SNPG vs. DBEF
Compare and contrast key facts about Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF).
SNPG and DBEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNPG is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Growth ESG Index. It was launched on Nov 8, 2022. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011. Both SNPG and DBEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNPG or DBEF.
Key characteristics
| SNPG | DBEF | |
|---|---|---|
| YTD Return | 35.29% | 13.90% |
| 1Y Return | 43.16% | 20.14% |
| Sharpe Ratio | 2.91 | 1.89 |
| Sortino Ratio | 3.80 | 2.52 |
| Omega Ratio | 1.54 | 1.34 |
| Calmar Ratio | 3.83 | 2.12 |
| Martin Ratio | 15.80 | 10.10 |
| Ulcer Index | 2.88% | 2.05% |
| Daily Std Dev | 15.62% | 10.94% |
| Max Drawdown | -11.91% | -32.46% |
| Current Drawdown | 0.00% | -1.64% |
Correlation
The correlation between SNPG and DBEF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SNPG vs. DBEF - Performance Comparison
In the year-to-date period, SNPG achieves a 35.29% return, which is significantly higher than DBEF's 13.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SNPG vs. DBEF - Expense Ratio Comparison
SNPG has a 0.15% expense ratio, which is lower than DBEF's 0.36% expense ratio.
Risk-Adjusted Performance
SNPG vs. DBEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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.
Dividends
SNPG vs. DBEF - Dividend Comparison
SNPG's dividend yield for the trailing twelve months is around 0.60%, less than DBEF's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | 0.60% | 0.95% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 0.64% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% | 1.48% |
Drawdowns
SNPG vs. DBEF - Drawdown Comparison
The maximum SNPG drawdown since its inception was -11.91%, smaller than the maximum DBEF drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for SNPG and DBEF. For additional features, visit the drawdowns tool.
Volatility
SNPG vs. DBEF - Volatility Comparison
Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 4.75% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 3.11%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.