PortfoliosLab logoPortfoliosLab logo
SNPD vs. HYRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period


SNPD

1D
0.56%
1M
1.41%
6M
7.94%
YTD
15.68%
1Y
20.68%
3Y*
9.43%
5Y*
10Y*
ALL TIME*
9.06%

HYRM

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$13.15K$33.91K$29.19K

SNPD vs. HYRM - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
15.68%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 0.36, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.53

The correlation between SNPD and HYRM shifts across timeframes, from 0.36 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SNPD vs. HYRM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNPD
SNPD Risk / Return Rank: 7070
Overall Rank
SNPD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SNPD Omega Ratio Rank: 7070
Omega Ratio Rank
SNPD Calmar Ratio Rank: 6565
Calmar Ratio Rank
SNPD Martin Ratio Rank: 5757
Martin Ratio Rank

HYRM

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SNPDHYRMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

7.14

SNPD vs. HYRM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

SNPD vs. HYRM - Drawdown Comparison


Loading charts...

Drawdown Indicators


SNPDHYRMDifference

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

-2.11%

Average Drawdown

Average peak-to-trough decline

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

SNPD vs. HYRM - Volatility Comparison


Loading charts...

Volatility by Period


SNPDHYRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

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 3.14%, less than HYRM's 5.42% yield.


PositionTTM2025202420232022
HYRM
Xtrackers Risk Managed USD High Yield Strategy ETF
4.89%6.28%6.08%5.78%4.69%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.14%3.10%2.78%2.63%0.57%

Frequently Asked Questions


SNPD and HYRM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

HYRM has the higher dividend yield at 4.89%, compared with 3.14% for SNPD.

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.

Portfolio Optimizer

Find the right allocation for SNPD and HYRM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer