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SNPG vs. VEGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. VEGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and US Vegan Climate ETF (VEGN). 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 VEGN's 23.72% 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%

VEGN

1D
0.28%
1M
-3.86%
6M
22.47%
YTD
23.72%
1Y
37.13%
3Y*
23.68%
5Y*
13.97%
10Y*
ALL TIME*
18.07%
*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
$398.12K$577.59K$470.77K

SNPG vs. VEGN - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
8.25%18.22%33.99%38.45%1.81%
VEGN
US Vegan Climate ETF
23.72%13.71%25.42%38.10%-0.49%

Correlation

The correlation between SNPG and VEGN is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.90

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

0.90

The correlation between SNPG and VEGN has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

SNPG vs. VEGN - Sectors Allocation Comparison


Sectors
SNPG
VEGN

Technology

45.4%
63.6%

Healthcare

13.0%
3.9%

Industrials

11.1%
4.8%

Communication Services

10.9%
7.8%

Financial Services

10.9%
13.1%

Consumer Cyclical

5.3%
1.8%

Real Estate

1.2%
3.9%

Consumer Defensive

1.0%
0.0%

Basic Materials

0.8%
0.5%

Utilities

0.4%
0.1%

Energy

0.0%
0.0%

Technology

SNPG
45.4%
VEGN
63.6%

Healthcare

SNPG
13.0%
VEGN
3.9%

Industrials

SNPG
11.1%
VEGN
4.8%

Communication Services

SNPG
10.9%
VEGN
7.8%

Financial Services

SNPG
10.9%
VEGN
13.1%

Consumer Cyclical

SNPG
5.3%
VEGN
1.8%

Real Estate

SNPG
1.2%
VEGN
3.9%

Consumer Defensive

SNPG
1.0%
VEGN
0.0%

Basic Materials

SNPG
0.8%
VEGN
0.5%

Utilities

SNPG
0.4%
VEGN
0.1%

Energy

SNPG
0.0%
VEGN
0.0%

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Return for Risk

SNPG vs. VEGN — 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

VEGN
VEGN Risk / Return Rank: 7575
Overall Rank
VEGN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 7272
Sortino Ratio Rank
VEGN Omega Ratio Rank: 7070
Omega Ratio Rank
VEGN Calmar Ratio Rank: 7979
Calmar Ratio Rank
VEGN Martin Ratio Rank: 7676
Martin Ratio Rank
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. VEGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and US Vegan Climate ETF (VEGN). 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.


SNPGVEGNDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

1.35

2.84

-1.49

Martin ratioReturn relative to average drawdown

4.78

9.45

-4.67

SNPG vs. VEGN - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 1.02, which is lower than the VEGN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of SNPG and VEGN, 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. VEGN - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, smaller than the maximum VEGN drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for SNPG and VEGN.


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Drawdown Indicators


SNPGVEGNDifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-34.14%

+12.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-12.25%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-20.91%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

Current Drawdown

Current decline from peak

-6.69%

-8.77%

+2.08%

Average Drawdown

Average peak-to-trough decline

-2.60%

-7.52%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.68%

+0.01%

Volatility

SNPG vs. VEGN - Volatility Comparison

The current volatility for Xtrackers S&P 500 Growth ESG ETF (SNPG) is 6.72%, while US Vegan Climate ETF (VEGN) has a volatility of 7.86%. This indicates that SNPG experiences smaller price fluctuations and is considered to be less risky than VEGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNPGVEGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

7.86%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

17.87%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.26%

20.38%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

20.97%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

23.03%

-4.55%

SNPG vs. VEGN - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is lower than VEGN's 0.60% expense ratio.


Dividends

SNPG vs. VEGN - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.48%, less than VEGN's 0.52% yield.


PositionTTM2025202420232022202120202019
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.48%0.49%0.57%0.95%0.20%0.00%0.00%0.00%
VEGN
US Vegan Climate ETF
0.52%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Frequently Asked Questions


SNPG and VEGN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEGN has higher volatility (7.86%) compared to SNPG (6.72%). In terms of maximum drawdown, SNPG dropped -21.69% vs VEGN's -34.14%.

On 3-year performance, VEGN leads with 23.68% vs 21.47% for SNPG. On fees, SNPG is cheaper at 0.15% per year. On volatility, SNPG has been the lower-risk option at 6.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VEGN has performed better with a 23.68% return vs 21.47%. 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 0.60% for VEGN.

VEGN has the higher dividend yield at 0.52%, compared with 0.48% for SNPG.

SNPG tracks S&P 500 Growth ESG Index, while VEGN tracks US Vegan Climate Index. They also come from different issuers: Xtrackers and Beyond Investing. Their fees differ too: 0.15% for SNPG and 0.60% for VEGN.

VEGN currently has the higher Sharpe Ratio (1.71 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.

Portfolio Optimizer

Find the right allocation for SNPG and VEGN

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