SNPG vs. HYRM

Last updated Jun 5, 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. Over the past 3 years, SNPG returned 25.37%/yr vs 7.86%/yr for HYRM. A 0.58 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

In the year-to-date period, SNPG achieves a 11.36% return, which is significantly higher than HYRM's 1.50% return.

SNPG

• 1D: 0.56%
• 1M: 9.28%
• YTD: 11.36%
• 6M: 11.71%
• 1Y: 29.68%
• 3Y*: 25.37%
• 5Y*: —
• 10Y*: —

HYRM

• 1D: 0.04%
• 1M: 0.32%
• YTD: 1.50%
• 6M: 1.79%
• 1Y: 6.16%
• 3Y*: 7.86%
• 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	11.36%	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%	3.16%

Correlation

The correlation between SNPG and HYRM is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.58

The correlation between SNPG and HYRM has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

SNPG vs. HYRM - Sectors Allocation Comparison

Sectors	SNPG	HYRM
Technology	36.1%	-
Communication Services	19.4%	-
Financial Services	12.8%	92.7%
Industrials	10.5%	-
Healthcare	9.6%	-
Consumer Cyclical	9.4%	-
Real Estate	2.2%	-
Basic Materials	1.1%	-
Consumer Defensive	0.0%	-
Energy	0.0%	-
Utilities	0.0%	-

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: 59
SNPG Sharpe Ratio Rank: 65
SNPG Sortino Ratio Rank: 66
SNPG Omega Ratio Rank: 62
SNPG Calmar Ratio Rank: 47
SNPG Martin Ratio Rank: 55

HYRM

HYRM Risk / Return Rank: 67
HYRM Sharpe Ratio Rank: 60
HYRM Sortino Ratio Rank: 66
HYRM Omega Ratio Rank: 65
HYRM Calmar Ratio Rank: 67
HYRM Martin Ratio Rank: 75

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.

	SNPG	HYRM	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.98	+0.14
Sortino ratio: Return per unit of downside risk	3.02	3.00	+0.02
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	2.27	3.30	-1.02
Martin ratio: Return relative to average drawdown	9.43	14.20	-4.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPG vs. HYRM - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 2.12, which is comparable to the HYRM Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SNPG and HYRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNPG	HYRM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	1.98	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	1.63	0.58	+1.05

Drawdowns

SNPG vs. HYRM - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than HYRM's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for SNPG and HYRM.

Drawdown Indicators

	SNPG	HYRM	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-12.42%	-9.27%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-2.53%	-10.59%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-4.62%	-17.07%
Current Drawdown Current decline from peak	0.00%	-0.05%	+0.05%
Average Drawdown Average peak-to-trough decline	-2.53%	-2.57%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	0.59%	+2.56%

Volatility

SNPG vs. HYRM - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 4.71% compared to Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) at 1.05%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than HYRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	HYRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	1.05%	+3.66%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	3.22%	+8.21%
Volatility (1Y) Calculated over the trailing 1-year period	14.05%	4.22%	+9.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.00%	7.87%	+10.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	7.87%	+10.13%

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 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNPG or HYRM?

SNPG has higher volatility (4.71%) compared to HYRM (1.05%). In terms of maximum drawdown, SNPG dropped -21.69% vs HYRM's -12.42%.

Which ETF is better, SNPG or HYRM?

On 3-year performance, SNPG leads with 25.37% vs 7.86% for HYRM. On fees, SNPG is cheaper at 0.15% per year. On volatility, HYRM has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or HYRM?

Over the 3-year period, SNPG has performed better with a 25.37% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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.

Which has better risk-adjusted returns?

SNPG currently has the higher Sharpe Ratio (2.12 vs 1.98), 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.