SNPE vs. EASG

Last updated Jun 4, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and EASG (Xtrackers MSCI EAFE ESG Leaders Equity ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while EASG is a Foreign Large Cap Equities fund tracking the MSCI EAFE ESG Leaders Index. Both are passively managed. Over the past 5 years, SNPE returned 14.46%/yr vs 6.85%/yr for EASG. A 0.77 correlation means they provide meaningful diversification when combined. SNPE charges 0.10%/yr vs 0.14%/yr for EASG.

Performance

SNPE vs. EASG - 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 EAFE ESG Leaders Equity ETF (EASG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPE achieves a 9.73% return, which is significantly higher than EASG's 8.44% return.

SNPE

• 1D: -0.74%
• 1M: 4.56%
• YTD: 9.73%
• 6M: 10.34%
• 1Y: 30.35%
• 3Y*: 21.76%
• 5Y*: 14.46%
• 10Y*: —

EASG

• 1D: -0.48%
• 1M: 4.33%
• YTD: 8.44%
• 6M: 10.51%
• 1Y: 19.62%
• 3Y*: 13.77%
• 5Y*: 6.85%
• 10Y*: —

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

SNPE vs. EASG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	9.73%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.92%
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	8.44%	25.19%	2.26%	18.80%	-16.94%	11.36%	10.73%	8.75%

Correlation

The correlation between SNPE and EASG is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019	0.77

The correlation between SNPE and EASG has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

SNPE vs. EASG - Sectors Allocation Comparison

Sectors	SNPE	EASG
Technology	38.6%	12.8%
Communication Services	14.5%	5.6%
Financial Services	12.1%	23.5%
Healthcare	9.3%	10.3%
Industrials	6.9%	18.5%
Consumer Defensive	5.1%	6.6%
Consumer Cyclical	4.6%	6.8%
Energy	4.2%	3.4%
Real Estate	2.2%	2.0%
Basic Materials	1.9%	6.0%
Utilities	0.8%	4.7%

Return for Risk

SNPE vs. EASG — Risk / Return Rank

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

SNPE

SNPE Risk / Return Rank: 74
SNPE Sharpe Ratio Rank: 77
SNPE Sortino Ratio Rank: 78
SNPE Omega Ratio Rank: 75
SNPE Calmar Ratio Rank: 64
SNPE Martin Ratio Rank: 77

EASG

EASG Risk / Return Rank: 35
EASG Sharpe Ratio Rank: 35
EASG Sortino Ratio Rank: 35
EASG Omega Ratio Rank: 34
EASG Calmar Ratio Rank: 33
EASG Martin Ratio Rank: 39

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. EASG - 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 EAFE ESG Leaders Equity ETF (EASG). 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	EASG	Difference
Sharpe ratio Return per unit of total volatility	2.54	1.27	+1.27
Sortino ratio Return per unit of downside risk	3.54	1.84	+1.70
Omega ratio Gain probability vs. loss probability	1.46	1.23	+0.23
Calmar ratio Return relative to maximum drawdown	3.22	1.68	+1.54
Martin ratio Return relative to average drawdown	14.89	6.20	+8.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPE vs. EASG - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.54, which is higher than the EASG Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SNPE and EASG, 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

	SNPE	EASG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	1.27	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.41	+0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.51	+0.37

Drawdowns

SNPE vs. EASG - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, roughly equal to the maximum EASG drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for SNPE and EASG.

Drawdown Indicators

	SNPE	EASG	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-32.06%	-1.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-11.74%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-16.14%	-3.01%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-31.42%	+6.77%
Current Drawdown Current decline from peak	-1.17%	-0.60%	-0.57%
Average Drawdown Average peak-to-trough decline	-4.96%	-6.19%	+1.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	3.17%	-1.13%

Volatility

SNPE vs. EASG - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 3.30%, while Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) has a volatility of 4.83%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than EASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	EASG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	4.83%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	9.11%	12.54%	-3.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.03%	15.55%	-3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	16.64%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	18.35%	+1.32%

SNPE vs. EASG - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than EASG's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SNPE vs. EASG - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.91%, less than EASG's 3.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EASG Xtrackers MSCI EAFE ESG Leaders Equity ETF	3.86%	4.18%	2.93%	2.51%	2.47%	2.69%	1.70%	2.94%	0.85%
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%

Frequently Asked Questions

Can I hold both SNPE and EASG in my portfolio?

SNPE and EASG have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPE or EASG?

EASG has higher volatility (4.83%) compared to SNPE (3.30%). In terms of maximum drawdown, SNPE dropped -33.37% vs EASG's -32.06%.

Which ETF is better, SNPE or EASG?

On 5-year performance, SNPE leads with 14.46% vs 6.85% for EASG. On fees, SNPE is cheaper at 0.10% per year. On volatility, SNPE has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPE or EASG?

Over the 5-year period, SNPE has performed better with a 14.46% return vs 6.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPE or EASG?

SNPE is cheaper with a 0.10% expense ratio, compared with 0.14% for EASG.

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

EASG has the higher dividend yield at 3.86%, compared with 0.91% for SNPE.

What is the main difference between SNPE and EASG?

SNPE is categorized as S&P 500, while EASG is Foreign Large Cap Equities. SNPE tracks S&P 500 ESG Index, while EASG tracks MSCI EAFE ESG Leaders Index. Their fees differ too: 0.10% for SNPE and 0.14% for EASG.

Which has better risk-adjusted returns?

SNPE currently has the higher Sharpe Ratio (2.54 vs 1.27), 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.