SNPE vs. PMYYX
Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and Putnam Multi-Cap Core Fund (PMYYX).
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. PMYYX is managed by Putnam. It was launched on Sep 24, 2010.
Performance
SNPE vs. PMYYX - Performance Comparison
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SNPE vs. PMYYX - 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% |
PMYYX Putnam Multi-Cap Core Fund | -7.83% | 17.33% | 26.46% | 27.98% | -15.94% | 30.93% | 17.69% | 14.50% |
Returns By Period
In the year-to-date period, SNPE achieves a -4.45% return, which is significantly higher than PMYYX's -7.83% return.
SNPE
- 1D
- 2.87%
- 1M
- -5.26%
- YTD
- -4.45%
- 6M
- -0.29%
- 1Y
- 19.35%
- 3Y*
- 18.41%
- 5Y*
- 12.56%
- 10Y*
- —
PMYYX
- 1D
- -0.22%
- 1M
- -7.86%
- YTD
- -7.83%
- 6M
- -4.48%
- 1Y
- 13.59%
- 3Y*
- 18.00%
- 5Y*
- 11.50%
- 10Y*
- 14.69%
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SNPE vs. PMYYX - Expense Ratio Comparison
SNPE has a 0.10% expense ratio, which is lower than PMYYX's 0.71% expense ratio.
Return for Risk
SNPE vs. PMYYX — Risk / Return Rank
SNPE
PMYYX
SNPE vs. PMYYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Putnam Multi-Cap Core Fund (PMYYX). 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 | PMYYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.79 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.22 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 0.97 | +0.67 |
Martin ratioReturn relative to average drawdown | 7.61 | 4.27 | +3.34 |
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 | PMYYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.79 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.86 | -0.09 |
Correlation
The correlation between SNPE and PMYYX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SNPE vs. PMYYX - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 1.05%, less than PMYYX's 3.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
PMYYX Putnam Multi-Cap Core Fund | 3.00% | 2.76% | 4.47% | 2.62% | 5.26% | 9.25% | 2.41% | 4.76% | 2.36% | 2.71% | 1.21% | 1.26% |
Drawdowns
SNPE vs. PMYYX - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum PMYYX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SNPE and PMYYX.
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Drawdown Indicators
| SNPE | PMYYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -35.25% | +1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.27% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -23.52% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.25% | — |
Current DrawdownCurrent decline from peak | -6.87% | -10.02% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -4.16% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.78% | -0.12% |
Volatility
SNPE vs. PMYYX - Volatility Comparison
Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 5.22% compared to Putnam Multi-Cap Core Fund (PMYYX) at 4.27%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than PMYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPE | PMYYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.27% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.04% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 18.08% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 16.79% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 18.37% | +1.45% |