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SNPE vs. HYDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPE vs. HYDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers Low Beta High Yield Bond ETF (HYDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNPE achieves a 9.73% return, which is significantly higher than HYDW's 0.89% return.


SNPE

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

HYDW

1D
-0.18%
1M
0.24%
YTD
0.89%
6M
1.17%
1Y
5.56%
3Y*
6.83%
5Y*
3.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPE vs. HYDW - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNPE
Xtrackers S&P 500 ESG ETF
9.73%18.56%23.85%27.79%-17.67%31.43%19.84%12.92%
HYDW
Xtrackers Low Beta High Yield Bond ETF
0.89%8.47%5.42%9.84%-7.86%2.77%5.51%3.31%

Correlation

The correlation between SNPE and HYDW is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2019

0.68

The correlation between SNPE and HYDW has been stable across timeframes, ranging from 0.58 to 0.68 - a consistent structural relationship.

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Return for Risk

SNPE vs. HYDW — Risk / Return Rank

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

SNPE
SNPE Risk / Return Rank: 7474
Overall Rank
SNPE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 7878
Sortino Ratio Rank
SNPE Omega Ratio Rank: 7575
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7777
Martin Ratio Rank

HYDW
HYDW Risk / Return Rank: 6060
Overall Rank
HYDW Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYDW Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYDW Omega Ratio Rank: 6161
Omega Ratio Rank
HYDW Calmar Ratio Rank: 5454
Calmar Ratio Rank
HYDW Martin Ratio Rank: 6969
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. 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.


SNPEHYDWDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

3.22

2.67

+0.55

Martin ratioReturn relative to average drawdown

14.89

12.74

+2.16

SNPE vs. HYDW - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.54, which is higher than the HYDW Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SNPE and HYDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNPEHYDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

1.90

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.56

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.58

+0.30

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


SNPEHYDWDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-17.75%

-15.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-2.09%

-7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-3.64%

-15.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-12.68%

-11.97%

Current Drawdown

Current decline from peak

-1.17%

-0.26%

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.96%

-1.89%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.44%

+1.60%

Volatility

SNPE vs. HYDW - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 3.30% compared to Xtrackers Low Beta High Yield Bond ETF (HYDW) at 0.74%. 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


SNPEHYDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

0.74%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

2.27%

+6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

2.95%

+9.08%

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

19.67%

6.99%

+12.68%

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%.


Dividends

SNPE vs. HYDW - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.91%, less than HYDW's 5.75% yield.


PositionTTM20252024202320222021202020192018
HYDW
Xtrackers Low Beta High Yield Bond ETF
5.75%5.75%5.35%5.69%4.78%3.30%4.45%4.56%4.42%
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


SNPE and HYDW have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPE has higher volatility (3.30%) compared to HYDW (0.74%). In terms of maximum drawdown, SNPE dropped -33.37% vs HYDW's -17.75%.

On 5-year performance, SNPE leads with 14.46% vs 3.55% for HYDW. On fees, SNPE is cheaper at 0.10% per year. On volatility, HYDW has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SNPE has performed better with a 14.46% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPE is cheaper with a 0.10% expense ratio, compared with 0.20% for HYDW.

HYDW has the higher dividend yield at 5.75%, compared with 0.91% for SNPE.

SNPE is categorized as S&P 500, while HYDW is High Yield Bonds. SNPE tracks S&P 500 ESG Index, while HYDW tracks Solactive USD High Yield Corporates Total Market Low Beta Index. Their fees differ too: 0.10% for SNPE and 0.20% for HYDW.

SNPE currently has the higher Sharpe Ratio (2.54 vs 1.90), 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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