SNPG vs. HYRM

Last updated Jun 26, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and HYRM (Xtrackers Risk Managed USD High Yield Strategy ETF) are both exchange-traded funds - SNPG is a Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while HYRM is a High Yield Bonds fund tracking the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Both are passively managed. A 0.57 correlation means they provide meaningful diversification when combined. SNPG charges 0.15%/yr vs 0.30%/yr for HYRM.

Performance

SNPG vs. HYRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SNPG

• 1D: 2.57%
• 1M: 3.84%
• YTD: 13.06%
• 6M: 11.94%
• 1Y: 29.35%
• 3Y*: 25.71%
• 5Y*: —
• 10Y*: —

HYRM

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. HYRM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	13.06%	18.22%	33.99%	38.45%	1.81%
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF	1.50%	5.98%	7.81%	11.98%	1.96%

Correlation

The correlation between SNPG and HYRM is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.57

The correlation between SNPG and HYRM has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

Return for Risk

SNPG vs. HYRM — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 61
SNPG Sharpe Ratio Rank: 66
SNPG Sortino Ratio Rank: 66
SNPG Omega Ratio Rank: 64
SNPG Calmar Ratio Rank: 52
SNPG Martin Ratio Rank: 59

HYRM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HYRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). 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.

	SNPG	HYRM	Difference
Sharpe ratio: Return per unit of total volatility	1.88	—	—
Sortino ratio: Return per unit of downside risk	2.65	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.25	—	—
Martin ratio: Return relative to average drawdown	9.21	—	—

Drawdowns

Drawdown Indicators

	SNPG	HYRM	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	—	—
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	-0.80%	—	—
Average Drawdown Average peak-to-trough decline	-2.52%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	—	—

Volatility

Volatility by Period

	SNPG	HYRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.29%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.29%	—	—

SNPG vs. HYRM - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than HYRM's 0.30% expense ratio.

Dividends

SNPG vs. HYRM - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, less than HYRM's 5.92% yield.

Position	TTM	2025	2024	2023	2022
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF	5.92%	6.28%	6.08%	5.78%	4.69%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.46%	0.49%	0.57%	0.95%	0.20%

Frequently Asked Questions

Can I hold both SNPG and HYRM in my portfolio?

SNPG and HYRM have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SNPG or HYRM?

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.

Which ETF is cheaper, SNPG or HYRM?

SNPG is cheaper with a 0.15% expense ratio, compared with 0.30% for HYRM.

Which ETF pays a higher dividend yield, SNPG or HYRM?

HYRM has the higher dividend yield at 5.92%, compared with 0.46% for SNPG.

What is the main difference between SNPG and HYRM?

SNPG is categorized as Large Cap Growth Equities, while HYRM is High Yield Bonds. SNPG tracks S&P 500 Growth ESG Index, while HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Their fees differ too: 0.15% for SNPG and 0.30% for HYRM.