SNPD vs. MSTR

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and MicroStrategy Incorporated (MSTR).

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.

Performance

SNPD vs. MSTR - Performance Comparison

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

SNPD vs. MSTR - 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%
MSTR MicroStrategy Incorporated	-17.87%	-47.53%	358.54%	346.15%	-16.90%

Returns By Period

In the year-to-date period, SNPD achieves a 4.62% return, which is significantly higher than MSTR's -17.87% return.

SNPD

• 1D: 1.01%
• 1M: -6.31%
• YTD: 4.62%
• 6M: 5.72%
• 1Y: 9.12%
• 3Y*: 7.00%
• 5Y*: —
• 10Y*: —

MSTR

• 1D: 2.77%
• 1M: -3.63%
• YTD: -17.87%
• 6M: -61.27%
• 1Y: -56.71%
• 3Y*: 62.23%
• 5Y*: 12.15%
• 10Y*: 21.18%

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

Return for Risk

SNPD vs. MSTR — Risk / Return Rank

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

SNPD

SNPD Risk / Return Rank: 34
SNPD Sharpe Ratio Rank: 33
SNPD Sortino Ratio Rank: 34
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 34
SNPD Martin Ratio Rank: 36

MSTR

MSTR Risk / Return Rank: 13
MSTR Sharpe Ratio Rank: 10
MSTR Sortino Ratio Rank: 10
MSTR Omega Ratio Rank: 12
MSTR Calmar Ratio Rank: 16
MSTR Martin Ratio Rank: 17

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. 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 MicroStrategy Incorporated (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.

	SNPD	MSTR	Difference
Sharpe ratio Return per unit of total volatility	0.62	-0.77	+1.39
Sortino ratio Return per unit of downside risk	0.98	-1.12	+2.10
Omega ratio Gain probability vs. loss probability	1.13	0.87	+0.25
Calmar ratio Return relative to maximum drawdown	0.88	-0.74	+1.62
Martin ratio Return relative to average drawdown	3.39	-1.29	+4.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPD vs. MSTR - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 0.62, which is higher than the MSTR Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of SNPD and MSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNPD	MSTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	-0.77	+1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.13	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.12	+0.40

Correlation

The correlation between SNPD and MSTR is 0.26, 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.

Dividends

SNPD vs. MSTR - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.11%, while MSTR has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.11%	3.10%	2.78%	2.63%	0.57%
MSTR MicroStrategy Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	SNPD	MSTR	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-99.86%	+84.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.68%	-76.53%	+64.85%
Max Drawdown (5Y) Largest decline over 5 years	—	-84.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-89.27%	—
Current Drawdown Current decline from peak	-6.31%	-73.66%	+67.35%
Average Drawdown Average peak-to-trough decline	-3.93%	-86.60%	+82.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	43.98%	-40.96%

Volatility

SNPD vs. MSTR - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 3.66%, while MicroStrategy Incorporated (MSTR) has a volatility of 18.69%. 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.

Volatility by Period

	SNPD	MSTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	18.69%	-15.03%
Volatility (6M) Calculated over the trailing 6-month period	7.93%	55.56%	-47.63%
Volatility (1Y) Calculated over the trailing 1-year period	14.75%	74.10%	-59.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.22%	91.30%	-78.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.22%	73.16%	-59.94%