SNPE vs. ITOT

Last updated Aug 2, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 5 years, SNPE returned 13.59%/yr vs 11.75%/yr for ITOT. Their 0.98 correlation means they have historically moved very closely together. SNPE charges 0.10%/yr vs 0.03%/yr for ITOT.

Performance

SNPE vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SNPE having a 10.37% return and ITOT slightly higher at 10.57%.

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%

ITOT

• 1D: 0.59%
• 1M: -0.09%
• 6M: 8.89%
• YTD: 10.57%
• 1Y: 21.81%
• 3Y*: 18.94%
• 5Y*: 11.75%
• 10Y*: 14.60%
• ALL TIME*: 10.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ITOT iShares Core S&P Total U.S. Stock Market ETF	$209.16M	$238.83M	$306.83M
SNPE Xtrackers S&P 500 ESG ETF	$13.91M	$13.10M	$16.73M

SNPE vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	10.37%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.34%
ITOT iShares Core S&P Total U.S. Stock Market ETF	10.57%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	11.54%

Correlation

The correlation between SNPE and ITOT is 0.95 - 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.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019	0.98

The correlation between SNPE and ITOT has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

SNPE vs. ITOT - Sectors Allocation Comparison

Sectors	SNPE	ITOT
Technology	36.1%	36.4%
Financial Services	13.5%	11.9%
Healthcare	11.8%	9.5%
Communication Services	10.8%	9.1%
Industrials	8.1%	9.9%
Consumer Defensive	5.1%	4.3%
Consumer Cyclical	5.0%	9.5%
Energy	2.9%	3.1%
Real Estate	2.4%	2.3%
Utilities	2.2%	2.2%
Basic Materials	1.9%	1.9%

Return for Risk

SNPE vs. ITOT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNPE

SNPE Risk / Return Rank: 74
SNPE Sharpe Ratio Rank: 75
SNPE Sortino Ratio Rank: 75
SNPE Omega Ratio Rank: 73
SNPE Calmar Ratio Rank: 69
SNPE Martin Ratio Rank: 80

ITOT

ITOT Risk / Return Rank: 67
ITOT Sharpe Ratio Rank: 67
ITOT Sortino Ratio Rank: 64
ITOT Omega Ratio Rank: 64
ITOT Calmar Ratio Rank: 65
ITOT Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SNPE vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.51	+0.19
Sortino ratio: Return per unit of downside risk	2.41	2.10	+0.30
Omega ratio: Gain probability vs. loss probability	1.30	1.27	+0.03
Calmar ratio: Return relative to maximum drawdown	2.36	2.23	+0.13
Martin ratio: Return relative to average drawdown	10.31	9.56	+0.74

SNPE vs. ITOT - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 1.70, which is comparable to the ITOT Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SNPE and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPE vs. ITOT - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SNPE and ITOT.

Drawdown Indicators

	SNPE	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-55.20%	+21.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-8.90%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-19.44%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-25.36%	+0.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.91%	-1.34%	+0.43%
Average Drawdown Average peak-to-trough decline	-4.88%	-6.93%	+2.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.07%	+0.10%

Volatility

SNPE vs. ITOT - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 3.87% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.52%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.52%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	10.27%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	13.14%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	17.47%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	18.27%	+1.32%

SNPE vs. ITOT - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, 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. ITOT - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.95%, less than ITOT's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.01%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
SNPE Xtrackers S&P 500 ESG ETF	0.95%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPE and ITOT in my portfolio?

With a correlation of 0.95, SNPE and ITOT 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.

Which is riskier, SNPE or ITOT?

SNPE has higher volatility (3.87%) compared to ITOT (3.52%). In terms of maximum drawdown, SNPE dropped -33.37% vs ITOT's -55.20%.

Which ETF is better, SNPE or ITOT?

On 5-year performance, SNPE leads with 13.59% vs 11.75% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPE or ITOT?

Over the 5-year period, SNPE has performed better with a 13.59% return vs 11.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPE or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.10% for SNPE.

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

ITOT has the higher dividend yield at 1.01%, compared with 0.95% for SNPE.

What is the main difference between SNPE and ITOT?

SNPE is categorized as S&P 500, while ITOT is Large Cap Blend Equities. SNPE tracks S&P 500 ESG Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.10% for SNPE and 0.03% for ITOT.

Which has better risk-adjusted returns?

SNPE currently has the higher Sharpe Ratio (1.70 vs 1.51), 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.