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RVNU vs. SNPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RVNU vs. SNPE - Performance Comparison

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

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RVNU vs. SNPE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
1.36%0.58%1.46%11.19%-16.60%2.28%6.54%3.42%
SNPE
Xtrackers S&P 500 ESG ETF
-3.68%18.56%23.85%27.79%-17.67%31.43%19.84%12.92%

Returns By Period

In the year-to-date period, RVNU achieves a 1.36% return, which is significantly higher than SNPE's -3.68% return.


RVNU

1D
0.36%
1M
-0.87%
YTD
1.36%
6M
2.16%
1Y
2.94%
3Y*
2.82%
5Y*
-0.24%
10Y*
1.93%

SNPE

1D
0.81%
1M
-4.64%
YTD
-3.68%
6M
0.11%
1Y
19.72%
3Y*
18.73%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RVNU vs. SNPE - Expense Ratio Comparison

RVNU has a 0.15% 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%.


Return for Risk

RVNU vs. SNPE — Risk / Return Rank

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

RVNU
RVNU Risk / Return Rank: 2222
Overall Rank
RVNU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RVNU Sortino Ratio Rank: 1919
Sortino Ratio Rank
RVNU Omega Ratio Rank: 2121
Omega Ratio Rank
RVNU Calmar Ratio Rank: 2626
Calmar Ratio Rank
RVNU Martin Ratio Rank: 2222
Martin Ratio Rank

SNPE
SNPE Risk / Return Rank: 6363
Overall Rank
SNPE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 6262
Sortino Ratio Rank
SNPE Omega Ratio Rank: 6464
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6161
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7070
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.

RVNU vs. SNPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) 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.


RVNUSNPEDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.08

-0.71

Sortino ratio

Return per unit of downside risk

0.53

1.64

-1.12

Omega ratio

Gain probability vs. loss probability

1.08

1.25

-0.16

Calmar ratio

Return relative to maximum drawdown

0.65

1.64

-0.99

Martin ratio

Return relative to average drawdown

1.55

7.56

-6.01

RVNU vs. SNPE - Sharpe Ratio Comparison

The current RVNU Sharpe Ratio is 0.37, which is lower than the SNPE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of RVNU 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.


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Sharpe Ratios by Period


RVNUSNPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.08

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.75

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.78

-0.42

Correlation

The correlation between RVNU and SNPE is 0.08, 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

RVNU vs. SNPE - Dividend Comparison

RVNU's dividend yield for the trailing twelve months is around 3.53%, more than SNPE's 1.04% yield.


TTM20252024202320222021202020192018201720162015
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
3.53%3.46%3.06%2.79%2.81%2.18%2.43%2.75%2.76%2.49%2.72%3.01%
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%0.00%0.00%0.00%

Drawdowns

RVNU vs. SNPE - Drawdown Comparison

The maximum RVNU drawdown since its inception was -23.51%, smaller than the maximum SNPE drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RVNU and SNPE.


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Drawdown Indicators


RVNUSNPEDifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-33.37%

+9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-12.37%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

-24.65%

+1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-5.01%

-6.12%

+1.11%

Average Drawdown

Average peak-to-trough decline

-4.99%

-5.06%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.69%

-0.12%

Volatility

RVNU vs. SNPE - Volatility Comparison

The current volatility for Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) is 2.09%, while Xtrackers S&P 500 ESG ETF (SNPE) has a volatility of 5.28%. This indicates that RVNU 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.


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Volatility by Period


RVNUSNPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

5.28%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

9.34%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

7.94%

18.28%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.16%

17.10%

-9.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

19.82%

-12.52%