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SNPD vs. PEY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPD vs. PEY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). The values are adjusted to include any dividend payments, if applicable.

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SNPD vs. PEY - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%2.68%3.49%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
6.22%0.56%5.25%7.29%3.13%

Returns By Period

In the year-to-date period, SNPD achieves a 4.62% return, which is significantly lower than PEY's 6.22% return.


SNPD

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

PEY

1D
0.84%
1M
-1.27%
YTD
6.22%
6M
4.11%
1Y
4.68%
3Y*
7.44%
5Y*
5.66%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPD vs. PEY - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than PEY's 0.54% expense ratio.


Return for Risk

SNPD vs. PEY — Risk / Return Rank

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

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3636
Martin Ratio Rank

PEY
PEY Risk / Return Rank: 2121
Overall Rank
PEY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PEY Sortino Ratio Rank: 2020
Sortino Ratio Rank
PEY Omega Ratio Rank: 2020
Omega Ratio Rank
PEY Calmar Ratio Rank: 2323
Calmar Ratio Rank
PEY Martin Ratio Rank: 2222
Martin Ratio Rank
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. PEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.


SNPDPEYDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.26

+0.36

Sortino ratio

Return per unit of downside risk

0.98

0.50

+0.48

Omega ratio

Gain probability vs. loss probability

1.13

1.06

+0.06

Calmar ratio

Return relative to maximum drawdown

0.88

0.42

+0.46

Martin ratio

Return relative to average drawdown

3.39

1.25

+2.13

SNPD vs. PEY - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 0.62, which is higher than the PEY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SNPD and PEY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPDPEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.26

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.27

+0.25

Correlation

The correlation between SNPD and PEY is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNPD vs. PEY - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.11%, less than PEY's 4.66% yield.


TTM20252024202320222021202020192018201720162015
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
4.66%4.85%4.44%4.58%4.22%3.83%4.30%3.78%4.33%3.21%3.12%3.44%

Drawdowns

SNPD vs. PEY - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum PEY drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for SNPD and PEY.


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Drawdown Indicators


SNPDPEYDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-72.81%

+57.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-13.28%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

Current Drawdown

Current decline from peak

-6.31%

-3.40%

-2.91%

Average Drawdown

Average peak-to-trough decline

-3.93%

-12.97%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

4.44%

-1.42%

Volatility

SNPD vs. PEY - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.66% compared to Invesco High Yield Equity Dividend Achievers™ ETF (PEY) at 3.26%. This indicates that SNPD's price experiences larger fluctuations and is considered to be riskier than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPDPEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.26%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

9.87%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

17.86%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

16.38%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

18.90%

-5.68%