SNPE vs. TLT
Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and iShares 20+ Year Treasury Bond ETF (TLT).
SNPE and TLT 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. TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002. Both SNPE and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPE or TLT.
Key characteristics
| SNPE | TLT | |
|---|---|---|
| YTD Return | 26.25% | -6.14% |
| 1Y Return | 33.68% | 4.03% |
| 3Y Return (Ann) | 10.69% | -12.58% |
| 5Y Return (Ann) | 16.85% | -5.92% |
| Sharpe Ratio | 2.89 | 0.43 |
| Sortino Ratio | 3.84 | 0.70 |
| Omega Ratio | 1.54 | 1.08 |
| Calmar Ratio | 4.03 | 0.14 |
| Martin Ratio | 17.90 | 1.05 |
| Ulcer Index | 2.03% | 6.10% |
| Daily Std Dev | 12.55% | 15.01% |
| Max Drawdown | -33.37% | -48.35% |
| Current Drawdown | -0.35% | -41.52% |
Correlation
The correlation between SNPE and TLT is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SNPE vs. TLT - Performance Comparison
In the year-to-date period, SNPE achieves a 26.25% return, which is significantly higher than TLT's -6.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SNPE vs. TLT - Expense Ratio Comparison
SNPE has a 0.10% expense ratio, which is lower than TLT's 0.15% 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%.
Risk-Adjusted Performance
SNPE vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
SNPE vs. TLT - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 1.11%, less than TLT's 4.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNPE Xtrackers S&P 500 ESG ETF | 1.11% | 1.32% | 1.65% | 1.08% | 1.43% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.10% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
SNPE vs. TLT - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SNPE and TLT. For additional features, visit the drawdowns tool.
Volatility
SNPE vs. TLT - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 3.87%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 5.07%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.