SNPE vs. CN

Last updated Jun 3, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and CN (Xtrackers MSCI All China Equity ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while CN is a China Equities fund tracking the MSCI China All Shares. Both are passively managed. At a 0.41 correlation, their price movements are largely independent. SNPE charges 0.10%/yr vs 0.50%/yr for CN.

Performance

SNPE vs. CN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers MSCI All China Equity ETF (CN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SNPE

• 1D: -0.43%
• 1M: 4.92%
• YTD: 10.55%
• 6M: 11.45%
• 1Y: 32.05%
• 3Y*: 22.06%
• 5Y*: 14.83%
• 10Y*: —

CN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SNPE vs. CN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	10.55%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.92%
CN Xtrackers MSCI All China Equity ETF	0.00%	0.00%	-3.10%	-11.87%	-23.85%	-12.74%	31.55%	8.54%

Correlation

The correlation between SNPE and CN is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019	0.41

The correlation between SNPE and CN shifts across timeframes, from 0.20 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

SNPE vs. CN - Sectors Allocation Comparison

Sectors	SNPE	CN
Technology	38.6%	0.3%
Communication Services	14.5%	0.4%
Financial Services	12.1%	55.1%
Healthcare	9.3%	0.8%
Industrials	6.9%	1.0%
Consumer Defensive	5.1%	0.3%
Consumer Cyclical	4.6%	5.4%
Energy	4.2%	0.9%
Real Estate	2.2%	0.8%
Basic Materials	1.9%	0.6%
Utilities	0.8%	0.2%

Return for Risk

SNPE vs. CN — Risk / Return Rank

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

SNPE

SNPE Risk / Return Rank: 78
SNPE Sharpe Ratio Rank: 82
SNPE Sortino Ratio Rank: 82
SNPE Omega Ratio Rank: 80
SNPE Calmar Ratio Rank: 68
SNPE Martin Ratio Rank: 80

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.

SNPE vs. CN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers MSCI All China Equity ETF (CN). 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.

	SNPE	CN	Difference
Sharpe ratio Return per unit of total volatility	2.68	—	—
Sortino ratio Return per unit of downside risk	3.73	—	—
Omega ratio Gain probability vs. loss probability	1.48	—	—
Calmar ratio Return relative to maximum drawdown	3.47	—	—
Martin ratio Return relative to average drawdown	16.08	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SNPE	CN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	—	—

Drawdowns

Drawdown Indicators

	SNPE	CN	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	—	—
Current Drawdown Current decline from peak	-0.43%	—	—
Average Drawdown Average peak-to-trough decline	-4.96%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	—	—

Volatility

Volatility by Period

	SNPE	CN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	—	—

SNPE vs. CN - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than CN's 0.50% expense ratio.

Dividends

SNPE vs. CN - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.91%, while CN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CN Xtrackers MSCI All China Equity ETF	0.00%	0.00%	0.00%	4.04%	1.80%	2.00%	0.78%	4.18%	2.09%	0.81%	11.41%	14.00%
SNPE Xtrackers S&P 500 ESG ETF	0.91%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPE and CN in my portfolio?

SNPE and CN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SNPE or CN?

On fees, SNPE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SNPE or CN?

SNPE is cheaper with a 0.10% expense ratio, compared with 0.50% for CN.

Which ETF pays a higher dividend yield, SNPE or CN?

SNPE has the higher dividend yield at 0.91%, compared with 0.00% for CN.

What is the main difference between SNPE and CN?

SNPE is categorized as S&P 500, while CN is China Equities. SNPE tracks S&P 500 ESG Index, while CN tracks MSCI China All Shares. Their fees differ too: 0.10% for SNPE and 0.50% for CN.