Ratio Rank
DIVY Omega Ratio Rank: 3131
Omega Ratio Rank
DIVY Calmar Ratio Rank: 3030
Calmar Ratio Rank
DIVY Martin Ratio Rank: 3131
Martin Ratio Rank

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
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.

DIVY vs. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal ETF Trust - Sound Equity Income ETF (DIVY) 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.


DIVYSNPDDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.62

+0.02

Sortino ratio

Return per unit of downside risk

0.99

0.98

+0.01

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

0.77

0.88

-0.11

Martin ratio

Return relative to average drawdown

2.81

3.39

-0.58

DIVY vs. SNPD - Sharpe Ratio Comparison

The current DIVY Sharpe Ratio is 0.64, which is comparable to the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DIVY 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


DIVYSNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.62

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.05

Correlation

The correlation between DIVY and SNPD is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DIVY vs. SNPD - Dividend Comparison

DIVY's dividend yield for the trailing twelve months is around 3.21%, more than SNPD's 3.11% yield.


TTM2025202420232022
DIVY
Tidal ETF Trust - Sound Equity Income ETF
3.21%3.68%2.94%0.00%0.00%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%

Drawdowns

DIVY vs. SNPD - Drawdown Comparison

The maximum DIVY drawdown since its inception was -18.35%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for DIVY and SNPD.


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Drawdown Indicators


DIVYSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-15.80%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-11.68%

-2.89%

Current Drawdown

Current decline from peak

-5.62%

-6.31%

+0.69%

Average Drawdown

Average peak-to-trough decline

-3.31%

-3.93%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

3.02%

+0.98%

Volatility

DIVY vs. SNPD - Volatility Comparison

Tidal ETF Trust - Sound Equity Income ETF (DIVY) has a higher volatility of 4.50% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.66%. This indicates that DIVY'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


DIVYSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

3.66%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

7.93%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

14.75%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

13.22%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

13.22%

+2.84%