SNPE vs. QARP

Last updated Aug 6, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while QARP is a Quality Factor fund tracking the Russell 1000 2Qual/Val 5% Capped Factor Index. Both are passively managed. Over the past 5 years, SNPE returned 14.14%/yr vs 12.08%/yr for QARP. Their correlation of 0.92 means they have usually moved in the same direction. SNPE charges 0.10%/yr vs 0.19%/yr for QARP.

Performance

SNPE vs. QARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPE achieves a 14.12% return, which is significantly lower than QARP's 15.18% return.

SNPE

• 1D: 0.04%
• 1M: 3.46%
• 6M: 12.57%
• YTD: 14.12%
• 1Y: 26.86%
• 3Y*: 21.50%
• 5Y*: 14.14%
• 10Y*: —
• ALL TIME*: 17.35%

QARP

• 1D: -0.10%
• 1M: 3.52%
• 6M: 10.22%
• YTD: 15.18%
• 1Y: 26.97%
• 3Y*: 18.20%
• 5Y*: 12.08%
• 10Y*: —
• ALL TIME*: 14.39%

*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)
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	$104.64K	$120.58K	$177.48K
SNPE Xtrackers S&P 500 ESG ETF	$19.60M	$15.06M	$16.69M

SNPE vs. QARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	14.12%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.34%
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	15.18%	13.99%	18.94%	23.03%	-14.62%	31.82%	14.83%	13.13%

Correlation

The correlation between SNPE and QARP is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019	0.92

The correlation between SNPE and QARP has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

SNPE vs. QARP - Sectors Allocation Comparison

Sectors	SNPE	QARP
Technology	36.1%	24.1%
Financial Services	13.5%	12.4%
Healthcare	11.8%	14.0%
Communication Services	10.8%	10.5%
Industrials	8.1%	7.9%
Consumer Defensive	5.1%	9.5%
Consumer Cyclical	5.0%	9.4%
Energy	2.9%	6.3%
Real Estate	2.4%	1.0%
Utilities	2.2%	1.9%
Basic Materials	1.9%	2.5%

Return for Risk

SNPE vs. QARP — Risk / Return Rank

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

SNPE

SNPE Risk / Return Rank: 78
SNPE Sharpe Ratio Rank: 80
SNPE Sortino Ratio Rank: 79
SNPE Omega Ratio Rank: 78
SNPE Calmar Ratio Rank: 72
SNPE Martin Ratio Rank: 82

QARP

QARP Risk / Return Rank: 90
QARP Sharpe Ratio Rank: 92
QARP Sortino Ratio Rank: 92
QARP Omega Ratio Rank: 91
QARP Calmar Ratio Rank: 86
QARP Martin Ratio Rank: 91

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. QARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP). 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	QARP	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.54	-0.49
Sortino ratio: Return per unit of downside risk	2.88	3.57	-0.69
Omega ratio: Gain probability vs. loss probability	1.37	1.46	-0.09
Calmar ratio: Return relative to maximum drawdown	2.85	3.73	-0.88
Martin ratio: Return relative to average drawdown	12.44	16.69	-4.25

SNPE vs. QARP - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.06, which is comparable to the QARP Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of SNPE and QARP, 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. QARP - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum QARP drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for SNPE and QARP.

Drawdown Indicators

	SNPE	QARP	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-35.44%	+2.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-7.26%	-2.20%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-15.65%	-3.50%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-22.75%	-1.90%
Current Drawdown Current decline from peak	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	-4.88%	-4.37%	-0.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	1.62%	+0.54%

Volatility

SNPE vs. QARP - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 4.40% compared to Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) at 2.80%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than QARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	QARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	2.80%	+1.60%
Volatility (6M) Calculated over the trailing 6-month period	10.72%	8.20%	+2.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.14%	10.65%	+2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	15.53%	+1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	19.51%	+0.08%

SNPE vs. QARP - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than QARP's 0.19% 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. QARP - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.92%, less than QARP's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF	1.00%	1.14%	1.39%	1.28%	1.68%	1.34%	1.61%	1.85%	1.39%
SNPE Xtrackers S&P 500 ESG ETF	0.92%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%

Frequently Asked Questions

Can I hold both SNPE and QARP in my portfolio?

SNPE and QARP have a correlation of 0.83, 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 QARP?

SNPE has higher volatility (4.40%) compared to QARP (2.80%). In terms of maximum drawdown, SNPE dropped -33.37% vs QARP's -35.44%.

Which ETF is better, SNPE or QARP?

On 5-year performance, SNPE leads with 14.14% vs 12.08% for QARP. On fees, SNPE is cheaper at 0.10% per year. On volatility, QARP has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPE or QARP?

Over the 5-year period, SNPE has performed better with a 14.14% return vs 12.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPE or QARP?

SNPE is cheaper with a 0.10% expense ratio, compared with 0.19% for QARP.

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

QARP has the higher dividend yield at 1.00%, compared with 0.92% for SNPE.

What is the main difference between SNPE and QARP?

SNPE is categorized as S&P 500, while QARP is Quality Factor. SNPE tracks S&P 500 ESG Index, while QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index. Their fees differ too: 0.10% for SNPE and 0.19% for QARP.

Which has better risk-adjusted returns?

QARP currently has the higher Sharpe Ratio (2.54 vs 2.06), 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.