SNPG vs. RPG

Last updated Jun 24, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and RPG (Invesco S&P 500 Pure Growth ETF) are both Large Cap Growth Equities funds - SNPG tracks the S&P 500 Growth ESG Index while RPG tracks the S&P 500/Citigroup Pure Growth Index. Both are passively managed. Over the past 3 years, SNPG returned 24.34%/yr vs 27.72%/yr for RPG. A 0.79 correlation means they provide meaningful diversification when combined. SNPG charges 0.15%/yr vs 0.35%/yr for RPG.

Performance

SNPG vs. RPG - Performance Comparison

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

Returns By Period

In the year-to-date period, SNPG achieves a 10.54% return, which is significantly lower than RPG's 30.31% return.

SNPG

• 1D: -3.01%
• 1M: 3.72%
• YTD: 10.54%
• 6M: 9.70%
• 1Y: 28.74%
• 3Y*: 24.34%
• 5Y*: —
• 10Y*: —

RPG

• 1D: -4.60%
• 1M: 5.48%
• YTD: 30.31%
• 6M: 27.62%
• 1Y: 38.51%
• 3Y*: 27.72%
• 5Y*: 11.59%
• 10Y*: 15.14%

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

SNPG vs. RPG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	10.54%	18.22%	33.99%	38.45%	1.81%
RPG Invesco S&P 500 Pure Growth ETF	30.31%	13.41%	28.23%	8.04%	-0.88%

Correlation

The correlation between SNPG and RPG is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.79

The correlation between SNPG and RPG has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

SNPG vs. RPG - Sectors Allocation Comparison

Sectors	SNPG	RPG
Technology	43.7%	46.9%
Healthcare	13.0%	6.4%
Communication Services	12.5%	5.4%
Financial Services	11.4%	5.3%
Industrials	10.2%	14.0%
Consumer Cyclical	5.5%	14.7%
Real Estate	1.2%	1.0%
Consumer Defensive	1.0%	1.1%
Basic Materials	1.0%	1.2%
Utilities	0.5%	2.4%
Energy	0.0%	1.6%

Return for Risk

SNPG vs. RPG — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 56
SNPG Sharpe Ratio Rank: 61
SNPG Sortino Ratio Rank: 60
SNPG Omega Ratio Rank: 59
SNPG Calmar Ratio Rank: 48
SNPG Martin Ratio Rank: 55

RPG

RPG Risk / Return Rank: 61
RPG Sharpe Ratio Rank: 55
RPG Sortino Ratio Rank: 52
RPG Omega Ratio Rank: 53
RPG Calmar Ratio Rank: 72
RPG Martin Ratio Rank: 73

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. RPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Invesco S&P 500 Pure Growth ETF (RPG). 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	RPG	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.75	+0.11
Sortino ratio: Return per unit of downside risk	2.61	2.37	+0.24
Omega ratio: Gain probability vs. loss probability	1.33	1.31	+0.02
Calmar ratio: Return relative to maximum drawdown	2.20	3.49	-1.29
Martin ratio: Return relative to average drawdown	9.04	13.16	-4.12

SNPG vs. RPG - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.86, which is comparable to the RPG Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of SNPG and RPG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SNPG vs. RPG - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum RPG drawdown of -53.27%. Use the drawdown chart below to compare losses from any high point for SNPG and RPG.

Drawdown Indicators

	SNPG	RPG	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-53.27%	+31.58%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-11.08%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-24.75%	+3.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.58%	—
Current Drawdown Current decline from peak	-3.01%	-4.60%	+1.59%
Average Drawdown Average peak-to-trough decline	-2.52%	-8.83%	+6.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	2.93%	+0.26%

Volatility

SNPG vs. RPG - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 7.75%, while Invesco S&P 500 Pure Growth ETF (RPG) has a volatility of 11.10%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than RPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	RPG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.75%	11.10%	-3.35%
Volatility (6M) Calculated over the trailing 6-month period	13.35%	19.02%	-5.67%
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	22.09%	-6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.26%	23.86%	-5.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.26%	22.90%	-4.64%

SNPG vs. RPG - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than RPG's 0.35% expense ratio.

Dividends

SNPG vs. RPG - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, more than RPG's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPG Invesco S&P 500 Pure Growth ETF	0.15%	0.24%	0.25%	1.44%	0.74%	0.00%	0.46%	0.83%	0.47%	0.56%	0.43%	0.73%
SNPG Xtrackers S&P 500 Growth ESG ETF	0.47%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNPG and RPG in my portfolio?

SNPG and RPG have a correlation of 0.79, 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 RPG?

RPG has higher volatility (11.10%) compared to SNPG (7.75%). In terms of maximum drawdown, SNPG dropped -21.69% vs RPG's -53.27%.

Which ETF is better, SNPG or RPG?

On 3-year performance, RPG leads with 27.72% vs 24.34% for SNPG. On fees, SNPG is cheaper at 0.15% per year. On volatility, SNPG has been the lower-risk option at 7.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or RPG?

Over the 3-year period, RPG has performed better with a 27.72% return vs 24.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPG or RPG?

SNPG is cheaper with a 0.15% expense ratio, compared with 0.35% for RPG.

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

SNPG has the higher dividend yield at 0.47%, compared with 0.15% for RPG.

What is the main difference between SNPG and RPG?

SNPG tracks S&P 500 Growth ESG Index, while RPG tracks S&P 500/Citigroup Pure Growth Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.15% for SNPG and 0.35% for RPG.

Which has better risk-adjusted returns?

SNPG currently has the higher Sharpe Ratio (1.86 vs 1.75), 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.