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SNPE vs. DBAW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPE vs. DBAW - 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 World ex US Hedged Equity ETF (DBAW). The values are adjusted to include any dividend payments, if applicable.

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SNPE vs. DBAW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNPE
Xtrackers S&P 500 ESG ETF
-4.45%18.56%23.85%27.79%-17.67%31.43%19.84%12.92%
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
3.56%26.47%14.35%16.26%-13.35%13.08%7.44%7.44%

Returns By Period

In the year-to-date period, SNPE achieves a -4.45% return, which is significantly lower than DBAW's 3.56% return.


SNPE

1D
2.87%
1M
-5.26%
YTD
-4.45%
6M
-0.29%
1Y
19.35%
3Y*
18.41%
5Y*
12.56%
10Y*

DBAW

1D
2.61%
1M
-5.70%
YTD
3.56%
6M
10.45%
1Y
25.67%
3Y*
17.45%
5Y*
9.50%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPE vs. DBAW - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than DBAW's 0.41% expense ratio.


Return for Risk

SNPE vs. DBAW — Risk / Return Rank

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

SNPE
SNPE Risk / Return Rank: 6868
Overall Rank
SNPE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SNPE Omega Ratio Rank: 6868
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6767
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7575
Martin Ratio Rank

DBAW
DBAW Risk / Return Rank: 8484
Overall Rank
DBAW Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DBAW Sortino Ratio Rank: 8383
Sortino Ratio Rank
DBAW Omega Ratio Rank: 8888
Omega Ratio Rank
DBAW Calmar Ratio Rank: 7979
Calmar Ratio Rank
DBAW Martin Ratio Rank: 8484
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.

SNPE vs. DBAW - 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 World ex US Hedged Equity ETF (DBAW). 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.


SNPEDBAWDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.61

-0.54

Sortino ratio

Return per unit of downside risk

1.62

2.17

-0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

1.64

2.13

-0.49

Martin ratio

Return relative to average drawdown

7.61

9.46

-1.85

SNPE vs. DBAW - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 1.06, which is lower than the DBAW Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SNPE and DBAW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPEDBAWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.61

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.71

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.57

+0.21

Correlation

The correlation between SNPE and DBAW is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNPE vs. DBAW - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 1.05%, less than DBAW's 3.69% yield.


TTM20252024202320222021202020192018201720162015
SNPE
Xtrackers S&P 500 ESG ETF
1.05%1.01%1.17%1.32%1.65%1.08%1.42%1.20%0.00%0.00%0.00%0.00%
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
3.69%3.83%1.70%3.45%8.81%2.05%2.08%2.91%2.93%2.41%1.99%5.74%

Drawdowns

SNPE vs. DBAW - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, which is greater than DBAW's maximum drawdown of -31.44%. Use the drawdown chart below to compare losses from any high point for SNPE and DBAW.


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Drawdown Indicators


SNPEDBAWDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-31.44%

-1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-11.78%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-17.87%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

Current Drawdown

Current decline from peak

-6.87%

-6.12%

-0.75%

Average Drawdown

Average peak-to-trough decline

-5.06%

-5.05%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.65%

+0.01%

Volatility

SNPE vs. DBAW - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 5.22%, while Xtrackers MSCI All World ex US Hedged Equity ETF (DBAW) has a volatility of 6.84%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than DBAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPEDBAWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

6.84%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

9.97%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

16.03%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

13.49%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

15.23%

+4.59%