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SNPG vs. ^BSE500
Performance
Return for Risk
Drawdowns
Volatility

Performance

SNPG vs. ^BSE500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and S&P BSE-500 (^BSE500). The values are adjusted to include any dividend payments, if applicable.

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SNPG vs. ^BSE500 - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
-8.48%18.22%33.99%38.45%1.81%
^BSE500
S&P BSE-500
-15.52%1.33%11.40%24.21%-2.60%
Different Trading Currencies

SNPG is traded in USD, while ^BSE500 is traded in INR. To make them comparable, the ^BSE500 values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SNPG achieves a -8.48% return, which is significantly higher than ^BSE500's -15.52% return.


SNPG

1D
-0.26%
1M
-4.96%
YTD
-8.48%
6M
-5.79%
1Y
15.04%
3Y*
20.04%
5Y*
10Y*

^BSE500

1D
0.00%
1M
-10.00%
YTD
-15.52%
6M
-13.32%
1Y
-9.84%
3Y*
7.59%
5Y*
5.36%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SNPG vs. ^BSE500 — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 3939
Overall Rank
SNPG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4040
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4141
Omega Ratio Rank
SNPG Calmar Ratio Rank: 3636
Calmar Ratio Rank
SNPG Martin Ratio Rank: 3939
Martin Ratio Rank

^BSE500
^BSE500 Risk / Return Rank: 66
Overall Rank
^BSE500 Sharpe Ratio Rank: 66
Sharpe Ratio Rank
^BSE500 Sortino Ratio Rank: 66
Sortino Ratio Rank
^BSE500 Omega Ratio Rank: 66
Omega Ratio Rank
^BSE500 Calmar Ratio Rank: 88
Calmar Ratio Rank
^BSE500 Martin Ratio Rank: 66
Martin Ratio Rank
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.

SNPG vs. ^BSE500 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and S&P BSE-500 (^BSE500). 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.


SNPG^BSE500Difference

Sharpe ratio

Return per unit of total volatility

0.74

-0.61

+1.36

Sortino ratio

Return per unit of downside risk

1.23

-0.77

+2.00

Omega ratio

Gain probability vs. loss probability

1.18

0.91

+0.27

Calmar ratio

Return relative to maximum drawdown

1.21

-0.51

+1.71

Martin ratio

Return relative to average drawdown

4.57

-1.69

+6.26

SNPG vs. ^BSE500 - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.74, which is higher than the ^BSE500 Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of SNPG and ^BSE500, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPG^BSE500Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.61

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.30

+1.01

Correlation

The correlation between SNPG and ^BSE500 is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

SNPG vs. ^BSE500 - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum ^BSE500 drawdown of -47.10%. Use the drawdown chart below to compare losses from any high point for SNPG and ^BSE500.


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Drawdown Indicators


SNPG^BSE500Difference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-38.39%

+16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-14.86%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

Current Drawdown

Current decline from peak

-9.40%

-14.97%

+5.57%

Average Drawdown

Average peak-to-trough decline

-2.57%

-5.92%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.73%

-0.26%

Volatility

SNPG vs. ^BSE500 - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.31%, while S&P BSE-500 (^BSE500) has a volatility of 8.22%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than ^BSE500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPG^BSE500Difference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

8.22%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

11.77%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

16.41%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

15.74%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

18.06%

0.00%