SNPE vs. RAFE

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and PIMCO RAFI ESG U.S. ETF (RAFE).

SNPE and RAFE 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. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. Both SNPE and RAFE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SNPE vs. RAFE - Performance Comparison

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

SNPE vs. RAFE - 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%	0.96%
RAFE PIMCO RAFI ESG U.S. ETF	-0.90%	17.60%	13.81%	18.80%	-13.76%	30.16%	5.29%	0.55%

Returns By Period

In the year-to-date period, SNPE achieves a -4.45% return, which is significantly lower than RAFE's -0.90% return.

SNPE

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

RAFE

• 1D: 2.17%
• 1M: -4.75%
• YTD: -0.90%
• 6M: 3.09%
• 1Y: 16.61%
• 3Y*: 15.03%
• 5Y*: 9.22%
• 10Y*: —

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

SNPE vs. RAFE - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than RAFE's 0.30% expense ratio.

RAFE

PIMCO RAFI ESG U.S. ETF

SNPE

Xtrackers S&P 500 ESG ETF

Return for Risk

SNPE vs. RAFE — 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

RAFE

RAFE Risk / Return Rank: 61
RAFE Sharpe Ratio Rank: 59
RAFE Sortino Ratio Rank: 59
RAFE Omega Ratio Rank: 59
RAFE Calmar Ratio Rank: 60
RAFE Martin Ratio Rank: 67

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. RAFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and PIMCO RAFI ESG U.S. ETF (RAFE). 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	RAFE	Difference
Sharpe ratio Return per unit of total volatility	1.06	1.03	+0.04
Sortino ratio Return per unit of downside risk	1.62	1.51	+0.11
Omega ratio Gain probability vs. loss probability	1.24	1.22	+0.03
Calmar ratio Return relative to maximum drawdown	1.64	1.52	+0.12
Martin ratio Return relative to average drawdown	7.61	6.68	+0.92
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. RAFE - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 1.06, which is comparable to the RAFE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SNPE and RAFE, 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	RAFE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	1.03	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.61	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.54	+0.24

Correlation

The correlation between SNPE and RAFE is 0.87, 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. RAFE - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 1.05%, less than RAFE's 1.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	1.05%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%
RAFE PIMCO RAFI ESG U.S. ETF	1.68%	1.67%	1.79%	1.81%	2.22%	1.42%	2.36%	0.00%

Drawdowns

SNPE vs. RAFE - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum RAFE drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for SNPE and RAFE.

Drawdown Indicators

	SNPE	RAFE	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-35.74%	+2.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	-11.57%	-0.80%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-24.28%	-0.37%
Current Drawdown Current decline from peak	-6.87%	-5.45%	-1.42%
Average Drawdown Average peak-to-trough decline	-5.06%	-6.37%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.63%	+0.03%

Volatility

SNPE vs. RAFE - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 5.22% compared to PIMCO RAFI ESG U.S. ETF (RAFE) at 4.53%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	RAFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	4.53%	+0.69%
Volatility (6M) Calculated over the trailing 6-month period	9.31%	8.69%	+0.62%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	16.25%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	15.09%	+2.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.82%	19.61%	+0.21%