SNPE vs. HYDW
SNPE (Xtrackers S&P 500 ESG ETF) and HYDW (Xtrackers Low Beta High Yield Bond ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while HYDW is a High Yield Bonds fund tracking the Solactive USD High Yield Corporates Total Market Low Beta Index. Both are passively managed. Over the past 5 years, SNPE returned 14.46%/yr vs 3.55%/yr for HYDW. A 0.68 correlation means they provide meaningful diversification when combined. SNPE charges 0.10%/yr vs 0.20%/yr for HYDW.
Performance
SNPE vs. HYDW - Performance Comparison
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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*
- —
SNPE vs. HYDW - 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% |
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
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 | +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 |
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 | 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
| SNPE | HYDW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.17% | -0.26% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -1.89% | -3.07% |
Ulcer IndexDepth 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
| SNPE | HYDW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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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