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SNPG vs. PSWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. PSWD - 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 Cybersecurity Select Equity ETF (PSWD). The values are adjusted to include any dividend payments, if applicable.

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SNPG vs. PSWD - Yearly Performance Comparison


2026 (YTD)202520242023
SNPG
Xtrackers S&P 500 Growth ESG ETF
-9.20%18.22%33.99%6.74%
PSWD
Xtrackers Cybersecurity Select Equity ETF
-9.13%1.69%9.46%18.58%

Returns By Period

The year-to-date returns for both investments are quite close, with SNPG having a -9.20% return and PSWD slightly higher at -9.13%.


SNPG

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

PSWD

1D
2.92%
1M
-0.66%
YTD
-9.13%
6M
-18.67%
1Y
-6.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. PSWD - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than PSWD's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SNPG vs. PSWD — 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

PSWD
PSWD Risk / Return Rank: 66
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 66
Calmar Ratio Rank
PSWD Martin Ratio Rank: 44
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. PSWD - 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 Cybersecurity Select Equity ETF (PSWD). 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.


SNPGPSWDDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.27

+1.05

Sortino ratio

Return per unit of downside risk

1.27

-0.21

+1.48

Omega ratio

Gain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.24

-0.37

+1.61

Martin ratio

Return relative to average drawdown

4.85

-0.93

+5.78

SNPG vs. PSWD - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.78, which is higher than the PSWD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SNPG and PSWD, 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


SNPGPSWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.27

+1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.31

+0.99

Correlation

The correlation between SNPG and PSWD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SNPG vs. PSWD - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, less than PSWD's 0.97% yield.


TTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.97%0.88%1.49%0.55%0.00%

Drawdowns

SNPG vs. PSWD - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum PSWD drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for SNPG and PSWD.


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Drawdown Indicators


SNPGPSWDDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-22.86%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-22.86%

+9.74%

Current Drawdown

Current decline from peak

-10.11%

-20.21%

+10.10%

Average Drawdown

Average peak-to-trough decline

-2.56%

-6.20%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

9.04%

-5.67%

Volatility

SNPG vs. PSWD - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.26%, while Xtrackers Cybersecurity Select Equity ETF (PSWD) has a volatility of 7.87%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than PSWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGPSWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

7.87%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

17.26%

-6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

25.71%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

22.59%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

22.59%

-4.51%