SNPD vs. VFVA

Last updated Aug 4, 2026

SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and VFVA (Vanguard U.S. Value Factor ETF) are both Mid Cap Value Equities funds. SNPD is passively managed, while VFVA is actively managed. Over the past 3 years, SNPD returned 9.43%/yr vs 17.15%/yr for VFVA. Their correlation of 0.84 means they have usually moved in the same direction. SNPD charges 0.15%/yr vs 0.13%/yr for VFVA.

Performance

SNPD vs. VFVA - Performance Comparison

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

Returns By Period

In the year-to-date period, SNPD achieves a 15.68% return, which is significantly lower than VFVA's 21.04% return.

SNPD

• 1D: 0.56%
• 1M: 1.41%
• 6M: 7.94%
• YTD: 15.68%
• 1Y: 20.68%
• 3Y*: 9.43%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.06%

VFVA

• 1D: 1.31%
• 1M: 5.44%
• 6M: 15.05%
• YTD: 21.04%
• 1Y: 39.77%
• 3Y*: 17.15%
• 5Y*: 13.00%
• 10Y*: —
• ALL TIME*: 10.91%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	$13.15K	$33.91K	$29.19K
VFVA Vanguard U.S. Value Factor ETF	$3.28M	$2.75M	$1.79M

SNPD vs. VFVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	15.68%	6.66%	5.41%	2.68%	3.49%
VFVA Vanguard U.S. Value Factor ETF	21.04%	14.77%	7.67%	17.37%	0.05%

Correlation

The correlation between SNPD and VFVA is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.84

The correlation between SNPD and VFVA has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

SNPD vs. VFVA - Sectors Allocation Comparison

Sectors	SNPD	VFVA
Consumer Defensive	19.0%	7.1%
Industrials	17.7%	7.6%
Utilities	14.4%	-
Consumer Cyclical	9.3%	13.1%
Financial Services	8.3%	25.7%
Basic Materials	6.8%	3.3%
Real Estate	6.8%	0.4%
Technology	6.5%	14.5%
Healthcare	5.2%	14.9%
Communication Services	3.0%	6.2%
Energy	2.9%	7.3%

Return for Risk

SNPD vs. VFVA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNPD

SNPD Risk / Return Rank: 70
SNPD Sharpe Ratio Rank: 75
SNPD Sortino Ratio Rank: 80
SNPD Omega Ratio Rank: 70
SNPD Calmar Ratio Rank: 65
SNPD Martin Ratio Rank: 57

VFVA

VFVA Risk / Return Rank: 93
VFVA Sharpe Ratio Rank: 94
VFVA Sortino Ratio Rank: 94
VFVA Omega Ratio Rank: 93
VFVA Calmar Ratio Rank: 93
VFVA Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SNPD vs. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Vanguard U.S. Value Factor ETF (VFVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SNPD	VFVA	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.70	-0.89
Sortino ratio: Return per unit of downside risk	2.70	3.90	-1.20
Omega ratio: Gain probability vs. loss probability	1.31	1.48	-0.17
Calmar ratio: Return relative to maximum drawdown	2.39	4.67	-2.28
Martin ratio: Return relative to average drawdown	7.14	15.81	-8.67

SNPD vs. VFVA - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.81, which is lower than the VFVA Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SNPD and VFVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPD vs. VFVA - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum VFVA drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for SNPD and VFVA.

Drawdown Indicators

	SNPD	VFVA	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-48.58%	+32.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-8.55%	-0.13%
Max Drawdown (3Y) Largest decline over 3 years	-15.80%	-24.07%	+8.27%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.07%	—
Current Drawdown Current decline from peak	-2.11%	0.00%	-2.11%
Average Drawdown Average peak-to-trough decline	-3.81%	-7.24%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.52%	+0.38%

Volatility

SNPD vs. VFVA - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) and Vanguard U.S. Value Factor ETF (VFVA) have volatilities of 4.36% and 4.42%, 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.

Volatility by Period

	SNPD	VFVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	4.42%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.84%	10.19%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	14.84%	-3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	20.06%	-6.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.15%	24.20%	-11.05%

SNPD vs. VFVA - Expense Ratio Comparison

SNPD has a 0.15% expense ratio, which is higher than VFVA's 0.13% expense ratio. However, 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. VFVA - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.14%, more than VFVA's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.14%	3.10%	2.78%	2.63%	0.57%	0.00%	0.00%	0.00%	0.00%
VFVA Vanguard U.S. Value Factor ETF	1.75%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%

Frequently Asked Questions

Can I hold both SNPD and VFVA in my portfolio?

SNPD and VFVA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPD or VFVA?

VFVA has higher volatility (4.42%) compared to SNPD (4.36%). In terms of maximum drawdown, SNPD dropped -15.80% vs VFVA's -48.58%.

Which ETF is better, SNPD or VFVA?

On 3-year performance, VFVA leads with 17.15% vs 9.43% for SNPD. On fees, VFVA is cheaper at 0.13% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPD or VFVA?

Over the 3-year period, VFVA has performed better with a 17.15% return vs 9.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPD or VFVA?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.15% for SNPD.

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

SNPD has the higher dividend yield at 3.14%, compared with 1.75% for VFVA.

What is the main difference between SNPD and VFVA?

They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for SNPD and 0.13% for VFVA.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (2.70 vs 1.81), 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.