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SNPE vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SNPE vs. SPY

Last updated Jun 23, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and SPY (State Street SPDR S&P 500 ETF) are both S&P 500 funds - SNPE tracks the S&P 500 ESG Index while SPY tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, SNPE returned 14.45%/yr vs 13.51%/yr for SPY. With a 0.99 correlation, they move nearly in lockstep. SNPE charges 0.10%/yr vs 0.09%/yr for SPY.

Performance

SNPE vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 ESG ETF (SNPE) and State Street SPDR S&P 500 ETF (SPY). 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 10.42% return, which is significantly higher than SPY's 9.74% return.

SNPE

1D
-0.07%
1M
1.33%
YTD
10.42%
6M
10.39%
1Y
30.93%
3Y*
21.41%
5Y*
14.45%
10Y*
—

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPE vs. SPY - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SNPE
Xtrackers S&P 500 ESG ETF		10.42%18.56%23.85%27.79%-17.67%31.43%19.84%12.34%
SPY
State Street SPDR S&P 500 ETF		9.74%17.72%24.89%26.18%-18.18%28.73%18.33%11.75%

Correlation

The correlation between SNPE and SPY is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.96

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

0.98

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

0.99

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

0.99

The correlation between SNPE and SPY has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

SNPE vs. SPY - Sectors Allocation Comparison

Sectors
SNPE
SPY

Technology

38.0%
39.0%

Communication Services

12.6%
10.6%

Financial Services

12.3%
11.1%

Healthcare

10.6%
8.3%

Industrials

8.2%
7.8%

Consumer Defensive

5.1%
4.5%

Consumer Cyclical

5.0%
9.9%

Energy

2.7%
3.1%

Real Estate

2.2%
1.8%

Basic Materials

2.0%
1.7%

Utilities

1.4%
2.1%

Technology

SNPE
38.0%
SPY
39.0%

Communication Services

SNPE
12.6%
SPY
10.6%

Financial Services

SNPE
12.3%
SPY
11.1%

Healthcare

SNPE
10.6%
SPY
8.3%

Industrials

SNPE
8.2%
SPY
7.8%

Consumer Defensive

SNPE
5.1%
SPY
4.5%

Consumer Cyclical

SNPE
5.0%
SPY
9.9%

Energy

SNPE
2.7%
SPY
3.1%

Real Estate

SNPE
2.2%
SPY
1.8%

Basic Materials

SNPE
2.0%
SPY
1.7%

Utilities

SNPE
1.4%
SPY
2.1%

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

State Street SPDR S&P 500 ETF

Often compared with SNPE:
SNPE vs. ^XSPSNPE vs. QVALSNPE vs. VOOSNPE vs. DFAUSNPE vs. ESGVSNPE vs. SMGIXSNPE vs. NWG.L
Often compared with SPY:
SPY vs. QQQSPY vs. VOOSPY vs. BRK-BSPY vs. RSPSPY vs. VTISPY vs. SCHDSPY vs. GLD

Return for Risk

SNPE vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SNPE
SNPE Risk / Return Rank: 7777
Overall Rank
SNPE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SNPE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SNPE Omega Ratio Rank: 7878
Omega Ratio Rank
SNPE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SNPE Martin Ratio Rank: 7979
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and State Street SPDR S&P 500 ETF (SPY). 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.

SNPESPYDifference
Sharpe ratioReturn per unit of total volatility
2.47
2.16

+0.31

Sortino ratioReturn per unit of downside risk
3.38
2.91

+0.47

Omega ratioGain probability vs. loss probability

1.44

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

3.28

3.01

+0.27

Martin ratioReturn relative to average drawdown

14.95

13.54

+1.41

SNPE vs. SPY - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.47, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of SNPE and SPY, 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. SPY - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SNPE and SPY.

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Drawdown Indicators

SNPESPYDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-55.19%

+21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-8.88%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.76%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

-24.50%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.72%

—

Current Drawdown

Current decline from peak

-0.86%

-1.75%

+0.89%

Average Drawdown

Average peak-to-trough decline

-4.93%

-9.04%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.97%

+0.10%

Volatility

SNPE vs. SPY - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 4.90% compared to State Street SPDR S&P 500 ETF (SPY) at 4.64%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNPESPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.64%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

9.75%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

12.43%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

17.14%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

17.99%

+1.68%

SNPE vs. SPY - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, 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. SPY - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.95%, less than SPY's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
SNPE
Xtrackers S&P 500 ESG ETF		0.95%1.01%1.17%1.32%1.65%1.08%1.42%1.20%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF		1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions

With a correlation of 0.96, SNPE and SPY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SNPE has higher volatility (4.90%) compared to SPY (4.64%). In terms of maximum drawdown, SNPE dropped -33.37% vs SPY's -55.19%.

On 5-year performance, SNPE leads with 14.45% vs 13.51% for SPY. On fees, SPY is cheaper at 0.09% per year. On volatility, SPY has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SNPE has performed better with a 14.45% return vs 13.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPY is cheaper with a 0.09% expense ratio, compared with 0.10% for SNPE.

SPY has the higher dividend yield at 1.01%, compared with 0.95% for SNPE.

SNPE tracks S&P 500 ESG Index, while SPY tracks S&P 500 Index. They also come from different issuers: Deutsche Bank and State Street. Their fees differ too: 0.10% for SNPE and 0.09% for SPY.

SNPE currently has the higher Sharpe Ratio (2.47 vs 2.16), 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.

Portfolio Optimizer

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