PortfoliosLab logoPortfoliosLab logo
SNPG vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


SNPG

1D
0.56%
1M
9.28%
YTD
11.36%
6M
11.71%
1Y
29.68%
3Y*
25.37%
5Y*
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between SNPG and FITZ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.10

Compare stocks, funds, or ETFs

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


Return for Risk

SNPG vs. FITZ — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 5959
Overall Rank
SNPG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SNPG Omega Ratio Rank: 6262
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4747
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5555
Martin Ratio Rank

FITZ
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. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


SNPGFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.27

Martin ratioReturn relative to average drawdown

9.43

SNPG vs. FITZ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SNPGFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

-7.29

+8.92

Drawdowns

SNPG vs. FITZ - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for SNPG and FITZ.


Loading charts...

Drawdown Indicators


SNPGFITZDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-1.97%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

Current Drawdown

Current decline from peak

0.00%

-1.97%

+1.97%

Average Drawdown

Average peak-to-trough decline

-2.53%

-1.08%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

Volatility

SNPG vs. FITZ - Volatility Comparison


Loading charts...

Volatility by Period


SNPGFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

8.74%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

8.74%

+9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

8.74%

+9.26%

SNPG vs. FITZ - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

SNPG vs. FITZ - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, while FITZ has not paid dividends to shareholders.


PositionTTM2025202420232022
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.46%0.49%0.57%0.95%0.20%

Frequently Asked Questions


SNPG and FITZ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SNPG is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNPG is cheaper with a 0.15% expense ratio, compared with 0.75% for FITZ.

SNPG has the higher dividend yield at 0.46%, compared with 0.00% for FITZ.

They also come from different issuers: Xtrackers and Nicholas. Their fees differ too: 0.15% for SNPG and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for SNPG and FITZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer