SNPD vs. HYRM
Compare and contrast key facts about Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM).
SNPD and HYRM 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. HYRM is a passively managed fund by Xtrackers that tracks the performance of the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. It was launched on Feb 9, 2022. Both SNPD and HYRM 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. HYRM - Performance Comparison
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SNPD vs. HYRM - 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% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | -0.30% | 5.98% | 7.81% | 11.98% | 3.16% |
Returns By Period
In the year-to-date period, SNPD achieves a 4.62% return, which is significantly higher than HYRM's -0.30% return.
SNPD
- 1D
- 1.01%
- 1M
- -6.31%
- YTD
- 4.62%
- 6M
- 5.72%
- 1Y
- 9.12%
- 3Y*
- 7.00%
- 5Y*
- —
- 10Y*
- —
HYRM
- 1D
- 0.96%
- 1M
- -1.02%
- YTD
- -0.30%
- 6M
- 1.03%
- 1Y
- 4.40%
- 3Y*
- 7.02%
- 5Y*
- —
- 10Y*
- —
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SNPD vs. HYRM - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than HYRM's 0.30% expense ratio.
Return for Risk
SNPD vs. HYRM — Risk / Return Rank
SNPD
HYRM
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.
| SNPD | HYRM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.78 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.19 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.14 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.39 | 4.47 | -1.09 |
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 | HYRM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.53 | -0.01 |
Correlation
The correlation between SNPD and HYRM is 0.56, 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.
Dividends
SNPD vs. HYRM - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.11%, less than HYRM's 6.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.11% | 3.10% | 2.78% | 2.63% | 0.57% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 6.35% | 6.28% | 6.08% | 5.78% | 4.69% |
Drawdowns
SNPD vs. HYRM - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, which is greater than HYRM's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for SNPD and HYRM.
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Drawdown Indicators
| SNPD | HYRM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -12.42% | -3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -3.97% | -7.71% |
Current DrawdownCurrent decline from peak | -6.31% | -1.42% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -2.63% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.01% | +2.01% |
Volatility
SNPD vs. HYRM - Volatility Comparison
Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.66% compared to Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) at 2.45%. This indicates that SNPD's price experiences larger fluctuations and is considered to be riskier than HYRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | HYRM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 2.45% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 3.30% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 5.65% | +9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 7.94% | +5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 7.94% | +5.28% |