EFIV vs. SNPE

Last updated Jun 4, 2026

EFIV (State Street SPDR S&P 500 ESG ETF) and SNPE (Xtrackers S&P 500 ESG ETF) are both S&P 500 funds tracking the S&P 500 ESG Index, from State Street and Deutsche Bank respectively. Both are passively managed. Over the past 5 years, EFIV returned 14.48%/yr vs 14.46%/yr for SNPE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.10% expense ratio.

Performance

EFIV vs. SNPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 ESG ETF (EFIV) and Xtrackers S&P 500 ESG ETF (SNPE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with EFIV having a 9.91% return and SNPE slightly lower at 9.73%.

EFIV

• 1D: -0.68%
• 1M: 4.63%
• YTD: 9.91%
• 6M: 10.51%
• 1Y: 30.49%
• 3Y*: 21.82%
• 5Y*: 14.48%
• 10Y*: —

SNPE

• 1D: -0.74%
• 1M: 4.56%
• YTD: 9.73%
• 6M: 10.34%
• 1Y: 30.35%
• 3Y*: 21.76%
• 5Y*: 14.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFIV vs. SNPE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EFIV State Street SPDR S&P 500 ESG ETF	9.91%	18.47%	23.80%	27.92%	-17.76%	31.70%	16.69%
SNPE Xtrackers S&P 500 ESG ETF	9.73%	18.56%	23.85%	27.79%	-17.67%	31.43%	17.04%

Correlation

The correlation between EFIV and SNPE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (All Time) Calculated using the full available price history since Jul 29, 2020	0.99

The correlation between EFIV and SNPE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

EFIV vs. SNPE - Sectors Allocation Comparison

Sectors	EFIV	SNPE
Technology	36.9%	38.6%
Communication Services	12.8%	14.5%
Financial Services	12.5%	12.1%
Healthcare	10.7%	9.3%
Industrials	7.5%	6.9%
Consumer Defensive	5.3%	5.1%
Consumer Cyclical	5.0%	4.6%
Energy	2.9%	4.2%
Real Estate	2.2%	2.2%
Utilities	2.1%	0.8%
Basic Materials	2.0%	1.9%

Return for Risk

EFIV vs. SNPE — Risk / Return Rank

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

EFIV

EFIV Risk / Return Rank: 76
EFIV Sharpe Ratio Rank: 79
EFIV Sortino Ratio Rank: 80
EFIV Omega Ratio Rank: 78
EFIV Calmar Ratio Rank: 65
EFIV Martin Ratio Rank: 77

SNPE

SNPE Risk / Return Rank: 74
SNPE Sharpe Ratio Rank: 77
SNPE Sortino Ratio Rank: 78
SNPE Omega Ratio Rank: 75
SNPE Calmar Ratio Rank: 64
SNPE Martin Ratio Rank: 77

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.

EFIV vs. SNPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and Xtrackers S&P 500 ESG ETF (SNPE). 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.

	EFIV	SNPE	Difference
Sharpe ratio: Return per unit of total volatility	2.60	2.54	+0.06
Sortino ratio: Return per unit of downside risk	3.62	3.54	+0.08
Omega ratio: Gain probability vs. loss probability	1.47	1.46	+0.01
Calmar ratio: Return relative to maximum drawdown	3.24	3.22	+0.02
Martin ratio: Return relative to average drawdown	15.02	14.89	+0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFIV vs. SNPE - Sharpe Ratio Comparison

The current EFIV Sharpe Ratio is 2.60, which is comparable to the SNPE Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of EFIV and SNPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EFIV	SNPE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	2.54	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.85	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	0.88	+0.18

Drawdowns

EFIV vs. SNPE - Drawdown Comparison

The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum SNPE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EFIV and SNPE.

Drawdown Indicators

	EFIV	SNPE	Difference
Max Drawdown Largest peak-to-trough decline	-24.52%	-33.37%	+8.85%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-9.46%	+0.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.23%	-19.15%	-0.08%
Max Drawdown (5Y) Largest decline over 5 years	-24.52%	-24.65%	+0.13%
Current Drawdown Current decline from peak	-1.02%	-1.17%	+0.15%
Average Drawdown Average peak-to-trough decline	-4.81%	-4.96%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	2.04%	0.00%

Volatility

EFIV vs. SNPE - Volatility Comparison

State Street SPDR S&P 500 ESG ETF (EFIV) and Xtrackers S&P 500 ESG ETF (SNPE) have volatilities of 3.14% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFIV	SNPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	3.30%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	9.11%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.79%	12.03%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	17.10%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.83%	19.67%	-2.84%

EFIV vs. SNPE - Expense Ratio Comparison

Both EFIV and SNPE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EFIV vs. SNPE - Dividend Comparison

EFIV's dividend yield for the trailing twelve months is around 0.94%, more than SNPE's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
EFIV State Street SPDR S&P 500 ESG ETF	0.94%	1.03%	1.20%	1.37%	1.64%	1.19%	0.65%	0.00%
SNPE Xtrackers S&P 500 ESG ETF	0.91%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%

Frequently Asked Questions

Can I hold both EFIV and SNPE in my portfolio?

With a correlation of 0.99, EFIV and SNPE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EFIV or SNPE?

SNPE has higher volatility (3.30%) compared to EFIV (3.14%). In terms of maximum drawdown, EFIV dropped -24.52% vs SNPE's -33.37%.

Which ETF is better, EFIV or SNPE?

On 5-year performance, EFIV leads with 14.48% vs 14.46% for SNPE. Both ETFs have the same 0.10% expense ratio. On volatility, EFIV has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFIV or SNPE?

Over the 5-year period, EFIV has performed better with a 14.48% return vs 14.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFIV or SNPE?

EFIV and SNPE have the same expense ratio: 0.10% per year.

Which ETF pays a higher dividend yield, EFIV or SNPE?

EFIV has the higher dividend yield at 0.94%, compared with 0.91% for SNPE.

What is the main difference between EFIV and SNPE?

Both ETFs track S&P 500 ESG Index. They also come from different issuers: State Street and Deutsche Bank.

Which has better risk-adjusted returns?

EFIV currently has the higher Sharpe Ratio (2.60 vs 2.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.