SNPG vs. CCOR

Last updated Jul 14, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. SNPG is passively managed, while CCOR is actively managed. Over the past 3 years, SNPG returned 22.93%/yr vs -0.68%/yr for CCOR. At a correlation of -0.10, they often move in opposite directions. SNPG charges 0.15%/yr vs 1.09%/yr for CCOR.

Performance

SNPG vs. CCOR - Performance Comparison

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

Returns By Period

In the year-to-date period, SNPG achieves a 10.08% return, which is significantly higher than CCOR's 0.07% return.

SNPG

• 1D: -1.40%
• 1M: 0.01%
• 6M: 9.54%
• YTD: 10.08%
• 1Y: 22.73%
• 3Y*: 22.93%
• 5Y*: —
• 10Y*: —

CCOR

• 1D: 0.78%
• 1M: 1.62%
• 6M: -1.41%
• YTD: 0.07%
• 1Y: -2.08%
• 3Y*: -0.68%
• 5Y*: -1.64%
• 10Y*: —

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

SNPG vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	10.08%	18.22%	33.99%	38.45%	1.81%
CCOR Core Alternative ETF	0.07%	3.52%	-5.70%	-11.92%	-0.64%

Correlation

The correlation between SNPG and CCOR is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (3Y) Calculated over the trailing 3-year period	-0.18
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	-0.10

SNPG vs. CCOR - Sectors Allocation Comparison

Sectors	SNPG	CCOR
Technology	43.7%	16.9%
Healthcare	13.0%	11.6%
Communication Services	12.5%	8.4%
Financial Services	11.4%	17.6%
Industrials	10.2%	9.3%
Consumer Cyclical	5.5%	9.2%
Real Estate	1.2%	2.8%
Consumer Defensive	1.0%	6.6%
Basic Materials	1.0%	4.9%
Utilities	0.5%	6.1%
Energy	0.0%	6.6%

Return for Risk

SNPG vs. CCOR — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 50
SNPG Sharpe Ratio Rank: 52
SNPG Sortino Ratio Rank: 52
SNPG Omega Ratio Rank: 50
SNPG Calmar Ratio Rank: 42
SNPG Martin Ratio Rank: 52

CCOR

CCOR Risk / Return Rank: 7
CCOR Sharpe Ratio Rank: 7
CCOR Sortino Ratio Rank: 6
CCOR Omega Ratio Rank: 6
CCOR Calmar Ratio Rank: 7
CCOR Martin Ratio Rank: 7

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. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Core Alternative ETF (CCOR). 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	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.41	-0.26	+1.67
Sortino ratio: Return per unit of downside risk	2.03	-0.32	+2.35
Omega ratio: Gain probability vs. loss probability	1.25	0.96	+0.29
Calmar ratio: Return relative to maximum drawdown	1.74	-0.24	+1.98
Martin ratio: Return relative to average drawdown	6.95	-0.50	+7.45

SNPG vs. CCOR - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.41, which is higher than the CCOR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SNPG and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPG vs. CCOR - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum CCOR drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for SNPG and CCOR.

Drawdown Indicators

	SNPG	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-22.99%	+1.30%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-8.79%	-4.33%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-12.31%	-9.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.99%	—
Current Drawdown Current decline from peak	-5.11%	-16.89%	+11.78%
Average Drawdown Average peak-to-trough decline	-2.53%	-7.41%	+4.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	4.14%	-0.86%

Volatility

SNPG vs. CCOR - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.93% compared to Core Alternative ETF (CCOR) at 3.98%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.93%	3.98%	+3.95%
Volatility (6M) Calculated over the trailing 6-month period	14.27%	6.16%	+8.11%
Volatility (1Y) Calculated over the trailing 1-year period	16.24%	8.01%	+8.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.34%	11.19%	+7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	10.78%	+7.56%

SNPG vs. CCOR - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

SNPG vs. CCOR - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, less than CCOR's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.00%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.47%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPG and CCOR in my portfolio?

SNPG and CCOR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPG or CCOR?

SNPG has higher volatility (7.93%) compared to CCOR (3.98%). In terms of maximum drawdown, SNPG dropped -21.69% vs CCOR's -22.99%.

Which ETF is better, SNPG or CCOR?

On 3-year performance, SNPG leads with 22.93% vs -0.68% for CCOR. On fees, SNPG is cheaper at 0.15% per year. On volatility, CCOR has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or CCOR?

Over the 3-year period, SNPG has performed better with a 22.93% return vs -0.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPG or CCOR?

SNPG is cheaper with a 0.15% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, SNPG or CCOR?

CCOR has the higher dividend yield at 1.00%, compared with 0.47% for SNPG.

What is the main difference between SNPG and CCOR?

They also come from different issuers: Xtrackers and Core Alternative Capital. Their fees differ too: 0.15% for SNPG and 1.09% for CCOR.

Which has better risk-adjusted returns?

SNPG currently has the higher Sharpe Ratio (1.41 vs -0.26), 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.