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SNPG vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SNPGVOO
YTD Return25.55%19.30%
1Y Return32.20%28.36%
Sharpe Ratio2.042.26
Daily Std Dev15.79%12.63%
Max Drawdown-11.90%-33.99%
Current Drawdown-3.45%-0.28%

Correlation

-0.50.00.51.00.9

The correlation between SNPG and VOO is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SNPG vs. VOO - Performance Comparison

In the year-to-date period, SNPG achieves a 25.55% return, which is significantly higher than VOO's 19.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
11.12%
8.61%
SNPG
VOO

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SNPG vs. VOO - Expense Ratio Comparison

SNPG has a 0.15% expense ratio, which is higher than VOO's 0.03% 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%.


SNPG
Xtrackers S&P 500 Growth ESG ETF
Expense ratio chart for SNPG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SNPG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Growth ESG ETF (SNPG) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for SNPG, currently valued at 2.04, compared to the broader market0.002.004.002.04
Sortino ratio
The chart of Sortino ratio for SNPG, currently valued at 2.75, compared to the broader market-2.000.002.004.006.008.0010.0012.002.75
Omega ratio
The chart of Omega ratio for SNPG, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for SNPG, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.71
Martin ratio
The chart of Martin ratio for SNPG, currently valued at 10.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.31
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market0.002.004.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.0012.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.86
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.14

SNPG vs. VOO - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 2.04, which roughly equals the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of SNPG and VOO.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.04
2.26
SNPG
VOO

Dividends

SNPG vs. VOO - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.53%, less than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
SNPG
Xtrackers S&P 500 Growth ESG ETF
0.53%0.95%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SNPG vs. VOO - Drawdown Comparison

The maximum SNPG drawdown since its inception was -11.90%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNPG and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.45%
-0.28%
SNPG
VOO

Volatility

SNPG vs. VOO - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 4.87% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that SNPG's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.87%
3.92%
SNPG
VOO