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SNPG vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNPG achieves a 10.54% return, which is significantly higher than GRNY's 9.17% return.


SNPG

1D
-3.01%
1M
3.72%
YTD
10.54%
6M
9.70%
1Y
28.74%
3Y*
24.34%
5Y*
10Y*

GRNY

1D
-1.64%
1M
-0.15%
YTD
9.17%
6M
7.05%
1Y
24.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
SNPG
Xtrackers S&P 500 Growth ESG ETF
10.54%18.22%1.42%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.17%24.05%-0.45%

Correlation

The correlation between SNPG and GRNY is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.84

The correlation between SNPG and GRNY has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

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Return for Risk

SNPG vs. GRNY — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 5656
Overall Rank
SNPG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 6060
Sortino Ratio Rank
SNPG Omega Ratio Rank: 5959
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4848
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5555
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 4040
Overall Rank
GRNY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 3737
Sortino Ratio Rank
GRNY Omega Ratio Rank: 3636
Omega Ratio Rank
GRNY Calmar Ratio Rank: 4444
Calmar Ratio Rank
GRNY Martin Ratio Rank: 4141
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. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.


SNPGGRNYDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratioReturn relative to maximum drawdown

2.20

2.12

+0.08

Martin ratioReturn relative to average drawdown

9.04

6.40

+2.64

SNPG vs. GRNY - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.86, which is higher than the GRNY Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SNPG and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNPG vs. GRNY - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum GRNY drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for SNPG and GRNY.


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Drawdown Indicators


SNPGGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-24.18%

+2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-11.63%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

Current Drawdown

Current decline from peak

-3.01%

-2.63%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.52%

-3.95%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.84%

-0.65%

Volatility

SNPG vs. GRNY - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.75% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.45%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

5.45%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

13.01%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

18.09%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

23.13%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

23.13%

-4.87%

SNPG vs. GRNY - Expense Ratio Comparison

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


Dividends

SNPG vs. GRNY - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, while GRNY has not paid dividends to shareholders.


PositionTTM2025202420232022
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.00%0.00%0.00%0.00%0.00%
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.47%0.49%0.57%0.95%0.20%

Frequently Asked Questions


SNPG and GRNY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPG has higher volatility (7.75%) compared to GRNY (5.45%). In terms of maximum drawdown, SNPG dropped -21.69% vs GRNY's -24.18%.

On 1-year performance, SNPG leads with 28.74% vs 24.50% for GRNY. On fees, SNPG is cheaper at 0.15% per year. On volatility, GRNY has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SNPG has performed better with a 28.74% return vs 24.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SNPG has the higher dividend yield at 0.47%, compared with 0.00% for GRNY.

SNPG is categorized as Large Cap Growth Equities, while GRNY is Large Cap Blend Equities. They also come from different issuers: Xtrackers and Tidal ETFs. Their fees differ too: 0.15% for SNPG and 0.75% for GRNY.

SNPG currently has the higher Sharpe Ratio (1.86 vs 1.36), 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.

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