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SNPE vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNPE and VTI is 0.98, 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.


-0.50.00.51.01.0

Performance

SNPE vs. VTI - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.43%
11.66%
SNPE
VTI

Key characteristics

Sharpe Ratio

SNPE:

2.17

VTI:

2.13

Sortino Ratio

SNPE:

2.89

VTI:

2.83

Omega Ratio

SNPE:

1.40

VTI:

1.39

Calmar Ratio

SNPE:

3.07

VTI:

3.18

Martin Ratio

SNPE:

13.22

VTI:

13.57

Ulcer Index

SNPE:

2.09%

VTI:

2.01%

Daily Std Dev

SNPE:

12.74%

VTI:

12.80%

Max Drawdown

SNPE:

-33.38%

VTI:

-55.45%

Current Drawdown

SNPE:

-1.18%

VTI:

-1.45%

Returns By Period

The year-to-date returns for both stocks are quite close, with SNPE having a 27.17% return and VTI slightly lower at 26.93%.


SNPE

YTD

27.17%

1M

0.69%

6M

9.43%

1Y

27.58%

5Y*

16.06%

10Y*

N/A

VTI

YTD

26.93%

1M

0.53%

6M

11.65%

1Y

27.25%

5Y*

14.35%

10Y*

12.66%

Compare stocks, funds, or ETFs

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


SNPE vs. VTI - Expense Ratio Comparison

SNPE has a 0.10% expense ratio, which is higher than VTI's 0.03% 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%.


SNPE
Xtrackers S&P 500 ESG ETF
Expense ratio chart for SNPE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SNPE vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG ETF (SNPE) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for SNPE, currently valued at 2.17, compared to the broader market0.002.004.002.172.13
The chart of Sortino ratio for SNPE, currently valued at 2.89, compared to the broader market-2.000.002.004.006.008.0010.002.892.83
The chart of Omega ratio for SNPE, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.39
The chart of Calmar ratio for SNPE, currently valued at 3.07, compared to the broader market0.005.0010.0015.003.073.18
The chart of Martin ratio for SNPE, currently valued at 13.22, compared to the broader market0.0020.0040.0060.0080.00100.0013.2213.57
SNPE
VTI

The current SNPE Sharpe Ratio is 2.17, which is comparable to the VTI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SNPE and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.17
2.13
SNPE
VTI

Dividends

SNPE vs. VTI - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 1.14%, less than VTI's 1.24% yield.


TTM20232022202120202019201820172016201520142013
SNPE
Xtrackers S&P 500 ESG ETF
1.14%1.32%1.65%1.08%1.43%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.24%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

SNPE vs. VTI - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.38%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SNPE and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.18%
-1.45%
SNPE
VTI

Volatility

SNPE vs. VTI - Volatility Comparison

The current volatility for Xtrackers S&P 500 ESG ETF (SNPE) is 3.82%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.09%. This indicates that SNPE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.82%
4.09%
SNPE
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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