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SNPG vs. FGDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. FGDL - Performance Comparison

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

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SNPG vs. FGDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
-8.24%18.22%33.99%38.45%1.81%
FGDL
Franklin Responsibly Sourced Gold ETF
10.02%64.15%27.31%12.92%6.95%

Returns By Period

In the year-to-date period, SNPG achieves a -8.24% return, which is significantly lower than FGDL's 10.02% return.


SNPG

1D
1.05%
1M
-5.41%
YTD
-8.24%
6M
-5.32%
1Y
16.14%
3Y*
20.41%
5Y*
10Y*

FGDL

1D
1.93%
1M
-10.91%
YTD
10.02%
6M
22.55%
1Y
52.44%
3Y*
33.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. FGDL - Expense Ratio Comparison

Both SNPG and FGDL have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SNPG vs. FGDL — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 4444
Overall Rank
SNPG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4545
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SNPG Martin Ratio Rank: 4747
Martin Ratio Rank

FGDL
FGDL Risk / Return Rank: 8484
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8282
Martin Ratio Rank
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. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Franklin Responsibly Sourced Gold ETF (FGDL). 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.


SNPGFGDLDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.88

-1.08

Sortino ratio

Return per unit of downside risk

1.30

2.29

-0.99

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

1.29

2.68

-1.39

Martin ratio

Return relative to average drawdown

4.96

9.56

-4.60

SNPG vs. FGDL - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.80, which is lower than the FGDL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SNPG and FGDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPGFGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.88

-1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.55

-0.24

Correlation

The correlation between SNPG and FGDL is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SNPG vs. FGDL - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, while FGDL has not paid dividends to shareholders.


TTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNPG vs. FGDL - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than FGDL's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for SNPG and FGDL.


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Drawdown Indicators


SNPGFGDLDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-19.23%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-19.23%

+6.11%

Current Drawdown

Current decline from peak

-9.17%

-12.10%

+2.93%

Average Drawdown

Average peak-to-trough decline

-2.57%

-3.35%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

5.39%

-1.97%

Volatility

SNPG vs. FGDL - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.39%, while Franklin Responsibly Sourced Gold ETF (FGDL) has a volatility of 10.10%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGFGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

10.10%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

24.42%

-13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

28.02%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

18.97%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

18.97%

-0.90%