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HYRM vs. SNPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYRM vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYRM vs. SNPD - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

HYRM

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


SNPD
SNPD Risk / Return Rank: 4444
Overall Rank
SNPD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 5050
Sortino Ratio Rank
SNPD Omega Ratio Rank: 4242
Omega Ratio Rank
SNPD Calmar Ratio Rank: 4141
Calmar Ratio Rank
SNPD Martin Ratio Rank: 4040
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.

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.


HYRMSNPDDifference
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

HYRM vs. SNPD - Sharpe Ratio Comparison


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Drawdowns

HYRM vs. SNPD - Drawdown Comparison


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Drawdown Indicators


HYRMSNPDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.79%

Average Drawdown

Average peak-to-trough decline

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

HYRM vs. SNPD - Volatility Comparison


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Volatility by Period


HYRMSNPDDifference

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.


PositionTTM2025202420232022
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.

Portfolio Optimizer

Find the right allocation for HYRM and SNPD

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