SNPG vs. SPYG

Last updated Jun 3, 2026

SNPG (Xtrackers S&P 500 Growth ESG ETF) and SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) are both exchange-traded funds - SNPG is a Large Cap Growth Equities fund tracking the S&P 500 Growth ESG Index, while SPYG is a S&P 500 fund tracking the S&P 500 Growth Index. Both are passively managed. Over the past 3 years, SNPG returned 25.29%/yr vs 28.58%/yr for SPYG. With a 0.95 correlation, they move nearly in lockstep. SNPG charges 0.15%/yr vs 0.04%/yr for SPYG.

Performance

SNPG vs. SPYG - Performance Comparison

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

Returns By Period

In the year-to-date period, SNPG achieves a 11.16% return, which is significantly lower than SPYG's 14.87% return.

SNPG

• 1D: 0.28%
• 1M: 10.61%
• YTD: 11.16%
• 6M: 11.71%
• 1Y: 30.73%
• 3Y*: 25.29%
• 5Y*: —
• 10Y*: —

SPYG

• 1D: -0.15%
• 1M: 8.31%
• YTD: 14.87%
• 6M: 14.92%
• 1Y: 36.19%
• 3Y*: 28.58%
• 5Y*: 16.62%
• 10Y*: 18.32%

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

SNPG vs. SPYG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SNPG Xtrackers S&P 500 Growth ESG ETF	11.16%	18.22%	33.99%	38.45%	1.81%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	14.87%	22.09%	35.99%	30.02%	2.62%

Correlation

The correlation between SNPG and SPYG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.95

The correlation between SNPG and SPYG has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

SNPG vs. SPYG - Sectors Allocation Comparison

Sectors	SNPG	SPYG
Technology	36.1%	51.9%
Communication Services	19.4%	16.8%
Financial Services	12.8%	8.5%
Industrials	10.5%	5.0%
Healthcare	9.6%	5.8%
Consumer Cyclical	9.4%	8.9%
Real Estate	2.2%	0.6%
Basic Materials	1.1%	0.3%
Consumer Defensive	0.0%	1.0%
Energy	0.0%	0.1%
Utilities	0.0%	1.2%

Return for Risk

SNPG vs. SPYG — Risk / Return Rank

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

SNPG

SNPG Risk / Return Rank: 59
SNPG Sharpe Ratio Rank: 65
SNPG Sortino Ratio Rank: 66
SNPG Omega Ratio Rank: 62
SNPG Calmar Ratio Rank: 47
SNPG Martin Ratio Rank: 56

SPYG

SPYG Risk / Return Rank: 63
SPYG Sharpe Ratio Rank: 68
SPYG Sortino Ratio Rank: 66
SPYG Omega Ratio Rank: 64
SPYG Calmar Ratio Rank: 54
SPYG Martin Ratio Rank: 62

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. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.

	SNPG	SPYG	Difference
Sharpe ratio Return per unit of total volatility	2.20	2.27	-0.07
Sortino ratio Return per unit of downside risk	3.12	3.07	+0.05
Omega ratio Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio Return relative to maximum drawdown	2.38	2.71	-0.33
Martin ratio Return relative to average drawdown	9.90	11.22	-1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNPG vs. SPYG - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 2.20, which is comparable to the SPYG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SNPG and SPYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SNPG	SPYG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	2.27	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.63	0.36	+1.27

Drawdowns

SNPG vs. SPYG - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for SNPG and SPYG.

Drawdown Indicators

	SNPG	SPYG	Difference
Max Drawdown Largest peak-to-trough decline	-21.69%	-67.63%	+45.94%
Max Drawdown (1Y) Largest decline over 1 year	-13.12%	-13.76%	+0.64%
Max Drawdown (3Y) Largest decline over 3 years	-21.69%	-22.14%	+0.45%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.67%	—
Current Drawdown Current decline from peak	0.00%	-0.15%	+0.15%
Average Drawdown Average peak-to-trough decline	-2.54%	-24.33%	+21.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	3.32%	-0.17%

Volatility

SNPG vs. SPYG - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 4.73% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 4.15%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SNPG	SPYG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.15%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	11.43%	12.43%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	16.04%	-2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.01%	21.17%	-3.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	20.65%	-2.64%

SNPG vs. SPYG - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is higher than SPYG's 0.04% 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. SPYG - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, which matches SPYG's 0.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNPG Xtrackers S&P 500 Growth ESG ETF	0.46%	0.49%	0.57%	0.95%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.46%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%

Frequently Asked Questions

Can I hold both SNPG and SPYG in my portfolio?

SNPG and SPYG have a correlation of 0.90, 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 SPYG?

SNPG has higher volatility (4.73%) compared to SPYG (4.15%). In terms of maximum drawdown, SNPG dropped -21.69% vs SPYG's -67.63%.

Which ETF is better, SNPG or SPYG?

On 3-year performance, SPYG leads with 28.58% vs 25.29% for SNPG. On fees, SPYG is cheaper at 0.04% per year. On volatility, SPYG has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNPG or SPYG?

Over the 3-year period, SPYG has performed better with a 28.58% return vs 25.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNPG or SPYG?

SPYG is cheaper with a 0.04% expense ratio, compared with 0.15% for SNPG.

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

SNPG and SPYG have nearly identical dividend yields, around 0.46%.

What is the main difference between SNPG and SPYG?

SNPG is categorized as Large Cap Growth Equities, while SPYG is S&P 500. SNPG tracks S&P 500 Growth ESG Index, while SPYG tracks S&P 500 Growth Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.15% for SNPG and 0.04% for SPYG.

Which has better risk-adjusted returns?

SPYG currently has the higher Sharpe Ratio (2.27 vs 2.20), 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.