SNPG vs. IQM

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers S&P 500 Growth ESG ETF (SNPG) and Franklin Intelligent Machines ETF (IQM).

SNPG and IQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNPG is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Growth ESG Index. It was launched on Nov 8, 2022. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.

Performance

SNPG vs. IQM - Performance Comparison

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

SNPG vs. IQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	-8.24%	18.22%	33.99%	38.45%	1.81%
IQM Franklin Intelligent Machines ETF	3.20%	30.76%	31.03%	41.06%	2.18%

Returns By Period

In the year-to-date period, SNPG achieves a -8.24% return, which is significantly lower than IQM's 3.20% return.

SNPG

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

IQM

• 1D: 1.99%
• 1M: -3.98%
• YTD: 3.20%
• 6M: 2.05%
• 1Y: 57.05%
• 3Y*: 26.96%
• 5Y*: 15.40%
• 10Y*: —

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

SNPG vs. IQM - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than IQM's 0.50% expense ratio.

IQM

Franklin Intelligent Machines ETF

SNPG

Xtrackers S&P 500 Growth ESG ETF

Return for Risk

SNPG vs. IQM — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 44
SNPG Sharpe Ratio Rank: 40
SNPG Sortino Ratio Rank: 44
SNPG Omega Ratio Rank: 45
SNPG Calmar Ratio Rank: 45
SNPG Martin Ratio Rank: 47

IQM

IQM Risk / Return Rank: 87
IQM Sharpe Ratio Rank: 84
IQM Sortino Ratio Rank: 85
IQM Omega Ratio Rank: 81
IQM Calmar Ratio Rank: 94
IQM Martin Ratio Rank: 90

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. IQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Franklin Intelligent Machines ETF (IQM). 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	IQM	Difference
Sharpe ratio Return per unit of total volatility	0.80	1.72	-0.92
Sortino ratio Return per unit of downside risk	1.30	2.33	-1.02
Omega ratio Gain probability vs. loss probability	1.19	1.33	-0.14
Calmar ratio Return relative to maximum drawdown	1.29	4.00	-2.71
Martin ratio Return relative to average drawdown	4.96	12.47	-7.51
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. IQM - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.80, which is lower than the IQM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SNPG and IQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SNPG	IQM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	1.72	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.78	+0.53

Correlation

The correlation between SNPG and IQM is 0.83, 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. IQM - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020
SNPG Xtrackers S&P 500 Growth ESG ETF	0.56%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%
IQM Franklin Intelligent Machines ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.17%	0.01%

Drawdowns

SNPG vs. IQM - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for SNPG and IQM.

Drawdown Indicators

	SNPG	IQM	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-44.91%	+23.22%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-14.71%	+1.59%
Max Drawdown (5Y) Largest decline over 5 years	—	-44.91%	—
Current Drawdown Current decline from peak	-9.17%	-6.86%	-2.31%
Average Drawdown Average peak-to-trough decline	-2.57%	-12.55%	+9.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	4.72%	-1.30%

Volatility

SNPG vs. IQM - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.39%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.71%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	IQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	12.71%	-6.32%
Volatility (6M) Calculated over the trailing 6-month period	10.53%	23.53%	-13.00%
Volatility (1Y) Calculated over the trailing 1-year period	20.34%	33.40%	-13.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	28.67%	-10.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	30.73%	-12.66%