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SNPG vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNPG vs. SNPD - 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 S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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SNPG vs. SNPD - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
-9.20%18.22%33.99%38.45%1.81%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.62%6.66%5.41%2.68%3.49%

Returns By Period

In the year-to-date period, SNPG achieves a -9.20% return, which is significantly lower than SNPD's 4.62% return.


SNPG

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

SNPD

1D
1.01%
1M
-6.31%
YTD
4.62%
6M
5.72%
1Y
9.12%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SNPG vs. SNPD - Expense Ratio Comparison

Both SNPG and SNPD have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SNPG vs. SNPD — 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

SNPD
SNPD Risk / Return Rank: 3434
Overall Rank
SNPD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNPD Omega Ratio Rank: 3131
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3434
Calmar Ratio Rank
SNPD 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. SNPD - 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 S&P ESG Dividend Aristocrats ETF (SNPD). 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.


SNPGSNPDDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.62

+0.15

Sortino ratio

Return per unit of downside risk

1.27

0.98

+0.29

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.24

0.88

+0.37

Martin ratio

Return relative to average drawdown

4.85

3.39

+1.46

SNPG vs. SNPD - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 0.78, which is comparable to the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SNPG and SNPD, 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


SNPGSNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.62

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.52

+0.78

Correlation

The correlation between SNPG and SNPD is 0.49, 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. SNPD - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.56%, less than SNPD's 3.11% yield.


TTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.56%0.49%0.57%0.95%0.20%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%

Drawdowns

SNPG vs. SNPD - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for SNPG and SNPD.


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Drawdown Indicators


SNPGSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-15.80%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-11.68%

-1.44%

Current Drawdown

Current decline from peak

-10.11%

-6.31%

-3.80%

Average Drawdown

Average peak-to-trough decline

-2.56%

-3.93%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.02%

+0.35%

Volatility

SNPG vs. SNPD - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 6.26% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.66%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

3.66%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

7.93%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

14.75%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

13.22%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

13.22%

+4.86%