HYRM vs. SNPD
HYRM (Xtrackers Risk Managed USD High Yield Strategy ETF) and SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) are both exchange-traded funds - HYRM is a High Yield Bonds fund tracking the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net, while SNPD is a Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index. Both are passively managed. A 0.54 correlation means they provide meaningful diversification when combined. HYRM charges 0.30%/yr vs 0.15%/yr for SNPD.
Performance
HYRM vs. SNPD - Performance Comparison
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Returns By Period
HYRM
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SNPD
- 1D
- 0.86%
- 1M
- 1.32%
- 6M
- 9.82%
- YTD
- 13.27%
- 1Y
- 15.54%
- 3Y*
- 9.11%
- 5Y*
- —
- 10Y*
- —
HYRM vs. SNPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 1.50% | 5.98% | 7.81% | 11.98% | 1.96% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 13.27% | 6.66% | 5.41% | 2.68% | 3.49% |
Correlation
The correlation between HYRM and SNPD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.54 |
The correlation between HYRM and SNPD shifts across timeframes, from 0.40 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HYRM vs. SNPD — Risk / Return Rank
HYRM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SNPD
HYRM vs. SNPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.
| HYRM | SNPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.70 | — |
| Martin ratioReturn relative to average drawdown | — | 5.05 | — |
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Drawdowns
HYRM vs. SNPD - Drawdown Comparison
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Drawdown Indicators
| HYRM | SNPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -15.80% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.80% | — |
Current DrawdownCurrent decline from peak | — | -0.79% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.86% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.92% | — |
Volatility
HYRM vs. SNPD - Volatility Comparison
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Volatility by Period
| HYRM | SNPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 11.17% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 13.11% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 13.11% | — |
HYRM vs. SNPD - Expense Ratio Comparison
HYRM has a 0.30% expense ratio, which is higher than SNPD's 0.15% expense ratio.
Dividends
HYRM vs. SNPD - Dividend Comparison
HYRM's dividend yield for the trailing twelve months is around 5.42%, more than SNPD's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 5.42% | 6.28% | 6.08% | 5.78% | 4.69% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.21% | 3.10% | 2.78% | 2.63% | 0.57% |
Frequently Asked Questions
HYRM and SNPD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SNPD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SNPD is cheaper with a 0.15% expense ratio, compared with 0.30% for HYRM.
HYRM has the higher dividend yield at 5.42%, compared with 3.21% for SNPD.
HYRM is categorized as High Yield Bonds, while SNPD is Mid Cap Value Equities. HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net, while SNPD tracks S&P ESG High Yield Dividend Aristocrats Index. Their fees differ too: 0.30% for HYRM and 0.15% for SNPD.
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