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SNPG vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNPG achieves a 8.25% return, which is significantly lower than SPIT's 24.45% return.


SNPG

1D
0.79%
1M
-2.92%
6M
8.74%
YTD
8.25%
1Y
19.28%
3Y*
21.47%
5Y*
10Y*
ALL TIME*
26.75%

SPIT

1D
0.51%
1M
-5.03%
6M
16.23%
YTD
24.45%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$89.94K$76.62K$58.56K
$242.68K$282.09K$201.11K

SNPG vs. SPIT - Yearly Performance Comparison


Correlation

The correlation between SNPG and SPIT is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.72

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Return for Risk

SNPG vs. SPIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SNPG
SNPG Risk / Return Rank: 4141
Overall Rank
SNPG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 4242
Sortino Ratio Rank
SNPG Omega Ratio Rank: 3939
Omega Ratio Rank
SNPG Calmar Ratio Rank: 3838
Calmar Ratio Rank
SNPG Martin Ratio Rank: 4343
Martin Ratio Rank

SPIT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SNPG vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and F/m Emerald Special Situations ETF (SPIT). 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.


SNPGSPITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.35

Martin ratioReturn relative to average drawdown

4.78

SNPG vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

SNPG vs. SPIT - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for SNPG and SPIT.


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Drawdown Indicators


SNPGSPITDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-12.49%

-9.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

Current Drawdown

Current decline from peak

-6.69%

-7.55%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.60%

-2.85%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

Volatility

SNPG vs. SPIT - Volatility Comparison


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Volatility by Period


SNPGSPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

26.59%

-9.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

26.59%

-8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

26.59%

-8.11%

SNPG vs. SPIT - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

SNPG vs. SPIT - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.48%, less than SPIT's 5.77% yield.


PositionTTM2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.48%0.49%0.57%0.95%0.20%
SPIT
F/m Emerald Special Situations ETF
5.77%7.18%0.00%0.00%0.00%

Frequently Asked Questions


SNPG and SPIT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SNPG is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNPG is cheaper with a 0.15% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.77%, compared with 0.48% for SNPG.

They also come from different issuers: Xtrackers and F/m. Their fees differ too: 0.15% for SNPG and 0.89% for SPIT.

Portfolio Optimizer

Find the right allocation for SNPG and SPIT

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