SNPE vs. VTI

Last updated Jun 3, 2026

SNPE (Xtrackers S&P 500 ESG ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - SNPE is a S&P 500 fund tracking the S&P 500 ESG Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, SNPE returned 14.83%/yr vs 13.05%/yr for VTI. With a 0.98 correlation, they move nearly in lockstep. SNPE charges 0.10%/yr vs 0.03%/yr for VTI.

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.

Returns By Period

In the year-to-date period, SNPE achieves a 10.55% return, which is significantly lower than VTI's 12.01% return.

SNPE

• 1D: -0.43%
• 1M: 4.92%
• YTD: 10.55%
• 6M: 11.45%
• 1Y: 32.05%
• 3Y*: 22.06%
• 5Y*: 14.83%
• 10Y*: —

VTI

• 1D: 0.26%
• 1M: 5.37%
• YTD: 12.01%
• 6M: 12.40%
• 1Y: 30.01%
• 3Y*: 22.37%
• 5Y*: 13.05%
• 10Y*: 15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SNPE Xtrackers S&P 500 ESG ETF	10.55%	18.56%	23.85%	27.79%	-17.67%	31.43%	19.84%	12.92%
VTI Vanguard Total Stock Market ETF	12.01%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	11.54%

Correlation

The correlation between SNPE and VTI is 0.95 - 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jun 27, 2019	0.98

The correlation between SNPE and VTI has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

SNPE vs. VTI - Sectors Allocation Comparison

Sectors	SNPE	VTI
Technology	38.6%	33.5%
Communication Services	14.5%	10.3%
Financial Services	12.1%	12.0%
Healthcare	9.3%	9.2%
Industrials	6.9%	9.8%
Consumer Defensive	5.1%	4.7%
Consumer Cyclical	4.6%	10.0%
Energy	4.2%	3.7%
Real Estate	2.2%	2.4%
Basic Materials	1.9%	2.0%
Utilities	0.8%	2.3%

Return for Risk

SNPE vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SNPE

SNPE Risk / Return Rank: 78
SNPE Sharpe Ratio Rank: 82
SNPE Sortino Ratio Rank: 82
SNPE Omega Ratio Rank: 80
SNPE Calmar Ratio Rank: 68
SNPE Martin Ratio Rank: 80

VTI

VTI Risk / Return Rank: 74
VTI Sharpe Ratio Rank: 75
VTI Sortino Ratio Rank: 74
VTI Omega Ratio Rank: 74
VTI Calmar Ratio Rank: 68
VTI Martin Ratio Rank: 80

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. VTI - Risk-Adjusted Trends 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.

	SNPE	VTI	Difference
Sharpe ratio Return per unit of total volatility	2.68	2.48	+0.20
Sortino ratio Return per unit of downside risk	3.73	3.37	+0.35
Omega ratio Gain probability vs. loss probability	1.48	1.45	+0.04
Calmar ratio Return relative to maximum drawdown	3.47	3.44	+0.03
Martin ratio Return relative to average drawdown	16.08	15.88	+0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPE vs. VTI - Sharpe Ratio Comparison

The current SNPE Sharpe Ratio is 2.68, which is comparable to the VTI Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SNPE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNPE	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	2.48	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.75	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.51	+0.38

Drawdowns

SNPE vs. VTI - Drawdown Comparison

The maximum SNPE drawdown since its inception was -33.37%, 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.

Drawdown Indicators

	SNPE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-33.37%	-55.45%	+22.08%
Max Drawdown (1Y) Largest decline over 1 year	-9.46%	-8.92%	-0.54%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-19.30%	+0.15%
Max Drawdown (5Y) Largest decline over 5 years	-24.65%	-25.36%	+0.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-4.96%	-8.03%	+3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	1.93%	+0.11%

Volatility

SNPE vs. VTI - Volatility Comparison

Xtrackers S&P 500 ESG ETF (SNPE) has a higher volatility of 3.21% compared to Vanguard Total Stock Market ETF (VTI) at 2.86%. This indicates that SNPE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	2.86%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	9.11%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	12.15%	-0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	17.40%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	18.30%	+1.37%

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%.

Dividends

SNPE vs. VTI - Dividend Comparison

SNPE's dividend yield for the trailing twelve months is around 0.91%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNPE Xtrackers S&P 500 ESG ETF	0.91%	1.01%	1.17%	1.32%	1.65%	1.08%	1.42%	1.20%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both SNPE and VTI in my portfolio?

With a correlation of 0.95, SNPE and VTI 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.

Which is riskier, SNPE or VTI?

SNPE has higher volatility (3.21%) compared to VTI (2.86%). In terms of maximum drawdown, SNPE dropped -33.37% vs VTI's -55.45%.

Which ETF is better, SNPE or VTI?

On 5-year performance, SNPE leads with 14.83% vs 13.05% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPE or VTI?

Over the 5-year period, SNPE has performed better with a 14.83% return vs 13.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.10% for SNPE.

Which ETF pays a higher dividend yield, SNPE or VTI?

VTI has the higher dividend yield at 1.01%, compared with 0.91% for SNPE.

What is the main difference between SNPE and VTI?

SNPE is categorized as S&P 500, while VTI is Large Cap Blend Equities. SNPE tracks S&P 500 ESG Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Deutsche Bank and Vanguard. Their fees differ too: 0.10% for SNPE and 0.03% for VTI.

Which has better risk-adjusted returns?

SNPE currently has the higher Sharpe Ratio (2.68 vs 2.48), 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.