SNPG vs. ^BSE500
SNPG (Xtrackers S&P 500 Growth ESG ETF) is Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while ^BSE500 (S&P BSE-500) is an index. Over the past 3 years, SNPG returned 24.34%/yr vs 6.37%/yr for ^BSE500. At a 0.15 correlation, their price movements are largely independent.
Performance
SNPG vs. ^BSE500 - Performance Comparison
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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 10.54% return, which is significantly higher than ^BSE500's -11.79% return.
SNPG
- 1D
- -3.01%
- 1M
- 3.72%
- YTD
- 10.54%
- 6M
- 9.70%
- 1Y
- 28.74%
- 3Y*
- 24.34%
- 5Y*
- —
- 10Y*
- —
^BSE500
- 1D
- 0.76%
- 1M
- -0.72%
- YTD
- -11.79%
- 6M
- -12.28%
- 1Y
- -12.09%
- 3Y*
- 6.37%
- 5Y*
- 4.67%
- 10Y*
- 8.57%
SNPG vs. ^BSE500 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | 10.54% | 18.22% | 33.99% | 38.45% | 1.81% |
^BSE500 S&P BSE-500 | -11.79% | 1.33% | 11.40% | 24.21% | -2.34% |
Correlation
The correlation between SNPG and ^BSE500 is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.15 |
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Return for Risk
SNPG vs. ^BSE500 — Risk / Return Rank
SNPG
^BSE500
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.
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.
| SNPG | ^BSE500 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.88 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | -0.56 | +2.76 |
| Martin ratioReturn relative to average drawdown | 9.04 | -1.41 | +10.45 |
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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 | ^BSE500 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.69% | -47.10% | +25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -21.29% | +8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -26.07% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.10% | — |
Current DrawdownCurrent decline from peak | -3.01% | -20.39% | +17.38% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -12.55% | +10.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 8.45% | -5.26% |
Volatility
SNPG vs. ^BSE500 - Volatility Comparison
Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.75% compared to S&P BSE-500 (^BSE500) at 5.20%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier 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 | ^BSE500 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 5.20% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 13.74% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 15.78% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 15.83% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 18.13% | +0.13% |
Frequently Asked Questions
SNPG and ^BSE500 have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNPG has higher volatility (7.75%) compared to ^BSE500 (5.20%). In terms of maximum drawdown, SNPG dropped -21.69% vs ^BSE500's -47.10%.
SNPG currently has the higher Sharpe Ratio (1.86 vs -0.76), 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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