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

Correlation

The correlation between SNPG and FGDL is 0.09, 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.


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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Key characteristics

Sharpe Ratio

SNPG:

0.60

FGDL:

2.36

Sortino Ratio

SNPG:

0.99

FGDL:

3.12

Omega Ratio

SNPG:

1.14

FGDL:

1.40

Calmar Ratio

SNPG:

0.64

FGDL:

5.25

Martin Ratio

SNPG:

2.20

FGDL:

14.09

Ulcer Index

SNPG:

6.32%

FGDL:

3.02%

Daily Std Dev

SNPG:

23.38%

FGDL:

18.14%

Max Drawdown

SNPG:

-21.69%

FGDL:

-11.26%

Current Drawdown

SNPG:

-4.58%

FGDL:

-3.25%

Returns By Period

In the year-to-date period, SNPG achieves a -0.08% return, which is significantly lower than FGDL's 26.50% return.


SNPG

YTD

-0.08%

1M

7.35%

6M

-0.14%

1Y

13.88%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FGDL

YTD

26.50%

1M

-0.16%

6M

25.31%

1Y

42.36%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Xtrackers S&P 500 Growth ESG ETF

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SNPG vs. FGDL — 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 5757
Overall Rank
The Sharpe Ratio Rank of SNPG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SNPG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SNPG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SNPG is 5757
Martin Ratio Rank

FGDL
The Risk-Adjusted Performance Rank of FGDL is 9696
Overall Rank
The Sharpe Ratio Rank of FGDL is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDL is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FGDL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FGDL is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FGDL is 9696
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. FGDL - Risk-Adjusted Performance 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.


The current SNPG Sharpe Ratio is 0.60, which is lower than the FGDL Sharpe Ratio of 2.36. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SNPG vs. FGDL - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.53%, while FGDL has not paid dividends to shareholders.


TTM202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.53%0.57%0.95%0.20%
FGDL
Franklin Responsibly Sourced Gold ETF
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 -11.26%. Use the drawdown chart below to compare losses from any high point for SNPG and FGDL.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SNPG vs. FGDL - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 5.03%, while Franklin Responsibly Sourced Gold ETF (FGDL) has a volatility of 8.16%. 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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