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SNPD vs. DURA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNPD and DURA is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SNPD vs. DURA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.37%
11.43%
SNPD
DURA

Key characteristics

Sharpe Ratio

SNPD:

-0.02

DURA:

0.15

Sortino Ratio

SNPD:

0.08

DURA:

0.31

Omega Ratio

SNPD:

1.01

DURA:

1.04

Calmar Ratio

SNPD:

-0.02

DURA:

0.16

Martin Ratio

SNPD:

-0.05

DURA:

0.60

Ulcer Index

SNPD:

4.62%

DURA:

3.76%

Daily Std Dev

SNPD:

14.90%

DURA:

14.72%

Max Drawdown

SNPD:

-15.80%

DURA:

-33.12%

Current Drawdown

SNPD:

-9.45%

DURA:

-8.86%

Returns By Period

In the year-to-date period, SNPD achieves a -2.36% return, which is significantly higher than DURA's -2.93% return.


SNPD

YTD

-2.36%

1M

-3.86%

6M

-6.57%

1Y

-0.12%

5Y*

N/A

10Y*

N/A

DURA

YTD

-2.93%

1M

-7.11%

6M

-6.90%

1Y

2.21%

5Y*

8.10%

10Y*

N/A

*Annualized

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SNPD vs. DURA - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than DURA's 0.29% expense ratio.


Expense ratio chart for DURA: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DURA: 0.29%
Expense ratio chart for SNPD: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SNPD: 0.15%

Risk-Adjusted Performance

SNPD vs. DURA — Risk-Adjusted Performance Rank

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

SNPD
The Risk-Adjusted Performance Rank of SNPD is 2020
Overall Rank
The Sharpe Ratio Rank of SNPD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPD is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SNPD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SNPD is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SNPD is 2020
Martin Ratio Rank

DURA
The Risk-Adjusted Performance Rank of DURA is 3131
Overall Rank
The Sharpe Ratio Rank of DURA is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DURA is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DURA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DURA is 3434
Calmar Ratio Rank
The Martin Ratio Rank of DURA is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNPD vs. DURA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). 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.


The chart of Sharpe ratio for SNPD, currently valued at -0.02, compared to the broader market-1.000.001.002.003.004.00
SNPD: -0.02
DURA: 0.15
The chart of Sortino ratio for SNPD, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.00
SNPD: 0.08
DURA: 0.31
The chart of Omega ratio for SNPD, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
SNPD: 1.01
DURA: 1.04
The chart of Calmar ratio for SNPD, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.00
SNPD: -0.02
DURA: 0.16
The chart of Martin ratio for SNPD, currently valued at -0.05, compared to the broader market0.0020.0040.0060.00
SNPD: -0.05
DURA: 0.60

The current SNPD Sharpe Ratio is -0.02, which is lower than the DURA Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of SNPD and DURA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.02
0.15
SNPD
DURA

Dividends

SNPD vs. DURA - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 2.95%, less than DURA's 3.59% yield.


TTM2024202320222021202020192018
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
2.95%2.79%2.62%0.57%0.00%0.00%0.00%0.00%
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.59%3.33%3.58%3.01%2.89%3.49%3.08%0.66%

Drawdowns

SNPD vs. DURA - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum DURA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for SNPD and DURA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.45%
-8.86%
SNPD
DURA

Volatility

SNPD vs. DURA - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 10.08%, while VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a volatility of 11.09%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than DURA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.08%
11.09%
SNPD
DURA