SNPG vs. SPXD
SNPG (Xtrackers S&P 500 Growth ESG ETF) and SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) are both exchange-traded funds - SNPG is a Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while SPXD is a Large Cap Value Equities fund tracking the S&P 500 Diversified Sector Weight Index. Both are passively managed. Over the past year, SNPG returned 19.28% vs 21.28% for SPXD. Their 0.51 correlation means they have sometimes moved together and sometimes differently. SNPG charges 0.15%/yr vs 0.09%/yr for SPXD.
Performance
SNPG vs. SPXD - Performance Comparison
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Returns By Period
In the year-to-date period, SNPG achieves a 8.25% return, which is significantly lower than SPXD's 12.74% 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%
SPXD
- 1D
- 0.00%
- 1M
- 0.53%
- 6M
- 9.22%
- YTD
- 12.74%
- 1Y
- 21.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $89.94K | $76.62K | $58.56K | |
| $5.42K | $11.85K | $21.80K |
SNPG vs. SPXD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | 8.25% | 9.59% |
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 12.74% | 4.54% |
Correlation
The correlation between SNPG and SPXD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.51 |
The correlation between SNPG and SPXD has been stable across timeframes, ranging from 0.51 to 0.52 - a consistent structural relationship.
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Return for Risk
SNPG vs. SPXD — Risk / Return Rank
SNPG
SPXD
SNPG vs. SPXD - 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 500 Diversified Sector Weight ETF (SPXD). 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 | SPXD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.71 | -1.37 |
| Martin ratioReturn relative to average drawdown | 4.78 | 10.92 | -6.14 |
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Drawdowns
SNPG vs. SPXD - Drawdown Comparison
The maximum SNPG drawdown since its inception was -21.69%, which is greater than SPXD's maximum drawdown of -7.53%. Use the drawdown chart below to compare losses from any high point for SNPG and SPXD.
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Drawdown Indicators
| SNPG | SPXD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.69% | -7.53% | -14.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -7.53% | -5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | — | — |
Current DrawdownCurrent decline from peak | -6.69% | -0.88% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -2.60% | -1.14% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 1.87% | +1.82% |
Volatility
SNPG vs. SPXD - Volatility Comparison
Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 6.72% compared to Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) at 2.73%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than SPXD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPG | SPXD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 2.73% | +3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 7.88% | +7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.26% | 10.71% | +6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 10.64% | +7.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 10.64% | +7.84% |
SNPG vs. SPXD - Expense Ratio Comparison
SNPG has a 0.15% expense ratio, which is higher than SPXD's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SNPG vs. SPXD - Dividend Comparison
SNPG's dividend yield for the trailing twelve months is around 0.48%, less than SPXD's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SNPG Xtrackers S&P 500 Growth ESG ETF | 0.48% | 0.49% | 0.57% | 0.95% | 0.20% |
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.38% | 0.76% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SNPG and SPXD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNPG has higher volatility (6.72%) compared to SPXD (2.73%). In terms of maximum drawdown, SNPG dropped -21.69% vs SPXD's -7.53%.
On 1-year performance, SPXD leads with 21.28% vs 19.28% for SNPG. On fees, SPXD is cheaper at 0.09% per year. On volatility, SPXD has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SPXD has performed better with a 21.28% return vs 19.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPXD is cheaper with a 0.09% expense ratio, compared with 0.15% for SNPG.
SPXD has the higher dividend yield at 1.38%, compared with 0.48% for SNPG.
SNPG is categorized as Large Cap Growth Equities, while SPXD is Large Cap Value Equities. SNPG tracks S&P 500 Growth ESG Index, while SPXD tracks S&P 500 Diversified Sector Weight Index. Their fees differ too: 0.15% for SNPG and 0.09% for SPXD.
SPXD currently has the higher Sharpe Ratio (1.92 vs 1.02), 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.
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