SNPE vs. QVAL
Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
SNPE and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
SNPE vs. QVAL - Performance Comparison
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SNPE vs. QVAL - 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% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 11.38% |
Returns By Period
In the year-to-date period, SNPE achieves a -4.45% return, which is significantly lower than QVAL's 7.30% return.
SNPE
- 1D
- 2.87%
- 1M
- -5.26%
- YTD
- -4.45%
- 6M
- -0.29%
- 1Y
- 19.35%
- 3Y*
- 18.41%
- 5Y*
- 12.56%
- 10Y*
- —
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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SNPE vs. QVAL - Expense Ratio Comparison
SNPE has a 0.10% expense ratio, which is lower than QVAL's 0.28% expense ratio.
Return for Risk
SNPE vs. QVAL — Risk / Return Rank
SNPE
QVAL
SNPE vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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 | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.21 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.85 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.70 | -0.07 |
Martin ratioReturn relative to average drawdown | 7.61 | 7.34 | +0.27 |
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 | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.21 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.54 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.46 | +0.31 |
Correlation
The correlation between SNPE and QVAL is 0.70, 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. QVAL - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 1.05%, less than QVAL's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Drawdowns
SNPE vs. QVAL - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SNPE and QVAL.
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Drawdown Indicators
| SNPE | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -51.49% | +18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -14.61% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -27.17% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.49% | — |
Current DrawdownCurrent decline from peak | -6.87% | -2.87% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -7.91% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.39% | -0.73% |
Volatility
SNPE vs. QVAL - Volatility Comparison
Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 5.22% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPE | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.37% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 10.21% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 20.19% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 21.64% | -4.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 22.80% | -2.98% |