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SNPG vs. GQGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. GQGU - Performance Comparison

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

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SNPG vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
SNPG
Xtrackers S&P 500 Growth ESG ETF
-8.24%11.16%
GQGU
GQG US Equity ETF
8.19%-1.14%

Returns By Period

In the year-to-date period, SNPG achieves a -8.24% return, which is significantly lower than GQGU's 8.19% return.


SNPG

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

GQGU

1D
-1.30%
1M
-3.10%
YTD
8.19%
6M
6.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. GQGU - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than GQGU's 0.49% expense ratio.


Return for Risk

SNPG vs. GQGU — 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

GQGU
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. GQGU - Risk-Adjusted Trends Comparison

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


SNPGGQGUDifference

Sharpe ratio

Return per unit of total volatility

0.80

Sortino ratio

Return per unit of downside risk

1.30

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.29

Martin ratio

Return relative to average drawdown

4.96

SNPG vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SNPGGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

1.02

+0.29

Correlation

The correlation between SNPG and GQGU is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SNPG vs. GQGU - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, less than GQGU's 0.94% yield.


TTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%
GQGU
GQG US Equity ETF
0.94%1.02%0.00%0.00%0.00%

Drawdowns

SNPG vs. GQGU - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for SNPG and GQGU.


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Drawdown Indicators


SNPGGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-6.65%

-15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

Current Drawdown

Current decline from peak

-9.17%

-3.24%

-5.93%

Average Drawdown

Average peak-to-trough decline

-2.57%

-2.21%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

Volatility

SNPG vs. GQGU - Volatility Comparison


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Volatility by Period


SNPGGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

9.66%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

9.66%

+8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

9.66%

+8.41%