SNPE vs. UPRO
Compare and contrast key facts about Xtrackers S&P 500 ESG ETF (SNPE) and ProShares UltraPro S&P 500 (UPRO).
SNPE and UPRO 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. UPRO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (300%). It was launched on Jun 23, 2009. Both SNPE and UPRO 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 UPRO.
Key characteristics
| SNPE | UPRO | |
|---|---|---|
| YTD Return | 26.58% | 76.25% |
| 1Y Return | 38.55% | 129.67% |
| 3Y Return (Ann) | 10.83% | 10.27% |
| 5Y Return (Ann) | 17.09% | 26.16% |
| Sharpe Ratio | 2.95 | 3.36 |
| Sortino Ratio | 3.92 | 3.60 |
| Omega Ratio | 1.54 | 1.50 |
| Calmar Ratio | 4.15 | 2.75 |
| Martin Ratio | 18.42 | 20.54 |
| Ulcer Index | 2.03% | 6.03% |
| Daily Std Dev | 12.67% | 36.85% |
| Max Drawdown | -33.37% | -76.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SNPE and UPRO is 0.99, 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.
Performance
SNPE vs. UPRO - Performance Comparison
In the year-to-date period, SNPE achieves a 26.58% return, which is significantly lower than UPRO's 76.25% 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. UPRO - Expense Ratio Comparison
SNPE has a 0.10% expense ratio, which is lower than UPRO's 0.92% expense ratio.
Risk-Adjusted Performance
SNPE vs. UPRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and ProShares UltraPro S&P 500 (UPRO). 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. UPRO - Dividend Comparison
SNPE's dividend yield for the trailing twelve months is around 1.11%, more than UPRO's 0.72% 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% |
UPRO ProShares UltraPro S&P 500 | 0.72% | 0.74% | 0.52% | 0.06% | 0.11% | 0.53% | 0.63% | 0.00% | 0.12% | 0.34% | 0.22% | 0.07% |
Drawdowns
SNPE vs. UPRO - Drawdown Comparison
The maximum SNPE drawdown since its inception was -33.37%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for SNPE and UPRO. For additional features, visit the drawdowns tool.
Volatility
SNPE vs. UPRO - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 4.10%, while ProShares UltraPro S&P 500 (UPRO) has a volatility of 11.82%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.