SNPD vs. COWS

Last updated Jun 4, 2026

SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and COWS (Amplify Cash Flow Dividend Leaders ETF) are both Mid Cap Value Equities funds - SNPD tracks the S&P ESG High Yield Dividend Aristocrats Index while COWS tracks the Kelly US Cash Flow Dividend Leaders Index. Both are passively managed. Over the past year, SNPD returned 13.67% vs 30.18% for COWS. A 0.77 correlation means they provide meaningful diversification when combined. SNPD charges 0.15%/yr vs 0.00%/yr for COWS.

Performance

SNPD vs. COWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Amplify Cash Flow Dividend Leaders ETF (COWS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPD achieves a 8.10% return, which is significantly lower than COWS's 9.22% return.

SNPD

• 1D: -0.11%
• 1M: 1.63%
• YTD: 8.10%
• 6M: 8.48%
• 1Y: 13.67%
• 3Y*: 8.75%
• 5Y*: —
• 10Y*: —

COWS

• 1D: -0.63%
• 1M: 5.01%
• YTD: 9.22%
• 6M: 9.70%
• 1Y: 30.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SNPD vs. COWS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	8.10%	6.66%	5.41%	5.06%
COWS Amplify Cash Flow Dividend Leaders ETF	9.22%	15.29%	11.08%	9.28%

Correlation

The correlation between SNPD and COWS is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.77

The correlation between SNPD and COWS has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

SNPD vs. COWS - Sectors Allocation Comparison

Sectors	SNPD	COWS
Consumer Defensive	18.7%	2.4%
Industrials	17.5%	18.7%
Utilities	14.4%	2.8%
Consumer Cyclical	8.7%	10.9%
Financial Services	8.5%	17.2%
Basic Materials	7.1%	6.0%
Real Estate	6.8%	-
Technology	6.3%	21.0%
Healthcare	4.9%	8.0%
Communication Services	3.4%	4.7%
Energy	3.1%	8.2%

Return for Risk

SNPD vs. COWS — Risk / Return Rank

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

SNPD

SNPD Risk / Return Rank: 33
SNPD Sharpe Ratio Rank: 34
SNPD Sortino Ratio Rank: 36
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 32
SNPD Martin Ratio Rank: 32

COWS

COWS Risk / Return Rank: 65
COWS Sharpe Ratio Rank: 55
COWS Sortino Ratio Rank: 57
COWS Omega Ratio Rank: 53
COWS Calmar Ratio Rank: 85
COWS Martin Ratio Rank: 75

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. COWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Amplify Cash Flow Dividend Leaders ETF (COWS). 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.

	SNPD	COWS	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.88	-0.64
Sortino ratio: Return per unit of downside risk	1.88	2.76	-0.88
Omega ratio: Gain probability vs. loss probability	1.21	1.33	-0.12
Calmar ratio: Return relative to maximum drawdown	1.58	4.71	-3.13
Martin ratio: Return relative to average drawdown	4.72	14.35	-9.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPD vs. COWS - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.24, which is lower than the COWS Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SNPD and COWS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNPD	COWS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	1.88	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.90	-0.33

Drawdowns

SNPD vs. COWS - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum COWS drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for SNPD and COWS.

Drawdown Indicators

	SNPD	COWS	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-24.76%	+8.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-6.44%	-2.24%
Max Drawdown (3Y) Largest decline over 3 years	-15.80%	—	—
Current Drawdown Current decline from peak	-3.20%	-0.90%	-2.30%
Average Drawdown Average peak-to-trough decline	-3.94%	-3.95%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.11%	+0.79%

Volatility

SNPD vs. COWS - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 2.75%, while Amplify Cash Flow Dividend Leaders ETF (COWS) has a volatility of 4.58%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than COWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPD	COWS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	4.58%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	10.09%	-2.05%
Volatility (1Y) Calculated over the trailing 1-year period	11.05%	16.21%	-5.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	18.85%	-5.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	18.85%	-5.71%

SNPD vs. COWS - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is higher than COWS's 0.00% 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%.

Dividends

SNPD vs. COWS - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.01%, more than COWS's 1.60% yield.

Position	TTM	2025	2024	2023	2022
COWS Amplify Cash Flow Dividend Leaders ETF	1.60%	2.04%	2.08%	0.67%	0.00%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.01%	3.10%	2.78%	2.63%	0.57%

Frequently Asked Questions

Can I hold both SNPD and COWS in my portfolio?

SNPD and COWS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPD or COWS?

COWS has higher volatility (4.58%) compared to SNPD (2.75%). In terms of maximum drawdown, SNPD dropped -15.80% vs COWS's -24.76%.

Which ETF is better, SNPD or COWS?

On 1-year performance, COWS leads with 30.18% vs 13.67% for SNPD. On fees, COWS is cheaper at 0.00% per year. On volatility, SNPD has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPD or COWS?

Over the 1-year period, COWS has performed better with a 30.18% return vs 13.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPD or COWS?

COWS is cheaper with a 0.00% expense ratio, compared with 0.15% for SNPD.

Which ETF pays a higher dividend yield, SNPD or COWS?

SNPD has the higher dividend yield at 3.01%, compared with 1.60% for COWS.

What is the main difference between SNPD and COWS?

SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while COWS tracks Kelly US Cash Flow Dividend Leaders Index. They also come from different issuers: Xtrackers and Amplify. Their fees differ too: 0.15% for SNPD and 0.00% for COWS.

Which has better risk-adjusted returns?

COWS currently has the higher Sharpe Ratio (1.88 vs 1.24), 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.