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ESHY vs. SNPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. SNPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) and Xtrackers S&P 500 ESG ETF (SNPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
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)

ESHY vs. SNPE - Yearly Performance Comparison


ESHY vs. SNPE - Sectors Allocation Comparison


Sectors
ESHY
SNPE

Energy

100.0%
4.2%

Basic Materials

-

1.9%

Communication Services

-

14.5%

Consumer Cyclical

-

4.6%

Consumer Defensive

-

5.1%

Financial Services

-

12.1%

Healthcare

-

9.3%

Industrials

-

6.9%

Real Estate

-

2.2%

Technology

-

38.6%

Utilities

-

0.8%

Energy

ESHY
100.0%
SNPE
4.2%

Basic Materials

ESHY

-

SNPE
1.9%

Communication Services

ESHY

-

SNPE
14.5%

Consumer Cyclical

ESHY

-

SNPE
4.6%

Consumer Defensive

ESHY

-

SNPE
5.1%

Financial Services

ESHY

-

SNPE
12.1%

Healthcare

ESHY

-

SNPE
9.3%

Industrials

ESHY

-

SNPE
6.9%

Real Estate

ESHY

-

SNPE
2.2%

Technology

ESHY

-

SNPE
38.6%

Utilities

ESHY

-

SNPE
0.8%

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Return for Risk

ESHY vs. SNPE — Risk / Return Rank

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

ESHY

SNPE
SNPE Risk / Return Rank: 7474
Overall Rank
SNPE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 7878
Sortino Ratio Rank
SNPE Omega Ratio Rank: 7575
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7777
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.

ESHY vs. SNPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ESHY vs. SNPE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYSNPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

Drawdowns

ESHY vs. SNPE - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum SNPE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESHY and SNPE.


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Drawdown Indicators


ESHYSNPEDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.37%

+33.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

Current Drawdown

Current decline from peak

0.00%

-1.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.96%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

Volatility

ESHY vs. SNPE - Volatility Comparison


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Volatility by Period


ESHYSNPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.03%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.10%

-17.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.67%

-19.67%

ESHY vs. SNPE - Expense Ratio Comparison

ESHY has a 0.20% expense ratio, which is higher than SNPE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ESHY vs. SNPE - Dividend Comparison

ESHY has not paid dividends to shareholders, while SNPE's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM2025202420232022202120202019
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


On fees, SNPE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNPE is cheaper with a 0.10% expense ratio, compared with 0.20% for ESHY.

SNPE has the higher dividend yield at 0.91%, compared with 0.00% for ESHY.

ESHY is categorized as High Yield Bonds, while SNPE is S&P 500. ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while SNPE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for ESHY and 0.10% for SNPE.

Portfolio Optimizer

Find the right allocation for ESHY and SNPE

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