SNPD vs. MSTR
SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) is Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index, while MSTR (Strategy Inc) is a stock. Over the past 3 years, SNPD returned 8.64%/yr vs 28.96%/yr for MSTR. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
SNPD vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, SNPD achieves a 15.04% return, which is significantly higher than MSTR's -38.61% return.
SNPD
- 1D
- -0.56%
- 1M
- 0.85%
- 6M
- 7.73%
- YTD
- 15.04%
- 1Y
- 20.01%
- 3Y*
- 8.64%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.91%
MSTR
- 1D
- -4.56%
- 1M
- -7.43%
- 6M
- -37.69%
- YTD
- -38.61%
- 1Y
- -74.56%
- 3Y*
- 28.96%
- 5Y*
- 8.30%
- 10Y*
- 18.75%
- ALL TIME*
- 9.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MSTR Strategy Inc | $1.53B | $1.65B | $2.43B |
| $14.25K | $34.67K | $29.79K |
SNPD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 15.04% | 6.66% | 5.41% | 2.68% | 3.49% |
MSTR Strategy Inc | -38.61% | -47.53% | 358.54% | 346.15% | -33.17% |
Correlation
The correlation between SNPD and MSTR is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.23 |
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Return for Risk
SNPD vs. MSTR — Risk / Return Rank
SNPD
MSTR
SNPD vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Strategy Inc (MSTR). 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 | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.74 | ||
| Sortino ratioReturn per unit of downside risk | +4.76 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.78 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | -0.97 | +3.24 |
| Martin ratioReturn relative to average drawdown | 6.79 | -1.38 | +8.17 |
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Drawdowns
SNPD vs. MSTR - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SNPD and MSTR.
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Drawdown Indicators
| SNPD | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -99.86% | +84.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -79.53% | +70.85% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -82.63% | +66.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -2.65% | -80.31% | +77.66% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -86.42% | +82.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 55.64% | -52.74% |
Volatility
SNPD vs. MSTR - Volatility Comparison
The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 4.52%, while Strategy Inc (MSTR) has a volatility of 18.58%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 18.58% | -14.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 60.57% | -51.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 75.24% | -63.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 89.94% | -76.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.15% | 74.33% | -61.18% |
Dividends
SNPD vs. MSTR - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.16%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.16% | 3.10% | 2.78% | 2.63% | 0.57% |
Frequently Asked Questions
SNPD and MSTR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (18.58%) compared to SNPD (4.52%). In terms of maximum drawdown, SNPD dropped -15.80% vs MSTR's -99.86%.
SNPD currently has the higher Sharpe Ratio (1.72 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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