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ESHY vs. SNPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ESHY vs. SNPE - Yearly Performance Comparison


Returns By Period


ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SNPE

1D
2.87%
1M
-5.26%
YTD
-4.45%
6M
-0.29%
1Y
19.35%
3Y*
18.41%
5Y*
12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 6868
Overall Rank
SNPE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SNPE Omega Ratio Rank: 6868
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6767
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7575
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

1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

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 1.05%.


TTM2025202420232022202120202019
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
1.05%1.01%1.17%1.32%1.65%1.08%1.42%1.20%

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

-12.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

Current Drawdown

Current decline from peak

0.00%

-6.87%

+6.87%

Average Drawdown

Average peak-to-trough decline

0.00%

-5.06%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

Volatility

ESHY vs. SNPE - Volatility Comparison


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Volatility by Period


ESHYSNPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

18.28%

-18.28%

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%

19.82%

-19.82%