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PSWD vs. SNPG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSWD vs. SNPG - Performance Comparison

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

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PSWD vs. SNPG - Yearly Performance Comparison


2026 (YTD)202520242023
PSWD
Xtrackers Cybersecurity Select Equity ETF
-9.13%1.69%9.46%18.58%
SNPG
Xtrackers S&P 500 Growth ESG ETF
-9.20%18.22%33.99%6.74%

Returns By Period

The year-to-date returns for both stocks are quite close, with PSWD having a -9.13% return and SNPG slightly lower at -9.20%.


PSWD

1D
2.92%
1M
-0.66%
YTD
-9.13%
6M
-18.67%
1Y
-6.91%
3Y*
5Y*
10Y*

SNPG

1D
3.46%
1M
-6.00%
YTD
-9.20%
6M
-6.07%
1Y
15.71%
3Y*
19.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSWD vs. SNPG - Expense Ratio Comparison

PSWD has a 0.20% expense ratio, which is higher than SNPG's 0.15% 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%.


Return for Risk

PSWD vs. SNPG — Risk / Return Rank

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

PSWD
PSWD Risk / Return Rank: 66
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 66
Calmar Ratio Rank
PSWD Martin Ratio Rank: 44
Martin Ratio Rank

SNPG
SNPG Risk / Return Rank: 4747
Overall Rank
SNPG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4747
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4747
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4747
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5050
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.

PSWD vs. SNPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) 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.


PSWDSNPGDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.78

-1.05

Sortino ratio

Return per unit of downside risk

-0.21

1.27

-1.48

Omega ratio

Gain probability vs. loss probability

0.97

1.18

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.37

1.24

-1.61

Martin ratio

Return relative to average drawdown

-0.93

4.85

-5.78

PSWD vs. SNPG - Sharpe Ratio Comparison

The current PSWD Sharpe Ratio is -0.27, which is lower than the SNPG Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PSWD 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


PSWDSNPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.78

-1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.29

-0.99

Correlation

The correlation between PSWD and SNPG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PSWD vs. SNPG - Dividend Comparison

PSWD's dividend yield for the trailing twelve months is around 0.97%, more than SNPG's 0.56% yield.


TTM2025202420232022
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.97%0.88%1.49%0.55%0.00%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%

Drawdowns

PSWD vs. SNPG - Drawdown Comparison

The maximum PSWD drawdown since its inception was -22.86%, which is greater than SNPG's maximum drawdown of -21.69%. Use the drawdown chart below to compare losses from any high point for PSWD and SNPG.


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Drawdown Indicators


PSWDSNPGDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-21.69%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-13.12%

-9.74%

Current Drawdown

Current decline from peak

-20.21%

-10.11%

-10.10%

Average Drawdown

Average peak-to-trough decline

-6.20%

-2.56%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

3.37%

+5.67%

Volatility

PSWD vs. SNPG - Volatility Comparison

Xtrackers Cybersecurity Select Equity ETF (PSWD) has a higher volatility of 7.87% compared to Xtrackers S&P 500 Growth ESG ETF (SNPG) at 6.26%. This indicates that PSWD'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


PSWDSNPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

6.26%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

10.48%

+6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

25.71%

20.33%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.59%

18.08%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

18.08%

+4.51%