SNPD vs. TMDV

Last updated Jun 4, 2026

SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and TMDV (ProShares Russell U.S. Dividend Growers ETF) are both Mid Cap Value Equities funds - SNPD tracks the S&P ESG High Yield Dividend Aristocrats Index while TMDV tracks the Russell 3000 Dividend Elite Index. Both are passively managed. Over the past 3 years, SNPD returned 8.75%/yr vs 4.85%/yr for TMDV. With a 0.96 correlation, they move nearly in lockstep. SNPD charges 0.15%/yr vs 0.35%/yr for TMDV.

Performance

SNPD vs. TMDV - Performance Comparison

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

Returns By Period

In the year-to-date period, SNPD achieves a 8.10% return, which is significantly higher than TMDV's 4.53% return.

SNPD

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

TMDV

• 1D: -0.33%
• 1M: 0.05%
• YTD: 4.53%
• 6M: 4.29%
• 1Y: 5.96%
• 3Y*: 4.85%
• 5Y*: 2.41%
• 10Y*: —

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

SNPD vs. TMDV - 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%
TMDV ProShares Russell U.S. Dividend Growers ETF	4.53%	2.91%	2.64%	2.25%	3.26%

Correlation

The correlation between SNPD and TMDV is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.96

The correlation between SNPD and TMDV has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

SNPD vs. TMDV - Sectors Allocation Comparison

Sectors	SNPD	TMDV
Consumer Defensive	18.7%	23.8%
Industrials	17.5%	15.9%
Utilities	14.4%	12.3%
Consumer Cyclical	8.7%	5.8%
Financial Services	8.5%	16.0%
Basic Materials	7.1%	11.7%
Real Estate	6.8%	4.6%
Technology	6.3%	1.5%
Healthcare	4.9%	5.6%
Communication Services	3.4%	-
Energy	3.1%	3.0%

Return for Risk

SNPD vs. TMDV — Risk / Return Rank

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

SNPD

SNPD Risk / Return Rank: 33
SNPD Sharpe Ratio Rank: 34
SNPD Sortino Ratio Rank: 36
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 32
SNPD Martin Ratio Rank: 32

TMDV

TMDV Risk / Return Rank: 16
TMDV Sharpe Ratio Rank: 16
TMDV Sortino Ratio Rank: 17
TMDV Omega Ratio Rank: 15
TMDV Calmar Ratio Rank: 17
TMDV Martin Ratio Rank: 16

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. TMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and ProShares Russell U.S. Dividend Growers ETF (TMDV). 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	TMDV	Difference
Sharpe ratio: Return per unit of total volatility	1.24	0.50	+0.75
Sortino ratio: Return per unit of downside risk	1.88	0.82	+1.06
Omega ratio: Gain probability vs. loss probability	1.21	1.09	+0.12
Calmar ratio: Return relative to maximum drawdown	1.58	0.61	+0.97
Martin ratio: Return relative to average drawdown	4.72	1.50	+3.22
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. TMDV - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.24, which is higher than the TMDV Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SNPD and TMDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNPD	TMDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	0.50	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.30	+0.27

Drawdowns

SNPD vs. TMDV - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum TMDV drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for SNPD and TMDV.

Drawdown Indicators

	SNPD	TMDV	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-33.42%	+17.62%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-9.82%	+1.14%
Max Drawdown (3Y) Largest decline over 3 years	-15.80%	-16.02%	+0.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.11%	—
Current Drawdown Current decline from peak	-3.20%	-6.56%	+3.36%
Average Drawdown Average peak-to-trough decline	-3.94%	-5.43%	+1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.99%	-1.09%

Volatility

SNPD vs. TMDV - Volatility Comparison

The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 2.75%, while ProShares Russell U.S. Dividend Growers ETF (TMDV) has a volatility of 2.97%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than TMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPD	TMDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.97%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	8.53%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	11.05%	12.10%	-1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	14.43%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	18.64%	-5.50%

SNPD vs. TMDV - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than TMDV's 0.35% expense ratio.

Dividends

SNPD vs. TMDV - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.01%, more than TMDV's 2.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.01%	3.10%	2.78%	2.63%	0.57%	0.00%	0.00%	0.00%
TMDV ProShares Russell U.S. Dividend Growers ETF	2.62%	2.65%	2.70%	2.45%	2.46%	2.14%	2.28%	0.16%

Frequently Asked Questions

Can I hold both SNPD and TMDV in my portfolio?

With a correlation of 0.93, SNPD and TMDV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SNPD or TMDV?

TMDV has higher volatility (2.97%) compared to SNPD (2.75%). In terms of maximum drawdown, SNPD dropped -15.80% vs TMDV's -33.42%.

Which ETF is better, SNPD or TMDV?

On 3-year performance, SNPD leads with 8.75% vs 4.85% for TMDV. On fees, SNPD is cheaper at 0.15% per year. 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.

Which ETF has performed better, SNPD or TMDV?

Over the 3-year period, SNPD has performed better with a 8.75% return vs 4.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPD or TMDV?

SNPD is cheaper with a 0.15% expense ratio, compared with 0.35% for TMDV.

Which ETF pays a higher dividend yield, SNPD or TMDV?

SNPD has the higher dividend yield at 3.01%, compared with 2.62% for TMDV.

What is the main difference between SNPD and TMDV?

SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while TMDV tracks Russell 3000 Dividend Elite Index. They also come from different issuers: Xtrackers and ProShares. Their fees differ too: 0.15% for SNPD and 0.35% for TMDV.

Which has better risk-adjusted returns?

SNPD currently has the higher Sharpe Ratio (1.24 vs 0.50), 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.