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SNPD vs. BHYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPD vs. BHYB - Performance Comparison

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

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SNPD vs. BHYB - Yearly Performance Comparison


2026 (YTD)202520242023
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%14.58%
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
-0.07%8.90%6.44%8.23%

Returns By Period

In the year-to-date period, SNPD achieves a 4.62% return, which is significantly higher than BHYB's -0.07% return.


SNPD

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*

BHYB

1D
0.96%
1M
-1.05%
YTD
-0.07%
6M
1.38%
1Y
7.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPD vs. BHYB - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than BHYB's 0.20% expense ratio. Despite the difference, 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

SNPD vs. BHYB — Risk / Return Rank

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

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
Martin Ratio Rank

BHYB
BHYB Risk / Return Rank: 8383
Overall Rank
BHYB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 8383
Sortino Ratio Rank
BHYB Omega Ratio Rank: 8787
Omega Ratio Rank
BHYB Calmar Ratio Rank: 7676
Calmar Ratio Rank
BHYB Martin Ratio Rank: 8888
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.

SNPD vs. BHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers USD High Yield BB-B ex Financials ETF (BHYB). 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.


SNPDBHYBDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.46

-0.84

Sortino ratio

Return per unit of downside risk

0.98

2.21

-1.23

Omega ratio

Gain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratio

Return relative to maximum drawdown

0.88

2.00

-1.13

Martin ratio

Return relative to average drawdown

3.39

10.89

-7.50

SNPD vs. BHYB - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 0.62, which is lower than the BHYB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SNPD and BHYB, 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


SNPDBHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.46

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

2.06

-1.54

Correlation

The correlation between SNPD and BHYB is 0.57, 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

SNPD vs. BHYB - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.11%, less than BHYB's 6.53% yield.


TTM2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.53%6.57%7.04%0.75%0.00%

Drawdowns

SNPD vs. BHYB - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, which is greater than BHYB's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for SNPD and BHYB.


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Drawdown Indicators


SNPDBHYBDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-4.23%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-3.74%

-7.94%

Current Drawdown

Current decline from peak

-6.31%

-1.19%

-5.12%

Average Drawdown

Average peak-to-trough decline

-3.93%

-0.40%

-3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.69%

+2.33%

Volatility

SNPD vs. BHYB - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.66% compared to Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) at 1.84%. This indicates that SNPD's price experiences larger fluctuations and is considered to be riskier than BHYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPDBHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

1.84%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

2.46%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

5.13%

+9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

4.78%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

4.78%

+8.44%