PortfoliosLab logoPortfoliosLab logo
HYDW vs. SNPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDW vs. SNPE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HYDW achieves a 1.04% return, which is significantly lower than SNPE's 11.00% return.


HYDW

1D
0.15%
1M
0.27%
YTD
1.04%
6M
1.44%
1Y
5.53%
3Y*
6.99%
5Y*
3.58%
10Y*

SNPE

1D
1.16%
1M
4.93%
YTD
11.00%
6M
11.54%
1Y
31.58%
3Y*
22.28%
5Y*
14.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDW vs. SNPE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HYDW
Xtrackers Low Beta High Yield Bond ETF
1.04%8.47%5.42%9.84%-7.86%2.77%5.51%3.31%
SNPE
Xtrackers S&P 500 ESG ETF
11.00%18.56%23.85%27.79%-17.67%31.43%19.84%12.92%

Correlation

The correlation between HYDW and SNPE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2019

0.68

The correlation between HYDW and SNPE has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HYDW vs. SNPE — Risk / Return Rank

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

HYDW
HYDW Risk / Return Rank: 6161
Overall Rank
HYDW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYDW Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYDW Omega Ratio Rank: 6262
Omega Ratio Rank
HYDW Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYDW Martin Ratio Rank: 6969
Martin Ratio Rank

SNPE
SNPE Risk / Return Rank: 7878
Overall Rank
SNPE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SNPE Omega Ratio Rank: 8080
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SNPE Martin Ratio Rank: 8080
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.

HYDW vs. SNPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Low Beta High Yield Bond ETF (HYDW) 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.


HYDWSNPEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.37

1.47

-0.10

Calmar ratioReturn relative to maximum drawdown

2.66

3.35

-0.70

Martin ratioReturn relative to average drawdown

12.66

15.50

-2.84

HYDW vs. SNPE - Sharpe Ratio Comparison

The current HYDW Sharpe Ratio is 1.88, which is comparable to the SNPE Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of HYDW 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.


Loading charts...

Sharpe Ratios by Period


HYDWSNPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.63

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.87

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.89

-0.30

Drawdowns

HYDW vs. SNPE - Drawdown Comparison

The maximum HYDW drawdown since its inception was -17.75%, smaller than the maximum SNPE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HYDW and SNPE.


Loading charts...

Drawdown Indicators


HYDWSNPEDifference

Max Drawdown

Largest peak-to-trough decline

-17.75%

-33.37%

+15.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-9.46%

+7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-19.15%

+15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-12.68%

-24.65%

+11.97%

Current Drawdown

Current decline from peak

-0.11%

-0.03%

-0.08%

Average Drawdown

Average peak-to-trough decline

-1.89%

-4.96%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

2.04%

-1.60%

Volatility

HYDW vs. SNPE - Volatility Comparison

The current volatility for Xtrackers Low Beta High Yield Bond ETF (HYDW) is 0.74%, while Xtrackers S&P 500 ESG ETF (SNPE) has a volatility of 3.38%. This indicates that HYDW experiences smaller price fluctuations and is considered to be less risky than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HYDWSNPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

3.38%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

9.17%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

12.07%

-9.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

17.10%

-10.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.99%

19.67%

-12.68%

HYDW vs. SNPE - Expense Ratio Comparison

HYDW 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

HYDW vs. SNPE - Dividend Comparison

HYDW's dividend yield for the trailing twelve months is around 5.75%, more than SNPE's 0.90% yield.


PositionTTM20252024202320222021202020192018
HYDW
Xtrackers Low Beta High Yield Bond ETF
5.75%5.75%5.35%5.69%4.78%3.30%4.45%4.56%4.42%
SNPE
Xtrackers S&P 500 ESG ETF
0.90%1.01%1.17%1.32%1.65%1.08%1.42%1.20%0.00%

Frequently Asked Questions


HYDW and SNPE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPE has higher volatility (3.38%) compared to HYDW (0.74%). In terms of maximum drawdown, HYDW dropped -17.75% vs SNPE's -33.37%.

On 5-year performance, SNPE leads with 14.72% vs 3.58% for HYDW. On fees, SNPE is cheaper at 0.10% per year. On volatility, HYDW has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SNPE has performed better with a 14.72% return vs 3.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

HYDW has the higher dividend yield at 5.75%, compared with 0.90% for SNPE.

HYDW is categorized as High Yield Bonds, while SNPE is S&P 500. HYDW tracks Solactive USD High Yield Corporates Total Market Low Beta Index, while SNPE tracks S&P 500 ESG Index. Their fees differ too: 0.20% for HYDW and 0.10% for SNPE.

SNPE currently has the higher Sharpe Ratio (2.63 vs 1.88), 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.

Portfolio Optimizer

Find the right allocation for HYDW and SNPE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer