SNPE vs. HYDW
Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers Low Beta High Yield Bond ETF (HYDW).
SNPE and HYDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNPE is a passively managed fund by Deutsche Bank that tracks the performance of the S&P 500 ESG Index. It was launched on Jun 26, 2019. HYDW is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market Low Beta Index. It was launched on Jan 11, 2018. Both SNPE and HYDW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SNPE vs. HYDW - Performance Comparison
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SNPE vs. HYDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNPE Xtrackers S&P 500 ESG ETF | -3.68% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.92% |
HYDW Xtrackers Low Beta High Yield Bond ETF | -0.14% | 8.47% | 5.42% | 9.84% | -7.86% | 2.77% | 5.51% | 3.31% |
Returns By Period
In the year-to-date period, SNPE achieves a -3.68% return, which is significantly lower than HYDW's -0.14% return.
SNPE
- 1D
- 0.81%
- 1M
- -4.64%
- YTD
- -3.68%
- 6M
- 0.11%
- 1Y
- 19.72%
- 3Y*
- 18.73%
- 5Y*
- 12.74%
- 10Y*
- —
HYDW
- 1D
- 0.21%
- 1M
- -0.68%
- YTD
- -0.14%
- 6M
- 1.39%
- 1Y
- 6.16%
- 3Y*
- 6.37%
- 5Y*
- 3.49%
- 10Y*
- —
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SNPE vs. HYDW - Expense Ratio Comparison
SNPE has a 0.10% expense ratio, which is lower than HYDW's 0.20% 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%.
Return for Risk
SNPE vs. HYDW — Risk / Return Rank
SNPE
HYDW
SNPE vs. HYDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers Low Beta High Yield Bond ETF (HYDW). 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 | HYDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.44 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.17 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.36 | -0.71 |
Martin ratioReturn relative to average drawdown | 7.56 | 11.48 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNPE | HYDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.44 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.57 | +0.21 |
Correlation
The correlation between SNPE and HYDW is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SNPE vs. HYDW - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 1.04%, less than HYDW's 5.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SNPE Xtrackers S&P 500 ESG ETF | 1.04% | 1.01% | 1.17% | 1.32% | 1.65% | 1.08% | 1.42% | 1.20% | 0.00% |
HYDW Xtrackers Low Beta High Yield Bond ETF | 5.63% | 5.75% | 5.35% | 5.69% | 4.78% | 3.30% | 4.45% | 4.56% | 4.42% |
Drawdowns
SNPE vs. HYDW - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, which is greater than HYDW's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for SNPE and HYDW.
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Drawdown Indicators
| SNPE | HYDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -17.75% | -15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -2.72% | -9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -12.68% | -11.97% |
Current DrawdownCurrent decline from peak | -6.12% | -0.91% | -5.21% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -1.92% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 0.56% | +2.13% |
Volatility
SNPE vs. HYDW - Volatility Comparison
Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 5.28% compared to Xtrackers Low Beta High Yield Bond ETF (HYDW) at 1.73%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than HYDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPE | HYDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 1.73% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 2.28% | +7.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 4.31% | +13.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 6.40% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 7.05% | +12.77% |