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FGDL vs. SNPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDL vs. SNPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Responsibly Sourced Gold ETF (FGDL) and Xtrackers S&P 500 Growth ESG ETF (SNPG). The values are adjusted to include any dividend payments, if applicable.

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FGDL vs. SNPG - Yearly Performance Comparison


2026 (YTD)2025202420232022
FGDL
Franklin Responsibly Sourced Gold ETF
10.02%64.15%27.31%12.92%6.95%
SNPG
Xtrackers S&P 500 Growth ESG ETF
-8.24%18.22%33.99%38.45%1.81%

Returns By Period

In the year-to-date period, FGDL achieves a 10.02% return, which is significantly higher than SNPG's -8.24% return.


FGDL

1D
1.93%
1M
-10.91%
YTD
10.02%
6M
22.55%
1Y
52.44%
3Y*
33.96%
5Y*
10Y*

SNPG

1D
1.05%
1M
-5.41%
YTD
-8.24%
6M
-5.32%
1Y
16.14%
3Y*
20.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDL vs. SNPG - Expense Ratio Comparison

Both FGDL and SNPG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FGDL vs. SNPG — Risk / Return Rank

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

FGDL
FGDL Risk / Return Rank: 8484
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8282
Martin Ratio Rank

SNPG
SNPG Risk / Return Rank: 4444
Overall Rank
SNPG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4545
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SNPG Martin Ratio Rank: 4747
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.

FGDL vs. SNPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) and Xtrackers S&P 500 Growth ESG ETF (SNPG). 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.


FGDLSNPGDifference

Sharpe ratio

Return per unit of total volatility

1.88

0.80

+1.08

Sortino ratio

Return per unit of downside risk

2.29

1.30

+0.99

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.68

1.29

+1.39

Martin ratio

Return relative to average drawdown

9.56

4.96

+4.60

FGDL vs. SNPG - Sharpe Ratio Comparison

The current FGDL Sharpe Ratio is 1.88, which is higher than the SNPG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FGDL and SNPG, 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


FGDLSNPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

0.80

+1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

1.31

+0.24

Correlation

The correlation between FGDL and SNPG is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGDL vs. SNPG - Dividend Comparison

FGDL has not paid dividends to shareholders, while SNPG's dividend yield for the trailing twelve months is around 0.56%.


TTM2025202420232022
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%

Drawdowns

FGDL vs. SNPG - Drawdown Comparison

The maximum FGDL drawdown since its inception was -19.23%, smaller than the maximum SNPG drawdown of -21.69%. Use the drawdown chart below to compare losses from any high point for FGDL and SNPG.


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Drawdown Indicators


FGDLSNPGDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-21.69%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-13.12%

-6.11%

Current Drawdown

Current decline from peak

-12.10%

-9.17%

-2.93%

Average Drawdown

Average peak-to-trough decline

-3.35%

-2.57%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

3.42%

+1.97%

Volatility

FGDL vs. SNPG - Volatility Comparison

Franklin Responsibly Sourced Gold ETF (FGDL) has a higher volatility of 10.10% compared to Xtrackers S&P 500 Growth ESG ETF (SNPG) at 6.39%. This indicates that FGDL's price experiences larger fluctuations and is considered to be riskier than SNPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDLSNPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

6.39%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

24.42%

10.53%

+13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

28.02%

20.34%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

18.07%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

18.07%

+0.90%