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SNPG vs. DBEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNPG and DBEF is 0.62, 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.


-0.50.00.51.00.6

Performance

SNPG vs. DBEF - Performance Comparison

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

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
12.07%
8.35%
SNPG
DBEF

Key characteristics

Sharpe Ratio

SNPG:

1.76

DBEF:

1.40

Sortino Ratio

SNPG:

2.42

DBEF:

1.90

Omega Ratio

SNPG:

1.32

DBEF:

1.25

Calmar Ratio

SNPG:

2.45

DBEF:

1.63

Martin Ratio

SNPG:

9.47

DBEF:

7.24

Ulcer Index

SNPG:

3.08%

DBEF:

2.20%

Daily Std Dev

SNPG:

16.59%

DBEF:

11.44%

Max Drawdown

SNPG:

-11.91%

DBEF:

-32.46%

Current Drawdown

SNPG:

-0.22%

DBEF:

-0.96%

Returns By Period

In the year-to-date period, SNPG achieves a 4.48% return, which is significantly lower than DBEF's 6.98% return.


SNPG

YTD

4.48%

1M

2.72%

6M

10.60%

1Y

31.61%

5Y*

N/A

10Y*

N/A

DBEF

YTD

6.98%

1M

4.26%

6M

8.12%

1Y

15.51%

5Y*

10.81%

10Y*

8.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNPG vs. DBEF - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than DBEF's 0.36% expense ratio.


DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
Expense ratio chart for DBEF: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for SNPG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

SNPG vs. DBEF — Risk-Adjusted Performance Rank

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

SNPG
The Risk-Adjusted Performance Rank of SNPG is 7272
Overall Rank
The Sharpe Ratio Rank of SNPG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SNPG is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SNPG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SNPG is 7373
Martin Ratio Rank

DBEF
The Risk-Adjusted Performance Rank of DBEF is 5656
Overall Rank
The Sharpe Ratio Rank of DBEF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DBEF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of DBEF is 5454
Omega Ratio Rank
The Calmar Ratio Rank of DBEF is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DBEF is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SNPG, currently valued at 1.76, compared to the broader market0.002.004.001.761.40
The chart of Sortino ratio for SNPG, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.0012.002.421.90
The chart of Omega ratio for SNPG, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.25
The chart of Calmar ratio for SNPG, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.451.63
The chart of Martin ratio for SNPG, currently valued at 9.47, compared to the broader market0.0020.0040.0060.0080.00100.009.477.24
SNPG
DBEF

The current SNPG Sharpe Ratio is 1.76, which is comparable to the DBEF Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SNPG and DBEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.76
1.40
SNPG
DBEF

Dividends

SNPG vs. DBEF - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.54%, less than DBEF's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.54%0.57%0.95%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
1.20%1.29%4.45%15.85%2.28%2.41%3.03%3.22%2.98%2.56%3.70%5.09%

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.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.22%
-0.96%
SNPG
DBEF

Volatility

SNPG vs. DBEF - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 4.09% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 3.00%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.09%
3.00%
SNPG
DBEF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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