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SNPG vs. TDVG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and T. Rowe Price Dividend Growth ETF (TDVG). 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 10.54% return, which is significantly higher than TDVG's 8.04% return.


SNPG

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

TDVG

1D
-0.55%
1M
1.22%
YTD
8.04%
6M
7.41%
1Y
17.57%
3Y*
15.55%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. TDVG - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
10.54%18.22%33.99%38.45%1.81%
TDVG
T. Rowe Price Dividend Growth ETF
8.04%14.80%13.45%13.95%2.20%

Correlation

The correlation between SNPG and TDVG is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.73

The correlation between SNPG and TDVG has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.

SNPG vs. TDVG - Sectors Allocation Comparison


Sectors
SNPG
TDVG

Technology

43.7%
26.2%

Healthcare

13.0%
12.4%

Communication Services

12.5%
1.0%

Financial Services

11.4%
19.3%

Industrials

10.2%
13.6%

Consumer Cyclical

5.5%
7.2%

Real Estate

1.2%
1.6%

Consumer Defensive

1.0%
6.9%

Basic Materials

1.0%
2.8%

Utilities

0.5%
3.8%

Energy

0.0%
5.3%

Technology

SNPG
43.7%
TDVG
26.2%

Healthcare

SNPG
13.0%
TDVG
12.4%

Communication Services

SNPG
12.5%
TDVG
1.0%

Financial Services

SNPG
11.4%
TDVG
19.3%

Industrials

SNPG
10.2%
TDVG
13.6%

Consumer Cyclical

SNPG
5.5%
TDVG
7.2%

Real Estate

SNPG
1.2%
TDVG
1.6%

Consumer Defensive

SNPG
1.0%
TDVG
6.9%

Basic Materials

SNPG
1.0%
TDVG
2.8%

Utilities

SNPG
0.5%
TDVG
3.8%

Energy

SNPG
0.0%
TDVG
5.3%

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Return for Risk

SNPG vs. TDVG — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 5656
Overall Rank
SNPG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 6060
Sortino Ratio Rank
SNPG Omega Ratio Rank: 5959
Omega Ratio Rank
SNPG Calmar Ratio Rank: 4848
Calmar Ratio Rank
SNPG Martin Ratio Rank: 5555
Martin Ratio Rank

TDVG
TDVG Risk / Return Rank: 5656
Overall Rank
TDVG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 5858
Sortino Ratio Rank
TDVG Omega Ratio Rank: 5454
Omega Ratio Rank
TDVG Calmar Ratio Rank: 5252
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5959
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. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and T. Rowe Price Dividend Growth ETF (TDVG). 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.


SNPGTDVGDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.20

2.44

-0.24

Martin ratioReturn relative to average drawdown

9.04

10.01

-0.97

SNPG vs. TDVG - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.86, which is comparable to the TDVG Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SNPG and TDVG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNPG vs. TDVG - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for SNPG and TDVG.


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Drawdown Indicators


SNPGTDVGDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-19.20%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-7.24%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-14.02%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

Current Drawdown

Current decline from peak

-3.01%

-0.82%

-2.19%

Average Drawdown

Average peak-to-trough decline

-2.52%

-3.73%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.76%

+1.43%

Volatility

SNPG vs. TDVG - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 7.75% compared to T. Rowe Price Dividend Growth ETF (TDVG) at 2.78%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGTDVGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

2.78%

+4.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

7.61%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

9.79%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.26%

13.92%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

13.90%

+4.36%

SNPG vs. TDVG - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than TDVG's 0.50% expense ratio.


Dividends

SNPG vs. TDVG - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.47%, less than TDVG's 0.98% yield.


PositionTTM202520242023202220212020
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.47%0.49%0.57%0.95%0.20%0.00%0.00%
TDVG
T. Rowe Price Dividend Growth ETF
0.98%1.00%1.06%1.31%1.15%0.80%0.40%

Frequently Asked Questions


SNPG and TDVG have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPG has higher volatility (7.75%) compared to TDVG (2.78%). In terms of maximum drawdown, SNPG dropped -21.69% vs TDVG's -19.20%.

On 3-year performance, SNPG leads with 24.34% vs 15.55% for TDVG. On fees, SNPG is cheaper at 0.15% per year. On volatility, TDVG has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SNPG has performed better with a 24.34% return vs 15.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPG is cheaper with a 0.15% expense ratio, compared with 0.50% for TDVG.

TDVG has the higher dividend yield at 0.98%, compared with 0.47% for SNPG.

They also come from different issuers: Xtrackers and T. Rowe Price. Their fees differ too: 0.15% for SNPG and 0.50% for TDVG.

SNPG currently has the higher Sharpe Ratio (1.86 vs 1.81), 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.

Portfolio Optimizer

Find the right allocation for SNPG and TDVG

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