SNPE vs. PJBF

Last updated Jun 24, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and PJBF (PGIM Jennison Better Future ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while PJBF is a Global Equities fund actively managed by PGIM. SNPE is passively managed, while PJBF is actively managed. Over the past year, SNPE returned 27.55% vs 17.44% for PJBF. Their correlation of 0.84 suggests significant overlap in exposure. SNPE charges 0.10%/yr vs 0.59%/yr for PJBF.

Performance

SNPE vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SNPE having a 8.65% return and PJBF slightly lower at 8.51%.

SNPE

• 1D: -1.60%
• 1M: -0.30%
• YTD: 8.65%
• 6M: 7.98%
• 1Y: 27.55%
• 3Y*: 20.76%
• 5Y*: 13.94%
• 10Y*: —

PJBF

• 1D: -2.90%
• 1M: 0.88%
• YTD: 8.51%
• 6M: 7.42%
• 1Y: 17.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SNPE vs. PJBF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SNPE Xtrackers S&P 500 ESG ETF	8.65%	18.56%	23.85%	0.67%
PJBF PGIM Jennison Better Future ETF	8.51%	5.13%	19.91%	-0.80%

Correlation

The correlation between SNPE and PJBF is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 19, 2023	0.84

The correlation between SNPE and PJBF has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

SNPE vs. PJBF - Sectors Allocation Comparison

Sectors	SNPE	PJBF
Technology	38.0%	40.0%
Communication Services	12.6%	11.5%
Financial Services	12.3%	2.5%
Healthcare	10.6%	11.5%
Industrials	8.2%	16.5%
Consumer Defensive	5.1%	2.3%
Consumer Cyclical	5.0%	13.8%
Energy	2.7%	-
Real Estate	2.2%	-
Basic Materials	2.0%	-
Utilities	1.4%	2.0%

Return for Risk

SNPE vs. PJBF — Risk / Return Rank

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

SNPE

SNPE Risk / Return Rank: 70
SNPE Sharpe Ratio Rank: 72
SNPE Sortino Ratio Rank: 70
SNPE Omega Ratio Rank: 70
SNPE Calmar Ratio Rank: 62
SNPE Martin Ratio Rank: 74

PJBF

PJBF Risk / Return Rank: 24
PJBF Sharpe Ratio Rank: 25
PJBF Sortino Ratio Rank: 25
PJBF Omega Ratio Rank: 24
PJBF Calmar Ratio Rank: 22
PJBF Martin Ratio Rank: 25

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. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and PGIM Jennison Better Future ETF (PJBF). 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	PJBF	Difference
Sharpe ratio: Return per unit of total volatility	2.18	0.84	+1.35
Sortino ratio: Return per unit of downside risk	3.01	1.28	+1.73
Omega ratio: Gain probability vs. loss probability	1.39	1.16	+0.23
Calmar ratio: Return relative to maximum drawdown	2.92	0.95	+1.97
Martin ratio: Return relative to average drawdown	13.28	3.02	+10.26

SNPE vs. PJBF - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.18, which is higher than the PJBF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SNPE and PJBF, 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. PJBF - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, which is greater than PJBF's maximum drawdown of -25.67%. Use the drawdown chart below to compare losses from any high point for SNPE and PJBF.

Drawdown Indicators

	SNPE	PJBF	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-25.67%	-7.70%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-18.41%	+8.95%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	—	—
Current Drawdown Current decline from peak	-2.45%	-3.45%	+1.00%
Average Drawdown Average peak-to-trough decline	-4.93%	-5.25%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	5.78%	-3.70%

Volatility

SNPE vs. PJBF - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 5.18%, while PGIM Jennison Better Future ETF (PJBF) has a volatility of 8.41%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than PJBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	PJBF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	8.41%	-3.23%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	17.32%	-7.14%
Volatility (1Y) Calculated over the trailing 1-year period	12.71%	20.98%	-8.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	21.87%	-4.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	21.87%	-2.19%

SNPE vs. PJBF - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than PJBF's 0.59% expense ratio.

Dividends

SNPE vs. PJBF - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.97%, more than PJBF's 0.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
PJBF PGIM Jennison Better Future ETF	0.22%	0.24%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SNPE Xtrackers S&P 500 ESG ETF	0.97%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%

Frequently Asked Questions

Can I hold both SNPE and PJBF in my portfolio?

SNPE and PJBF have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPE or PJBF?

PJBF has higher volatility (8.41%) compared to SNPE (5.18%). In terms of maximum drawdown, SNPE dropped -33.37% vs PJBF's -25.67%.

Which ETF is better, SNPE or PJBF?

On 1-year performance, SNPE leads with 27.55% vs 17.44% for PJBF. On fees, SNPE is cheaper at 0.10% per year. On volatility, SNPE has been the lower-risk option at 5.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPE or PJBF?

Over the 1-year period, SNPE has performed better with a 27.55% return vs 17.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPE or PJBF?

SNPE is cheaper with a 0.10% expense ratio, compared with 0.59% for PJBF.

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

SNPE has the higher dividend yield at 0.97%, compared with 0.22% for PJBF.

What is the main difference between SNPE and PJBF?

SNPE is categorized as S&P 500, while PJBF is Global Equities. They also come from different issuers: Deutsche Bank and PGIM. Their fees differ too: 0.10% for SNPE and 0.59% for PJBF.

Which has better risk-adjusted returns?

SNPE currently has the higher Sharpe Ratio (2.18 vs 0.84), 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.