SNPD vs. CMDT
SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) are both exchange-traded funds - SNPD is a Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index, while CMDT is a Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. Both are passively managed. Over the past 3 years, SNPD returned 9.37%/yr vs 12.77%/yr for CMDT. At a 0.06 correlation, their price movements are largely independent. SNPD charges 0.15%/yr vs 0.65%/yr for CMDT.
Performance
SNPD vs. CMDT - Performance Comparison
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Returns By Period
In the year-to-date period, SNPD achieves a 10.29% return, which is significantly lower than CMDT's 13.43% return.
SNPD
- 1D
- 0.35%
- 1M
- 1.91%
- YTD
- 10.29%
- 6M
- 9.96%
- 1Y
- 16.04%
- 3Y*
- 9.37%
- 5Y*
- —
- 10Y*
- —
CMDT
- 1D
- -1.14%
- 1M
- -8.86%
- YTD
- 13.43%
- 6M
- 13.42%
- 1Y
- 21.34%
- 3Y*
- 12.77%
- 5Y*
- —
- 10Y*
- —
SNPD vs. CMDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 10.29% | 6.66% | 5.41% | 4.80% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 13.43% | 12.78% | 6.93% | 5.37% |
Correlation
The correlation between SNPD and CMDT is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 10, 2023 | 0.06 |
The correlation between SNPD and CMDT shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SNPD vs. CMDT — Risk / Return Rank
SNPD
CMDT
SNPD vs. CMDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.
| SNPD | CMDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.93 | -0.07 |
| Martin ratioReturn relative to average drawdown | 5.51 | 9.62 | -4.11 |
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Drawdowns
SNPD vs. CMDT - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for SNPD and CMDT.
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Drawdown Indicators
| SNPD | CMDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -11.11% | -4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -11.11% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -11.11% | -4.69% |
Current DrawdownCurrent decline from peak | -1.34% | -11.11% | +9.77% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -2.77% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.25% | +0.67% |
Volatility
SNPD vs. CMDT - Volatility Comparison
Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) have volatilities of 3.10% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | CMDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.26% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 10.60% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 12.65% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.11% | 12.24% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.11% | 12.24% | +0.87% |
SNPD vs. CMDT - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than CMDT's 0.65% expense ratio.
Dividends
SNPD vs. CMDT - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.29%, more than CMDT's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 2.67% | 3.04% | 8.80% | 2.71% | 0.00% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.29% | 3.10% | 2.78% | 2.63% | 0.57% |
Frequently Asked Questions
SNPD and CMDT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMDT has higher volatility (3.26%) compared to SNPD (3.10%). In terms of maximum drawdown, SNPD dropped -15.80% vs CMDT's -11.11%.
On 3-year performance, CMDT leads with 12.77% vs 9.37% for SNPD. On fees, SNPD is cheaper at 0.15% per year. On volatility, SNPD has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CMDT has performed better with a 12.77% return vs 9.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SNPD is cheaper with a 0.15% expense ratio, compared with 0.65% for CMDT.
SNPD has the higher dividend yield at 3.29%, compared with 2.67% for CMDT.
SNPD is categorized as Mid Cap Value Equities, while CMDT is Commodities. SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Xtrackers and PIMCO. Their fees differ too: 0.15% for SNPD and 0.65% for CMDT.
CMDT currently has the higher Sharpe Ratio (1.71 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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