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SNPE vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNPE vs. SPMO

Last updated Jun 24, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and SPMO (Invesco S&P 500 Momentum ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while SPMO is a Momentum fund tracking the S&P 500 Momentum Index. Both are passively managed. Over the past 5 years, SNPE returned 13.94%/yr vs 22.89%/yr for SPMO. Their correlation of 0.84 suggests significant overlap in exposure. SNPE charges 0.10%/yr vs 0.13%/yr for SPMO.

Performance

SNPE vs. SPMO - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNPE achieves a 8.65% return, which is significantly lower than SPMO's 29.91% return.

SNPE

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

SPMO

1D
-4.53%
1M
6.65%
YTD
29.91%
6M
28.13%
1Y
43.55%
3Y*
42.47%
5Y*
22.89%
10Y*
21.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPE vs. SPMO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SNPE
Xtrackers S&P 500 ESG ETF		8.65%18.56%23.85%27.79%-17.67%31.43%19.84%12.34%
SPMO
Invesco S&P 500 Momentum ETF		29.91%26.58%45.82%17.56%-10.45%22.64%28.25%4.18%

Correlation

The correlation between SNPE and SPMO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.84

The correlation between SNPE and SPMO has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

SNPE vs. SPMO - Sectors Allocation Comparison

Sectors
SNPE
SPMO

Technology

38.0%
56.8%

Communication Services

12.6%
8.0%

Financial Services

12.3%
5.8%

Healthcare

10.6%
5.9%

Industrials

8.2%
10.9%

Consumer Defensive

5.1%
3.8%

Consumer Cyclical

5.0%
1.1%

Energy

2.7%
2.8%

Real Estate

2.2%
0.9%

Basic Materials

2.0%
1.5%

Utilities

1.4%
2.6%

Technology

SNPE
38.0%
SPMO
56.8%

Communication Services

SNPE
12.6%
SPMO
8.0%

Financial Services

SNPE
12.3%
SPMO
5.8%

Healthcare

SNPE
10.6%
SPMO
5.9%

Industrials

SNPE
8.2%
SPMO
10.9%

Consumer Defensive

SNPE
5.1%
SPMO
3.8%

Consumer Cyclical

SNPE
5.0%
SPMO
1.1%

Energy

SNPE
2.7%
SPMO
2.8%

Real Estate

SNPE
2.2%
SPMO
0.9%

Basic Materials

SNPE
2.0%
SPMO
1.5%

Utilities

SNPE
1.4%
SPMO
2.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers S&P 500 ESG ETF

Invesco S&P 500 Momentum ETF

Often compared with SNPE:
SNPE vs. SPYSNPE vs. ^XSPSNPE vs. QVALSNPE vs. VOOSNPE vs. DFAUSNPE vs. ESGVSNPE vs. SMGIX
Often compared with SPMO:
SPMO vs. VOOSPMO vs. QQQSPMO vs. SCHGSPMO vs. MTUMSPMO vs. VUGSPMO vs. VFMOSPMO vs. XMMO

Return for Risk

SNPE vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNPE
SNPE Risk / Return Rank: 7070
Overall Rank
SNPE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SNPE Omega Ratio Rank: 7070
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6262
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7474
Martin Ratio Rank
SPMO
SPMO Risk / Return Rank: 6868
Overall Rank
SPMO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6969
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7171
Martin Ratio Rank
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. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Invesco S&P 500 Momentum ETF (SPMO). 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.

SNPESPMODifference
Sharpe ratioReturn per unit of total volatility
2.18
2.13

+0.05

Sortino ratioReturn per unit of downside risk
3.01
2.81

+0.19

Omega ratioGain probability vs. loss probability

1.39

1.39

0.00

Calmar ratioReturn relative to maximum drawdown

2.92

3.45

-0.52

Martin ratioReturn relative to average drawdown

13.28

12.97

+0.31

SNPE vs. SPMO - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.18, which is comparable to the SPMO Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SNPE and SPMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SNPE vs. SPMO - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for SNPE and SPMO.

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Drawdown Indicators

SNPESPMODifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-30.95%

-2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-12.70%

+3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-20.13%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-22.74%

-1.91%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.95%

—

Current Drawdown

Current decline from peak

-2.45%

-4.53%

+2.08%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.59%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.37%

-1.29%

Volatility

SNPE vs. SPMO - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 5.18%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 11.75%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNPESPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

11.75%

-6.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

17.78%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

20.55%

-7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

19.88%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

20.60%

-0.92%

SNPE vs. SPMO - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is lower than SPMO's 0.13% 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. SPMO - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.97%, more than SPMO's 0.68% yield.

PositionTTM20252024202320222021202020192018201720162015
SNPE
Xtrackers S&P 500 ESG ETF		0.97%1.01%1.17%1.32%1.65%1.08%1.42%1.20%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF		0.68%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Frequently Asked Questions

SNPE and SPMO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPMO has higher volatility (11.75%) compared to SNPE (5.18%). In terms of maximum drawdown, SNPE dropped -33.37% vs SPMO's -30.95%.

On 5-year performance, SPMO leads with 22.89% vs 13.94% for SNPE. 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.

Over the 5-year period, SPMO has performed better with a 22.89% return vs 13.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPE is cheaper with a 0.10% expense ratio, compared with 0.13% for SPMO.

SNPE has the higher dividend yield at 0.97%, compared with 0.68% for SPMO.

SNPE is categorized as S&P 500, while SPMO is Momentum. SNPE tracks S&P 500 ESG Index, while SPMO tracks S&P 500 Momentum Index. They also come from different issuers: Deutsche Bank and Invesco. Their fees differ too: 0.10% for SNPE and 0.13% for SPMO.

SNPE currently has the higher Sharpe Ratio (2.18 vs 2.13), 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.

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