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SNPG vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. OUSA - Performance Comparison

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

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SNPG vs. OUSA - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
-9.20%18.22%33.99%38.45%1.81%
OUSA
OShares U.S. Quality Dividend ETF
-3.17%10.23%17.09%13.44%4.48%

Returns By Period

In the year-to-date period, SNPG achieves a -9.20% return, which is significantly lower than OUSA's -3.17% return.


SNPG

1D
3.46%
1M
-6.00%
YTD
-9.20%
6M
-6.07%
1Y
15.71%
3Y*
19.99%
5Y*
10Y*

OUSA

1D
1.44%
1M
-6.28%
YTD
-3.17%
6M
-0.83%
1Y
6.15%
3Y*
11.51%
5Y*
8.66%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. OUSA - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than OUSA's 0.48% expense ratio.


Return for Risk

SNPG vs. OUSA — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 4747
Overall Rank
SNPG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4747
Sortino Ratio Rank
SNPG Omega Ratio Rank: 4747
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4747
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5050
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 3030
Overall Rank
OUSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2727
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2626
Omega Ratio Rank
OUSA Calmar Ratio Rank: 3232
Calmar Ratio Rank
OUSA Martin Ratio Rank: 3636
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. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and OShares U.S. Quality Dividend ETF (OUSA). 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.


SNPGOUSADifference

Sharpe ratio

Return per unit of total volatility

0.78

0.45

+0.33

Sortino ratio

Return per unit of downside risk

1.27

0.74

+0.53

Omega ratio

Gain probability vs. loss probability

1.18

1.10

+0.08

Calmar ratio

Return relative to maximum drawdown

1.24

0.75

+0.49

Martin ratio

Return relative to average drawdown

4.85

3.10

+1.75

SNPG vs. OUSA - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.78, which is higher than the OUSA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SNPG and OUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNPGOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.45

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.66

+0.63

Correlation

The correlation between SNPG and OUSA is 0.73, 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. OUSA - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, less than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%

Drawdowns

SNPG vs. OUSA - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for SNPG and OUSA.


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Drawdown Indicators


SNPGOUSADifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-33.12%

+11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-9.80%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-10.11%

-6.65%

-3.46%

Average Drawdown

Average peak-to-trough decline

-2.56%

-3.53%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.39%

+0.98%

Volatility

SNPG vs. OUSA - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 6.26% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

3.78%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

7.27%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

13.88%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

13.31%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

15.15%

+2.93%