SNPD vs. FAAR
SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - SNPD is a Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index, while FAAR is a Commodities fund actively managed by First Trust. SNPD is passively managed, while FAAR is actively managed. Over the past 3 years, SNPD returned 9.24%/yr vs 10.91%/yr for FAAR. At a correlation of -0.01, they often move in opposite directions. SNPD charges 0.15%/yr vs 0.95%/yr for FAAR.
Performance
SNPD vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, SNPD achieves a 9.90% return, which is significantly lower than FAAR's 20.23% return.
SNPD
- 1D
- -0.38%
- 1M
- 1.55%
- YTD
- 9.90%
- 6M
- 9.28%
- 1Y
- 16.80%
- 3Y*
- 9.24%
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- -0.05%
- 1M
- -4.34%
- YTD
- 20.23%
- 6M
- 19.92%
- 1Y
- 26.86%
- 3Y*
- 10.91%
- 5Y*
- 7.89%
- 10Y*
- 4.79%
SNPD vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 9.90% | 6.66% | 5.41% | 2.68% | 3.49% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 20.23% | 8.07% | 5.97% | -5.63% | -0.56% |
Correlation
The correlation between SNPD and FAAR is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | -0.01 |
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Return for Risk
SNPD vs. FAAR — Risk / Return Rank
SNPD
FAAR
SNPD vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.35 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 4.75 | -2.80 |
| Martin ratioReturn relative to average drawdown | 5.77 | 14.70 | -8.92 |
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Drawdowns
SNPD vs. FAAR - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for SNPD and FAAR.
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Drawdown Indicators
| SNPD | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -18.03% | +2.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -5.68% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -11.54% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -1.69% | -5.43% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -7.82% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.89% | +1.03% |
Volatility
SNPD vs. FAAR - Volatility Comparison
Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.11% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that SNPD's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.47% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 9.68% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 13.37% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 12.95% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.12% | 11.53% | +1.59% |
SNPD vs. FAAR - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
SNPD vs. FAAR - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.30%, less than FAAR's 9.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.57% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.30% | 3.10% | 2.78% | 2.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SNPD and FAAR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNPD has higher volatility (3.11%) compared to FAAR (2.47%). In terms of maximum drawdown, SNPD dropped -15.80% vs FAAR's -18.03%.
On 3-year performance, FAAR leads with 10.91% vs 9.24% for SNPD. On fees, SNPD is cheaper at 0.15% per year. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FAAR has performed better with a 10.91% return vs 9.24%. 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 0.95% for FAAR.
FAAR has the higher dividend yield at 9.57%, compared with 3.30% for SNPD.
SNPD is categorized as Mid Cap Value Equities, while FAAR is Commodities. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.15% for SNPD and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.02 vs 1.52), 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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