NWG.L vs. SNPE

Last updated Apr 2, 2026

Compare and contrast key facts about NatWest Group plc (NWG.L) and Xtrackers S&P 500 ESG ETF (SNPE).

SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019.

Performance

NWG.L vs. SNPE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in NatWest Group plc (NWG.L) and Xtrackers S&P 500 ESG ETF (SNPE). The values are adjusted to include any dividend payments, if applicable.

NWG.L vs. SNPE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
NWG.L NatWest Group plc	-6.83%	71.03%	95.51%	-11.95%	22.09%	38.61%	-30.23%	18.54%
SNPE Xtrackers S&P 500 ESG ETF	-2.09%	10.11%	26.01%	21.40%	-7.88%	32.68%	16.32%	8.09%

Different Trading Currencies

NWG.L is traded in GBp, while SNPE is traded in USD. To make them comparable, the SNPE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NWG.L achieves a -6.83% return, which is significantly lower than SNPE's -2.09% return.

NWG.L

• 1D: 5.42%
• 1M: 1.05%
• YTD: -6.83%
• 6M: 15.28%
• 1Y: 34.80%
• 3Y*: 38.46%
• 5Y*: 31.25%
• 10Y*: 14.96%

SNPE

• 1D: 0.57%
• 1M: -3.56%
• YTD: -2.09%
• 6M: 1.80%
• 1Y: 16.72%
• 3Y*: 15.92%
• 5Y*: 13.70%
• 10Y*: —

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

Return for Risk

NWG.L vs. SNPE — Risk / Return Rank

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

NWG.L

NWG.L Risk / Return Rank: 72
NWG.L Sharpe Ratio Rank: 78
NWG.L Sortino Ratio Rank: 69
NWG.L Omega Ratio Rank: 70
NWG.L Calmar Ratio Rank: 70
NWG.L Martin Ratio Rank: 74

SNPE

SNPE Risk / Return Rank: 63
SNPE Sharpe Ratio Rank: 59
SNPE Sortino Ratio Rank: 62
SNPE Omega Ratio Rank: 64
SNPE Calmar Ratio Rank: 61
SNPE Martin Ratio Rank: 70

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.

NWG.L vs. SNPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NatWest Group plc (NWG.L) 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.

	NWG.L	SNPE	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.90	+0.28
Sortino ratio Return per unit of downside risk	1.60	1.36	+0.24
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.52	1.44	+0.08
Martin ratio Return relative to average drawdown	4.61	6.17	-1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NWG.L vs. SNPE - Sharpe Ratio Comparison

The current NWG.L Sharpe Ratio is 1.18, which is higher than the SNPE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of NWG.L and SNPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NWG.L	SNPE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	0.90	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.08	0.86	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.77	-0.77

Correlation

The correlation between NWG.L and SNPE is 0.18, 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

NWG.L vs. SNPE - Dividend Comparison

NWG.L's dividend yield for the trailing twelve months is around 5.57%, more than SNPE's 1.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NWG.L NatWest Group plc	5.57%	3.84%	4.35%	7.06%	10.35%	2.66%	0.00%	10.40%	0.92%
SNPE Xtrackers S&P 500 ESG ETF	1.04%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%

Drawdowns

NWG.L vs. SNPE - Drawdown Comparison

The maximum NWG.L drawdown since its inception was -100.00%, which is greater than SNPE's maximum drawdown of -25.39%. Use the drawdown chart below to compare losses from any high point for NWG.L and SNPE.

Drawdown Indicators

	NWG.L	SNPE	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-33.37%	-66.63%
Max Drawdown (1Y) Largest decline over 1 year	-22.06%	-12.37%	-9.69%
Max Drawdown (5Y) Largest decline over 5 years	-39.51%	-24.65%	-14.86%
Max Drawdown (10Y) Largest decline over 10 years	-65.08%	—	—
Current Drawdown Current decline from peak	-84.16%	-6.12%	-78.04%
Average Drawdown Average peak-to-trough decline	-45.46%	-5.06%	-40.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.25%	2.69%	+4.56%

Volatility

NWG.L vs. SNPE - Volatility Comparison

NatWest Group plc (NWG.L) has a higher volatility of 9.89% compared to Xtrackers S&P 500 ESG ETF (SNPE) at 4.57%. This indicates that NWG.L's price experiences larger fluctuations and is considered to be riskier than SNPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NWG.L	SNPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.89%	4.57%	+5.32%
Volatility (6M) Calculated over the trailing 6-month period	21.40%	9.37%	+12.03%
Volatility (1Y) Calculated over the trailing 1-year period	29.43%	18.70%	+10.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.05%	16.04%	+13.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.54%	19.18%	+14.36%