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SNPD vs. SNPG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPD vs. SNPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers S&P 500 Growth ESG ETF (SNPG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNPD achieves a 8.10% return, which is significantly lower than SNPG's 10.73% return.


SNPD

1D
-0.11%
1M
1.63%
YTD
8.10%
6M
8.48%
1Y
13.67%
3Y*
8.75%
5Y*
10Y*

SNPG

1D
-0.39%
1M
10.11%
YTD
10.73%
6M
11.17%
1Y
29.55%
3Y*
25.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPD vs. SNPG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
8.10%6.66%5.41%2.68%3.49%
SNPG
Xtrackers S&P 500 Growth ESG ETF
10.73%18.22%33.99%38.45%1.81%

Correlation

The correlation between SNPD and SNPG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2022

0.47

The correlation between SNPD and SNPG shifts across timeframes, from 0.32 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

SNPD vs. SNPG - Sectors Allocation Comparison


Sectors
SNPD
SNPG

Consumer Defensive

18.7%
0.0%

Industrials

17.5%
10.5%

Utilities

14.4%
0.0%

Consumer Cyclical

8.7%
9.4%

Financial Services

8.5%
12.8%

Basic Materials

7.1%
1.1%

Real Estate

6.8%
2.2%

Technology

6.3%
36.1%

Healthcare

4.9%
9.6%

Communication Services

3.4%
19.4%

Energy

3.1%
0.0%

Consumer Defensive

SNPD
18.7%
SNPG
0.0%

Industrials

SNPD
17.5%
SNPG
10.5%

Utilities

SNPD
14.4%
SNPG
0.0%

Consumer Cyclical

SNPD
8.7%
SNPG
9.4%

Financial Services

SNPD
8.5%
SNPG
12.8%

Basic Materials

SNPD
7.1%
SNPG
1.1%

Real Estate

SNPD
6.8%
SNPG
2.2%

Technology

SNPD
6.3%
SNPG
36.1%

Healthcare

SNPD
4.9%
SNPG
9.6%

Communication Services

SNPD
3.4%
SNPG
19.4%

Energy

SNPD
3.1%
SNPG
0.0%

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Return for Risk

SNPD vs. SNPG — Risk / Return Rank

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

SNPD
SNPD Risk / Return Rank: 3333
Overall Rank
SNPD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3636
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3232
Martin Ratio Rank

SNPG
SNPG Risk / Return Rank: 5858
Overall Rank
SNPG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 6565
Sortino Ratio Rank
SNPG Omega Ratio Rank: 6161
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4646
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5555
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. SNPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Xtrackers S&P 500 Growth ESG ETF (SNPG). 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.


SNPDSNPGDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.58

2.26

-0.68

Martin ratioReturn relative to average drawdown

4.72

9.39

-4.67

SNPD vs. SNPG - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.24, which is lower than the SNPG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SNPD and SNPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNPDSNPGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.11

-0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.62

-1.05

Drawdowns

SNPD vs. SNPG - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum SNPG drawdown of -21.69%. Use the drawdown chart below to compare losses from any high point for SNPD and SNPG.


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Drawdown Indicators


SNPDSNPGDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-21.69%

+5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-13.12%

+4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-21.69%

+5.89%

Current Drawdown

Current decline from peak

-3.20%

-0.39%

-2.81%

Average Drawdown

Average peak-to-trough decline

-3.94%

-2.54%

-1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.15%

-0.25%

Volatility

SNPD vs. SNPG - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 2.75%, while Xtrackers S&P 500 Growth ESG ETF (SNPG) has a volatility of 4.80%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than SNPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPDSNPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

4.80%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

11.43%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

14.05%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

18.01%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

18.01%

-4.87%

SNPD vs. SNPG - Expense Ratio Comparison

Both SNPD and SNPG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SNPD vs. SNPG - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.01%, more than SNPG's 0.46% yield.


PositionTTM2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.01%3.10%2.78%2.63%0.57%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.46%0.49%0.57%0.95%0.20%

Frequently Asked Questions


SNPD and SNPG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPG has higher volatility (4.80%) compared to SNPD (2.75%). In terms of maximum drawdown, SNPD dropped -15.80% vs SNPG's -21.69%.

On 3-year performance, SNPG leads with 25.13% vs 8.75% for SNPD. Both ETFs have the same 0.15% expense ratio. On volatility, SNPD has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SNPG has performed better with a 25.13% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPD and SNPG have the same expense ratio: 0.15% per year.

SNPD has the higher dividend yield at 3.01%, compared with 0.46% for SNPG.

SNPD is categorized as Mid Cap Value Equities, while SNPG is Large Cap Growth Equities. SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while SNPG tracks S&P 500 Growth ESG Index.

SNPG currently has the higher Sharpe Ratio (2.11 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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