SNPD vs. FAB
Compare and contrast key facts about Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and First Trust Multi Cap Value AlphaDEX Fund (FAB).
SNPD and FAB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNPD is a passively managed fund by Xtrackers that tracks the performance of the S&P ESG High Yield Dividend Aristocrats Index. It was launched on Nov 8, 2022. FAB is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Multi Cap Value Index. It was launched on May 8, 2007. Both SNPD and FAB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SNPD vs. FAB - Performance Comparison
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SNPD vs. FAB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 4.62% | 6.66% | 5.41% | 2.68% | 3.49% |
FAB First Trust Multi Cap Value AlphaDEX Fund | 6.46% | 9.86% | 7.82% | 15.81% | 3.65% |
Returns By Period
In the year-to-date period, SNPD achieves a 4.62% return, which is significantly lower than FAB's 6.46% return.
SNPD
- 1D
- 1.01%
- 1M
- -6.31%
- YTD
- 4.62%
- 6M
- 5.72%
- 1Y
- 9.12%
- 3Y*
- 7.00%
- 5Y*
- —
- 10Y*
- —
FAB
- 1D
- 1.17%
- 1M
- -2.86%
- YTD
- 6.46%
- 6M
- 9.38%
- 1Y
- 21.04%
- 3Y*
- 12.84%
- 5Y*
- 8.32%
- 10Y*
- 10.13%
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SNPD vs. FAB - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than FAB's 0.64% expense ratio.
Return for Risk
SNPD vs. FAB — Risk / Return Rank
SNPD
FAB
SNPD vs. FAB - 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 Multi Cap Value AlphaDEX Fund (FAB). 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 | FAB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.06 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.63 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.50 | -0.63 |
Martin ratioReturn relative to average drawdown | 3.39 | 6.49 | -3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNPD | FAB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.06 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.18 |
Correlation
The correlation between SNPD and FAB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SNPD vs. FAB - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.11%, more than FAB's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.11% | 3.10% | 2.78% | 2.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAB First Trust Multi Cap Value AlphaDEX Fund | 1.66% | 1.57% | 2.00% | 1.94% | 1.80% | 1.32% | 1.59% | 1.75% | 1.96% | 1.42% | 1.40% | 1.62% |
Drawdowns
SNPD vs. FAB - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum FAB drawdown of -63.29%. Use the drawdown chart below to compare losses from any high point for SNPD and FAB.
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Drawdown Indicators
| SNPD | FAB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -63.29% | +47.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -14.51% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.08% | — |
Current DrawdownCurrent decline from peak | -6.31% | -3.79% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -9.33% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.36% | -0.34% |
Volatility
SNPD vs. FAB - Volatility Comparison
Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and First Trust Multi Cap Value AlphaDEX Fund (FAB) have volatilities of 3.66% and 3.80%, 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 | FAB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 3.80% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 9.77% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 19.96% | -5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 18.78% | -5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 22.10% | -8.88% |