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SNPG vs. FPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. FPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and First Trust US Equity Opportunities ETF (FPX). The values are adjusted to include any dividend payments, if applicable.

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SNPG vs. FPX - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
-9.20%18.22%33.99%38.45%1.81%
FPX
First Trust US Equity Opportunities ETF
-2.88%37.62%24.75%22.26%-4.00%

Returns By Period

In the year-to-date period, SNPG achieves a -9.20% return, which is significantly lower than FPX's -2.88% return.


SNPG

1D
3.46%
1M
-6.00%
YTD
-9.20%
6M
-6.07%
1Y
15.71%
3Y*
19.99%
5Y*
10Y*

FPX

1D
4.38%
1M
-4.68%
YTD
-2.88%
6M
-4.25%
1Y
42.94%
3Y*
23.97%
5Y*
5.98%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. FPX - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than FPX's 0.57% expense ratio.


Return for Risk

SNPG vs. FPX — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 4747
Overall Rank
SNPG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4747
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4747
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4747
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5050
Martin Ratio Rank

FPX
FPX Risk / Return Rank: 8383
Overall Rank
FPX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPX Omega Ratio Rank: 7676
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8787
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. FPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and First Trust US Equity Opportunities ETF (FPX). 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.


SNPGFPXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.47

-0.69

Sortino ratio

Return per unit of downside risk

1.27

2.04

-0.76

Omega ratio

Gain probability vs. loss probability

1.18

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.24

2.99

-1.75

Martin ratio

Return relative to average drawdown

4.85

10.16

-5.31

SNPG vs. FPX - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.78, which is lower than the FPX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SNPG and FPX, 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


SNPGFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.47

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.52

+0.77

Correlation

The correlation between SNPG and FPX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNPG vs. FPX - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, less than FPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
FPX
First Trust US Equity Opportunities ETF
0.59%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%

Drawdowns

SNPG vs. FPX - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum FPX drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for SNPG and FPX.


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Drawdown Indicators


SNPGFPXDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-56.29%

+34.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-14.19%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-43.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-10.11%

-8.22%

-1.89%

Average Drawdown

Average peak-to-trough decline

-2.56%

-11.43%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.18%

-0.81%

Volatility

SNPG vs. FPX - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.26%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 9.13%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

9.13%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

18.62%

-8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

29.34%

-9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

26.54%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

24.17%

-6.09%