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SNPD vs. INDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNPD and INDA is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SNPD vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2025February
12.44%
18.99%
SNPD
INDA

Key characteristics

Sharpe Ratio

SNPD:

0.60

INDA:

0.01

Sortino Ratio

SNPD:

0.90

INDA:

0.11

Omega Ratio

SNPD:

1.11

INDA:

1.01

Calmar Ratio

SNPD:

0.69

INDA:

0.01

Martin Ratio

SNPD:

1.98

INDA:

0.03

Ulcer Index

SNPD:

3.38%

INDA:

5.62%

Daily Std Dev

SNPD:

11.18%

INDA:

13.91%

Max Drawdown

SNPD:

-14.05%

INDA:

-45.06%

Current Drawdown

SNPD:

-6.91%

INDA:

-14.08%

Returns By Period

In the year-to-date period, SNPD achieves a 0.38% return, which is significantly higher than INDA's -4.07% return.


SNPD

YTD

0.38%

1M

1.43%

6M

0.19%

1Y

6.20%

5Y*

N/A

10Y*

N/A

INDA

YTD

-4.07%

1M

-3.50%

6M

-8.83%

1Y

0.72%

5Y*

9.23%

10Y*

6.03%

*Annualized

Compare stocks, funds, or ETFs

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


SNPD vs. INDA - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than INDA's 0.69% expense ratio.


INDA
iShares MSCI India ETF
Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SNPD: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SNPD vs. INDA — Risk-Adjusted Performance Rank

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

SNPD
The Risk-Adjusted Performance Rank of SNPD is 2222
Overall Rank
The Sharpe Ratio Rank of SNPD is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SNPD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SNPD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SNPD is 2222
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 66
Overall Rank
The Sharpe Ratio Rank of INDA is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 66
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 66
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 77
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNPD vs. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and iShares MSCI India ETF (INDA). 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.


Sharpe ratio
The chart of Sharpe ratio for SNPD, currently valued at 0.60, compared to the broader market0.002.004.000.600.01
The chart of Sortino ratio for SNPD, currently valued at 0.90, compared to the broader market0.005.0010.000.900.11
The chart of Omega ratio for SNPD, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.01
The chart of Calmar ratio for SNPD, currently valued at 0.69, compared to the broader market0.005.0010.0015.0020.000.690.01
The chart of Martin ratio for SNPD, currently valued at 1.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.980.03
SNPD
INDA

The current SNPD Sharpe Ratio is 0.60, which is higher than the INDA Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of SNPD and INDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.60
0.01
SNPD
INDA

Dividends

SNPD vs. INDA - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 2.77%, more than INDA's 0.79% yield.


TTM20242023202220212020201920182017201620152014
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
2.77%2.79%2.62%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDA
iShares MSCI India ETF
0.79%0.76%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%

Drawdowns

SNPD vs. INDA - Drawdown Comparison

The maximum SNPD drawdown since its inception was -14.05%, smaller than the maximum INDA drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for SNPD and INDA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.91%
-14.08%
SNPD
INDA

Volatility

SNPD vs. INDA - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.94% compared to iShares MSCI India ETF (INDA) at 3.75%. This indicates that SNPD's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.94%
3.75%
SNPD
INDA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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