SNPE vs. NWG.L

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and NatWest Group plc (NWG.L).

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.

Performance

SNPE vs. NWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and NatWest Group plc (NWG.L). The values are adjusted to include any dividend payments, if applicable.

SNPE vs. NWG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	-4.45%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.92%
NWG.L NatWest Group plc	-13.09%	83.93%	92.26%	-7.31%	9.03%	37.35%	-28.10%	23.82%

Different Trading Currencies

SNPE is traded in USD, while NWG.L is traded in GBp. To make them comparable, the NWG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SNPE achieves a -4.45% return, which is significantly higher than NWG.L's -13.09% return.

SNPE

• 1D: 2.87%
• 1M: -5.26%
• YTD: -4.45%
• 6M: -0.29%
• 1Y: 19.35%
• 3Y*: 18.41%
• 5Y*: 12.56%
• 10Y*: —

NWG.L

• 1D: 1.79%
• 1M: -8.65%
• YTD: -13.09%
• 6M: 8.70%
• 1Y: 33.02%
• 3Y*: 39.29%
• 5Y*: 28.73%
• 10Y*: 13.53%

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

Return for Risk

SNPE vs. NWG.L — Risk / Return Rank

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

SNPE

SNPE Risk / Return Rank: 68
SNPE Sharpe Ratio Rank: 62
SNPE Sortino Ratio Rank: 66
SNPE Omega Ratio Rank: 68
SNPE Calmar Ratio Rank: 67
SNPE Martin Ratio Rank: 75

NWG.L

NWG.L Risk / Return Rank: 70
NWG.L Sharpe Ratio Rank: 76
NWG.L Sortino Ratio Rank: 67
NWG.L Omega Ratio Rank: 68
NWG.L Calmar Ratio Rank: 69
NWG.L Martin Ratio Rank: 73

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. NWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and NatWest Group plc (NWG.L). 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	NWG.L	Difference
Sharpe ratio Return per unit of total volatility	1.06	1.06	+0.01
Sortino ratio Return per unit of downside risk	1.62	1.46	+0.16
Omega ratio Gain probability vs. loss probability	1.24	1.20	+0.04
Calmar ratio Return relative to maximum drawdown	1.64	1.28	+0.35
Martin ratio Return relative to average drawdown	7.61	3.92	+3.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPE vs. NWG.L - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 1.06, which is comparable to the NWG.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SNPE and NWG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNPE	NWG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	1.06	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.91	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	-0.00	+0.78

Correlation

The correlation between SNPE and NWG.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SNPE vs. NWG.L - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 1.05%, less than NWG.L's 5.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SNPE Xtrackers S&P 500 ESG ETF	1.05%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%
NWG.L NatWest Group plc	5.87%	3.84%	4.35%	7.06%	10.35%	2.66%	0.00%	10.40%	0.92%

Drawdowns

SNPE vs. NWG.L - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum NWG.L drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SNPE and NWG.L.

Drawdown Indicators

	SNPE	NWG.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-100.00%	+66.63%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	-22.06%	+9.69%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-39.51%	+14.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-65.08%	—
Current Drawdown Current decline from peak	-6.87%	-84.98%	+78.11%
Average Drawdown Average peak-to-trough decline	-5.06%	-45.46%	+40.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	7.27%	-4.61%

Volatility

SNPE vs. NWG.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 5.22%, while NatWest Group plc (NWG.L) has a volatility of 9.16%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than NWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	NWG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	9.16%	-3.94%
Volatility (6M) Calculated over the trailing 6-month period	9.31%	21.78%	-12.47%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	31.16%	-12.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	31.74%	-14.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	36.77%	-16.95%