SNPD vs. ONEY
SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and ONEY (SPDR Russell 1000 Yield Focus ETF) are both Mid Cap Value Equities funds - SNPD tracks the S&P ESG High Yield Dividend Aristocrats Index while ONEY tracks the Russell 1000 Yield Focused Factor Index. Both are passively managed. Over the past 3 years, SNPD returned 8.75%/yr vs 15.65%/yr for ONEY. Their correlation of 0.92 suggests significant overlap in exposure. SNPD charges 0.15%/yr vs 0.20%/yr for ONEY.
Performance
SNPD vs. ONEY - Performance Comparison
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Returns By Period
In the year-to-date period, SNPD achieves a 8.10% return, which is significantly lower than ONEY's 14.26% return.
SNPD
- 1D
- -0.11%
- 1M
- 1.63%
- YTD
- 8.10%
- 6M
- 8.48%
- 1Y
- 13.67%
- 3Y*
- 8.75%
- 5Y*
- —
- 10Y*
- —
ONEY
- 1D
- -0.18%
- 1M
- 3.52%
- YTD
- 14.26%
- 6M
- 14.38%
- 1Y
- 23.42%
- 3Y*
- 15.65%
- 5Y*
- 8.74%
- 10Y*
- 12.04%
SNPD vs. ONEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 8.10% | 6.66% | 5.41% | 2.68% | 3.49% |
ONEY SPDR Russell 1000 Yield Focus ETF | 14.26% | 7.74% | 11.63% | 11.12% | 3.24% |
Correlation
The correlation between SNPD and ONEY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022 | 0.92 |
The correlation between SNPD and ONEY has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
SNPD vs. ONEY - Sectors Allocation Comparison
Sectors
SNPD
ONEY
Consumer Defensive
Industrials
Utilities
Consumer Cyclical
Financial Services
Basic Materials
Real Estate
Technology
Healthcare
Communication Services
Energy
Consumer Defensive
SNPD
ONEY
Industrials
SNPD
ONEY
Utilities
SNPD
ONEY
Consumer Cyclical
SNPD
ONEY
Financial Services
SNPD
ONEY
Basic Materials
SNPD
ONEY
Real Estate
SNPD
ONEY
Technology
SNPD
ONEY
Healthcare
SNPD
ONEY
Communication Services
SNPD
ONEY
Energy
SNPD
ONEY
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Return for Risk
SNPD vs. ONEY — Risk / Return Rank
SNPD
ONEY
SNPD vs. ONEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and SPDR Russell 1000 Yield Focus ETF (ONEY). 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 | ONEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.09 | -1.51 |
| Martin ratioReturn relative to average drawdown | 4.72 | 11.15 | -6.43 |
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 | ONEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.90 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.62 | -0.05 |
Drawdowns
SNPD vs. ONEY - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum ONEY drawdown of -46.80%. Use the drawdown chart below to compare losses from any high point for SNPD and ONEY.
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Drawdown Indicators
| SNPD | ONEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -46.80% | +31.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -7.61% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -17.50% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.80% | — |
Current DrawdownCurrent decline from peak | -3.20% | -0.18% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -4.98% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.11% | +0.79% |
Volatility
SNPD vs. ONEY - Volatility Comparison
Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and SPDR Russell 1000 Yield Focus ETF (ONEY) have volatilities of 2.75% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | ONEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.78% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 8.42% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 12.39% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 16.15% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 19.87% | -6.73% |
SNPD vs. ONEY - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than ONEY's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SNPD vs. ONEY - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.01%, more than ONEY's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONEY SPDR Russell 1000 Yield Focus ETF | 2.81% | 3.15% | 3.18% | 3.14% | 3.17% | 2.46% | 2.74% | 3.17% | 3.72% | 10.73% | 6.31% | 0.29% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.01% | 3.10% | 2.78% | 2.63% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SNPD and ONEY have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ONEY has higher volatility (2.78%) compared to SNPD (2.75%). In terms of maximum drawdown, SNPD dropped -15.80% vs ONEY's -46.80%.
On 3-year performance, ONEY leads with 15.65% vs 8.75% for SNPD. On fees, SNPD is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ONEY has performed better with a 15.65% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SNPD is cheaper with a 0.15% expense ratio, compared with 0.20% for ONEY.
SNPD has the higher dividend yield at 3.01%, compared with 2.81% for ONEY.
SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while ONEY tracks Russell 1000 Yield Focused Factor Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.15% for SNPD and 0.20% for ONEY.
ONEY currently has the higher Sharpe Ratio (1.90 vs 1.24), 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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