SNPG vs. DEUS
Compare and contrast key facts about Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers Russell US Multifactor ETF (DEUS).
SNPG and DEUS 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. DEUS is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. Both SNPG and DEUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SNPG vs. DEUS - Performance Comparison
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SNPG vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | -8.24% | 18.22% | 33.99% | 38.45% | 1.81% |
DEUS Xtrackers Russell US Multifactor ETF | 3.52% | 10.41% | 14.33% | 14.73% | 2.81% |
Returns By Period
In the year-to-date period, SNPG achieves a -8.24% return, which is significantly lower than DEUS's 3.52% return.
SNPG
- 1D
- 1.05%
- 1M
- -5.41%
- YTD
- -8.24%
- 6M
- -5.32%
- 1Y
- 16.14%
- 3Y*
- 20.41%
- 5Y*
- —
- 10Y*
- —
DEUS
- 1D
- 0.52%
- 1M
- -4.64%
- YTD
- 3.52%
- 6M
- 4.35%
- 1Y
- 13.80%
- 3Y*
- 13.43%
- 5Y*
- 8.94%
- 10Y*
- 10.72%
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SNPG vs. DEUS - Expense Ratio Comparison
SNPG has a 0.15% expense ratio, which is lower than DEUS's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SNPG vs. DEUS — Risk / Return Rank
SNPG
DEUS
SNPG vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers Russell US Multifactor ETF (DEUS). 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 | DEUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.90 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.37 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.24 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.96 | 5.80 | -0.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNPG | DEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.90 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.60 | +0.71 |
Correlation
The correlation between SNPG and DEUS is 0.67, 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.
Dividends
SNPG vs. DEUS - Dividend Comparison
SNPG's dividend yield for the trailing twelve months is around 0.56%, less than DEUS's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | 0.56% | 0.49% | 0.57% | 0.95% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEUS Xtrackers Russell US Multifactor ETF | 1.55% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
Drawdowns
SNPG vs. DEUS - Drawdown Comparison
The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SNPG and DEUS.
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Drawdown Indicators
| SNPG | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.69% | -40.47% | +18.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -11.30% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.47% | — |
Current DrawdownCurrent decline from peak | -9.17% | -4.64% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -4.39% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.42% | +1.00% |
Volatility
SNPG vs. DEUS - Volatility Comparison
Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 6.39% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 4.17%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPG | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 4.17% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 8.42% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 15.40% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 15.58% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.97% | +0.10% |