SNPE vs. EFIV
SNPE (Xtrackers S&P 500 ESG ETF) and EFIV (State Street SPDR S&P 500 ESG ETF) are both S&P 500 funds - SNPE tracks the S&P 500 ESG Index while EFIV tracks the S&P 500 Scored & Screened Index. Both are passively managed. Over the past 5 years, SNPE returned 13.59%/yr vs 13.59%/yr for EFIV. Their 0.99 correlation means they have historically moved very closely together. Both charge a 0.10% expense ratio.
Performance
SNPE vs. EFIV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SNPE having a 10.37% return and EFIV slightly higher at 10.48%.
SNPE
- 1D
- 0.99%
- 1M
- 0.50%
- 6M
- 8.48%
- YTD
- 10.37%
- 1Y
- 24.06%
- 3Y*
- 19.27%
- 5Y*
- 13.59%
- 10Y*
- —
- ALL TIME*
- 16.84%
EFIV
- 1D
- 1.10%
- 1M
- 0.50%
- 6M
- 8.51%
- YTD
- 10.48%
- 1Y
- 24.02%
- 3Y*
- 19.30%
- 5Y*
- 13.59%
- 10Y*
- —
- ALL TIME*
- 17.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.53M | $6.41M | $3.64M | |
| $13.91M | $13.10M | $16.73M |
SNPE vs. EFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SNPE Xtrackers S&P 500 ESG ETF | 10.37% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 16.09% |
EFIV State Street SPDR S&P 500 ESG ETF | 10.48% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.38% |
Correlation
The correlation between SNPE and EFIV is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.99 |
The correlation between SNPE and EFIV has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SNPE vs. EFIV — Risk / Return Rank
SNPE
EFIV
SNPE vs. EFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and State Street SPDR S&P 500 ESG ETF (EFIV). 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.
| SNPE | EFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.36 | 0.00 |
| Martin ratioReturn relative to average drawdown | 10.31 | 10.30 | +0.01 |
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Drawdowns
SNPE vs. EFIV - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, which is greater than EFIV's maximum drawdown of -24.52%. Use the drawdown chart below to compare losses from any high point for SNPE and EFIV.
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Drawdown Indicators
| SNPE | EFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -24.52% | -8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -9.44% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -19.23% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -24.52% | -0.13% |
Current DrawdownCurrent decline from peak | -0.91% | -0.84% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -4.72% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.16% | +0.01% |
Volatility
SNPE vs. EFIV - Volatility Comparison
Xtrackers S&P 500 ESG ETF (SNPE) and State Street SPDR S&P 500 ESG ETF (EFIV) have volatilities of 3.87% and 3.83%, 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.
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Volatility by Period
| SNPE | EFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.83% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 10.45% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 12.96% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.06% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 16.80% | +2.79% |
SNPE vs. EFIV - Expense Ratio Comparison
Both SNPE and EFIV have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SNPE vs. EFIV - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 0.95%, less than EFIV's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 0.96% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% |
SNPE Xtrackers S&P 500 ESG ETF | 0.95% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% |
Frequently Asked Questions
With a correlation of 0.99, SNPE and EFIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SNPE has higher volatility (3.87%) compared to EFIV (3.83%). In terms of maximum drawdown, SNPE dropped -33.37% vs EFIV's -24.52%.
On 5-year performance, EFIV leads with 13.59% vs 13.59% for SNPE. Both ETFs have the same 0.10% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EFIV has performed better with a 13.59% return vs 13.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SNPE and EFIV have the same expense ratio: 0.10% per year.
SNPE and EFIV have nearly identical dividend yields, around 0.95%.
SNPE tracks S&P 500 ESG Index, while EFIV tracks S&P 500 Scored & Screened Index. They also come from different issuers: Deutsche Bank and State Street.
EFIV currently has the higher Sharpe Ratio (1.72 vs 1.70), 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.
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