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SNPD vs. TMVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPD vs. TMVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Thrivent Mid Cap Value ETF (TMVE). 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 TMVE's 14.73% return.


SNPD

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

TMVE

1D
-0.23%
1M
2.73%
YTD
14.73%
6M
15.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPD vs. TMVE - Yearly Performance Comparison


Correlation

The correlation between SNPD and TMVE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.79

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Return for Risk

SNPD vs. TMVE — 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

TMVE
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. TMVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Thrivent Mid Cap Value ETF (TMVE). 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.


SNPDTMVEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.58

Martin ratioReturn relative to average drawdown

4.72

SNPD vs. TMVE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SNPDTMVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

3.18

-2.61

Drawdowns

SNPD vs. TMVE - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, which is greater than TMVE's maximum drawdown of -8.21%. Use the drawdown chart below to compare losses from any high point for SNPD and TMVE.


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Drawdown Indicators


SNPDTMVEDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-8.21%

-7.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

Current Drawdown

Current decline from peak

-3.20%

-0.23%

-2.97%

Average Drawdown

Average peak-to-trough decline

-3.94%

-1.54%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

SNPD vs. TMVE - Volatility Comparison


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Volatility by Period


SNPDTMVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

13.94%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

13.94%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

13.94%

-0.80%

SNPD vs. TMVE - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is lower than TMVE's 0.55% expense ratio.


Dividends

SNPD vs. TMVE - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.01%, more than TMVE's 0.10% yield.


PositionTTM2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.01%3.10%2.78%2.63%0.57%
TMVE
Thrivent Mid Cap Value ETF
0.10%0.12%0.00%0.00%0.00%

Frequently Asked Questions


SNPD and TMVE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SNPD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNPD is cheaper with a 0.15% expense ratio, compared with 0.55% for TMVE.

SNPD has the higher dividend yield at 3.01%, compared with 0.10% for TMVE.

SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while TMVE tracks Actively Managed. They also come from different issuers: Xtrackers and Thrivent. Their fees differ too: 0.15% for SNPD and 0.55% for TMVE.

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