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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
-1.60%
1M
-0.30%
YTD
8.65%
6M
7.98%
1Y
27.55%
3Y*
20.76%
5Y*
13.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. SNPE - Yearly Performance Comparison


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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

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


SNPE
SNPE Risk / Return Rank: 7070
Overall Rank
SNPE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SNPE Omega Ratio Rank: 7070
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7474
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ESHYSNPEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.92

Martin ratioReturn relative to average drawdown

13.28

ESHY vs. SNPE - Sharpe Ratio Comparison


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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%

-2.45%

+2.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.93%

+4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

ESHY vs. SNPE - Volatility Comparison


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Volatility by Period


ESHYSNPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.71%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.21%

-17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.68%

-19.68%

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 0.97%.


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
0.97%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 0.97%, 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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