SNPG vs. FITLX

Last updated Jun 26, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and FITLX (Fidelity U.S. Sustainability Index Fund) are both funds - SNPG is a Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while FITLX is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Index. Both are passively managed. Over the past 3 years, SNPG returned 25.71%/yr vs 20.88%/yr for FITLX. Their correlation of 0.93 suggests significant overlap in exposure. SNPG charges 0.15%/yr vs 0.11%/yr for FITLX.

Performance

SNPG vs. FITLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fidelity U.S. Sustainability Index Fund (FITLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNPG achieves a 13.06% return, which is significantly higher than FITLX's 7.35% return.

SNPG

• 1D: 2.57%
• 1M: 3.84%
• YTD: 13.06%
• 6M: 11.94%
• 1Y: 29.35%
• 3Y*: 25.71%
• 5Y*: —
• 10Y*: —

FITLX

• 1D: 0.00%
• 1M: -2.07%
• YTD: 7.35%
• 6M: 5.89%
• 1Y: 22.63%
• 3Y*: 20.88%
• 5Y*: 12.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. FITLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	13.06%	18.22%	33.99%	38.45%	1.81%
FITLX Fidelity U.S. Sustainability Index Fund	7.35%	18.77%	23.59%	29.04%	1.14%

Correlation

The correlation between SNPG and FITLX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.93

The correlation between SNPG and FITLX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

SNPG vs. FITLX — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 61
SNPG Sharpe Ratio Rank: 66
SNPG Sortino Ratio Rank: 66
SNPG Omega Ratio Rank: 64
SNPG Calmar Ratio Rank: 52
SNPG Martin Ratio Rank: 59

FITLX

FITLX Risk / Return Rank: 46
FITLX Sharpe Ratio Rank: 49
FITLX Sortino Ratio Rank: 46
FITLX Omega Ratio Rank: 46
FITLX Calmar Ratio Rank: 39
FITLX Martin Ratio Rank: 49

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. FITLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fidelity U.S. Sustainability Index Fund (FITLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SNPG	FITLX	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.73	+0.16
Sortino ratio: Return per unit of downside risk	2.65	2.40	+0.25
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.03
Calmar ratio: Return relative to maximum drawdown	2.25	2.07	+0.18
Martin ratio: Return relative to average drawdown	9.21	8.79	+0.42

SNPG vs. FITLX - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.88, which is comparable to the FITLX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SNPG and FITLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPG vs. FITLX - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum FITLX drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for SNPG and FITLX.

Drawdown Indicators

	SNPG	FITLX	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-34.35%	+12.66%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-11.15%	-1.97%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-19.99%	-1.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.91%	—
Current Drawdown Current decline from peak	-0.80%	-3.25%	+2.45%
Average Drawdown Average peak-to-trough decline	-2.52%	-5.05%	+2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.62%	+0.57%

Volatility

SNPG vs. FITLX - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.88% compared to Fidelity U.S. Sustainability Index Fund (FITLX) at 5.17%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than FITLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	FITLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	5.17%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	13.55%	10.69%	+2.86%
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	13.39%	+2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.29%	17.69%	+0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	19.10%	-0.81%

SNPG vs. FITLX - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is higher than FITLX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SNPG vs. FITLX - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, less than FITLX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FITLX Fidelity U.S. Sustainability Index Fund	1.03%	1.11%	1.29%	1.12%	1.49%	0.99%	1.01%	1.41%	1.58%	0.76%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.46%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPG and FITLX in my portfolio?

SNPG and FITLX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPG or FITLX?

SNPG has higher volatility (7.88%) compared to FITLX (5.17%). In terms of maximum drawdown, SNPG dropped -21.69% vs FITLX's -34.35%.

Which has better risk-adjusted returns?

SNPG currently has the higher Sharpe Ratio (1.88 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.