SNPD vs. HYRM

Last updated Jun 24, 2026

SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and HYRM (Xtrackers Risk Managed USD High Yield 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 HYRM is a High Yield Bonds fund tracking the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. SNPD charges 0.15%/yr vs 0.30%/yr for HYRM.

Performance

SNPD vs. HYRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SNPD

• 1D: 0.35%
• 1M: 1.91%
• YTD: 10.29%
• 6M: 9.96%
• 1Y: 16.04%
• 3Y*: 9.37%
• 5Y*: —
• 10Y*: —

HYRM

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SNPD vs. HYRM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	10.29%	6.66%	5.41%	2.68%	3.49%
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF	1.50%	5.98%	7.81%	11.98%	1.96%

Correlation

The correlation between SNPD and HYRM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.55

The correlation between SNPD and HYRM shifts across timeframes, from 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SNPD vs. HYRM — Risk / Return Rank

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

SNPD

SNPD Risk / Return Rank: 41
SNPD Sharpe Ratio Rank: 44
SNPD Sortino Ratio Rank: 46
SNPD Omega Ratio Rank: 40
SNPD Calmar Ratio Rank: 39
SNPD Martin Ratio Rank: 37

HYRM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HYRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). 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	HYRM	Difference
Sharpe ratio: Return per unit of total volatility	1.45	—	—
Sortino ratio: Return per unit of downside risk	2.18	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.86	—	—
Martin ratio: Return relative to average drawdown	5.51	—	—

Drawdowns

Drawdown Indicators

	SNPD	HYRM	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.80%	—	—
Current Drawdown Current decline from peak	-1.34%	—	—
Average Drawdown Average peak-to-trough decline	-3.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	—	—

Volatility

Volatility by Period

	SNPD	HYRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.13%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.11%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.11%	—	—

SNPD vs. HYRM - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than HYRM's 0.30% expense ratio.

Dividends

SNPD vs. HYRM - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.29%, less than HYRM's 5.92% yield.

Position	TTM	2025	2024	2023	2022
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF	5.92%	6.28%	6.08%	5.78%	4.69%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.29%	3.10%	2.78%	2.63%	0.57%

Frequently Asked Questions

Can I hold both SNPD and HYRM in my portfolio?

SNPD and HYRM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SNPD or HYRM?

On fees, SNPD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SNPD or HYRM?

SNPD is cheaper with a 0.15% expense ratio, compared with 0.30% for HYRM.

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

HYRM has the higher dividend yield at 5.92%, compared with 3.29% for SNPD.

What is the main difference between SNPD and HYRM?

SNPD is categorized as Mid Cap Value Equities, while HYRM is High Yield Bonds. SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Their fees differ too: 0.15% for SNPD and 0.30% for HYRM.