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

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 US Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SNPG vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
SNPG
Xtrackers S&P 500 Growth ESG ETF
-8.24%18.22%-0.02%
GRNY
Fundstrat Granny Shots US Large Cap ETF
-2.95%24.05%-1.09%

Returns By Period

In the year-to-date period, SNPG achieves a -8.24% return, which is significantly lower than GRNY's -2.95% return.


SNPG

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

GRNY

1D
0.67%
1M
-4.26%
YTD
-2.95%
6M
-4.49%
1Y
30.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SNPG vs. GRNY - Expense Ratio Comparison

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


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: 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

GRNY
GRNY Risk / Return Rank: 7373
Overall Rank
GRNY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 7272
Sortino Ratio Rank
GRNY Omega Ratio Rank: 6868
Omega Ratio Rank
GRNY Calmar Ratio Rank: 8282
Calmar Ratio Rank
GRNY Martin Ratio Rank: 7373
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 US 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.


SNPGGRNYDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.26

-0.46

Sortino ratio

Return per unit of downside risk

1.30

1.86

-0.56

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.29

2.41

-1.12

Martin ratio

Return relative to average drawdown

4.96

7.89

-2.93

SNPG vs. GRNY - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.80, which is lower than the GRNY Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SNPG and GRNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SNPGGRNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.26

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.56

+0.75

Correlation

The correlation between SNPG and GRNY is 0.84, 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. GRNY - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, while GRNY has not paid dividends to shareholders.


TTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%
GRNY
Fundstrat Granny Shots US Large Cap ETF
0.00%0.00%0.00%0.00%0.00%

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.


Loading graphics...

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%

-13.36%

+0.24%

Current Drawdown

Current decline from peak

-9.17%

-8.39%

-0.78%

Average Drawdown

Average peak-to-trough decline

-2.57%

-4.33%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

4.08%

-0.66%

Volatility

SNPG vs. GRNY - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) and Fundstrat Granny Shots US Large Cap ETF (GRNY) have volatilities of 6.39% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SNPGGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

6.27%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

14.35%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

24.51%

-4.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

24.00%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

24.00%

-5.93%