SNPE vs. TLT
SNPE (Xtrackers S&P 500 ESG ETF) and TLT (iShares 20+ Year Treasury Bond ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while TLT is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 5 years, SNPE returned 13.59%/yr vs -8.18%/yr for TLT. Their -0.03 correlation means they have often moved in opposite directions in the past. SNPE charges 0.10%/yr vs 0.15%/yr for TLT.
Performance
SNPE vs. TLT - Performance Comparison
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Returns By Period
In the year-to-date period, SNPE achieves a 10.37% return, which is significantly higher than TLT's -3.49% return.
SNPE
- 1D
- 0.99%
- 1M
- 0.50%
- 6M
- 8.48%
- YTD
- 10.37%
- 1Y
- 24.06%
- 3Y*
- 19.27%
- 5Y*
- 13.59%
- 10Y*
- —
- ALL TIME*
- 16.84%
TLT
- 1D
- -0.66%
- 1M
- -3.81%
- 6M
- -3.46%
- YTD
- -3.49%
- 1Y
- -2.45%
- 3Y*
- -1.80%
- 5Y*
- -8.18%
- 10Y*
- -2.38%
- ALL TIME*
- 3.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.91M | $13.10M | $16.73M | |
| $2.33B | $2.02B | $2.19B |
SNPE vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNPE Xtrackers S&P 500 ESG ETF | 10.37% | 18.56% | 23.85% | 27.79% | -17.67% | 31.43% | 19.84% | 12.34% |
TLT iShares 20+ Year Treasury Bond ETF | -3.49% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 3.29% |
Correlation
The correlation between SNPE and TLT is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019 | -0.03 |
The correlation between SNPE and TLT shifts across timeframes, from -0.03 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SNPE vs. TLT — Risk / Return Rank
SNPE
TLT
SNPE vs. TLT - Risk-Adjusted Trends 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.
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.
| SNPE | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.99 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.14 | +2.50 |
| Martin ratioReturn relative to average drawdown | 10.31 | -0.30 | +10.60 |
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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.
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Drawdown Indicators
| SNPE | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -48.35% | +14.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -7.74% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -14.79% | -4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.65% | -43.70% | +19.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -0.91% | -42.36% | +41.45% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -13.99% | +9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.57% | -1.40% |
Volatility
SNPE vs. TLT - Volatility Comparison
Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 3.87% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.46%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPE | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.46% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 6.85% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 9.32% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 15.74% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 14.83% | +4.76% |
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%.
Dividends
SNPE vs. TLT - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 0.95%, less than TLT's 4.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.34% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
SNPE and TLT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNPE has higher volatility (3.87%) compared to TLT (2.46%). In terms of maximum drawdown, SNPE dropped -33.37% vs TLT's -48.35%.
On 5-year performance, SNPE leads with 13.59% vs -8.18% for TLT. On fees, SNPE is cheaper at 0.10% per year. On volatility, TLT has been the lower-risk option at 2.46%. 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 13.59% return vs -8.18%. 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 0.15% for TLT.
TLT has the higher dividend yield at 4.34%, compared with 0.95% for SNPE.
SNPE is categorized as S&P 500, while TLT is Government Bonds. SNPE tracks S&P 500 ESG Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.10% for SNPE and 0.15% for TLT.
SNPE currently has the higher Sharpe Ratio (1.70 vs -0.11), 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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