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SNPG vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Growth ESG ETF (SNPG) and Vanguard S&P 500 ETF (VOO). 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 13.97% return, which is significantly higher than VOO's 9.75% return.


SNPG

1D
0.55%
1M
6.93%
YTD
13.97%
6M
13.79%
1Y
34.09%
3Y*
25.61%
5Y*
10Y*

VOO

1D
-0.29%
1M
0.08%
YTD
9.75%
6M
9.30%
1Y
26.77%
3Y*
21.36%
5Y*
13.58%
10Y*
15.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPG vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPG
Xtrackers S&P 500 Growth ESG ETF
13.97%18.22%33.99%38.45%1.81%
VOO
Vanguard S&P 500 ETF
9.75%17.82%24.98%26.32%0.56%

Correlation

The correlation between SNPG and VOO is 0.91, 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

0.91

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

0.93

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

0.93

The correlation between SNPG and VOO has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

SNPG vs. VOO - Sectors Allocation Comparison


Sectors
SNPG
VOO

Technology

43.7%
39.1%

Healthcare

13.0%
8.3%

Communication Services

12.5%
10.5%

Financial Services

11.4%
10.9%

Industrials

10.2%
7.6%

Consumer Cyclical

5.5%
9.8%

Real Estate

1.2%
1.8%

Consumer Defensive

1.0%
4.5%

Basic Materials

1.0%
1.7%

Utilities

0.5%
2.5%

Energy

0.0%
3.2%

Technology

SNPG
43.7%
VOO
39.1%

Healthcare

SNPG
13.0%
VOO
8.3%

Communication Services

SNPG
12.5%
VOO
10.5%

Financial Services

SNPG
11.4%
VOO
10.9%

Industrials

SNPG
10.2%
VOO
7.6%

Consumer Cyclical

SNPG
5.5%
VOO
9.8%

Real Estate

SNPG
1.2%
VOO
1.8%

Consumer Defensive

SNPG
1.0%
VOO
4.5%

Basic Materials

SNPG
1.0%
VOO
1.7%

Utilities

SNPG
0.5%
VOO
2.5%

Energy

SNPG
0.0%
VOO
3.2%

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Return for Risk

SNPG vs. VOO — Risk / Return Rank

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

SNPG
SNPG Risk / Return Rank: 6767
Overall Rank
SNPG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SNPG Sortino Ratio Rank: 7373
Sortino Ratio Rank
SNPG Omega Ratio Rank: 7070
Omega Ratio Rank
SNPG Calmar Ratio Rank: 5454
Calmar Ratio Rank
SNPG Martin Ratio Rank: 6262
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6868
Overall Rank
VOO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6767
Sortino Ratio Rank
VOO Omega Ratio Rank: 6969
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7474
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. VOO - Risk-Adjusted Trends 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.

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.


SNPGVOODifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

2.61

3.02

-0.41

Martin ratioReturn relative to average drawdown

10.75

13.58

-2.83

SNPG vs. VOO - Sharpe Ratio Comparison

The current SNPG Sharpe Ratio is 2.25, which is comparable to the VOO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SNPG and VOO, 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. VOO - Drawdown Comparison

The maximum SNPG drawdown since its inception was -21.69%, 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.


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Drawdown Indicators


SNPGVOODifference

Max Drawdown

Largest peak-to-trough decline

-21.69%

-33.99%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-8.90%

-4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

-18.69%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

0.00%

-1.74%

+1.74%

Average Drawdown

Average peak-to-trough decline

-2.52%

-3.68%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

1.98%

+1.20%

Volatility

SNPG vs. VOO - Volatility Comparison

Xtrackers S&P 500 Growth ESG ETF (SNPG) has a higher volatility of 6.98% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. 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.


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Volatility by Period


SNPGVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.98%

4.60%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

9.73%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.24%

12.39%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

16.90%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.05%

+0.15%

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%.


Dividends

SNPG vs. VOO - Dividend Comparison

SNPG's dividend yield for the trailing twelve months is around 0.46%, less than VOO's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.04%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


With a correlation of 0.91, SNPG and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SNPG has higher volatility (6.98%) compared to VOO (4.60%). In terms of maximum drawdown, SNPG dropped -21.69% vs VOO's -33.99%.

On 3-year performance, SNPG leads with 25.61% vs 21.36% for VOO. On fees, VOO is cheaper at 0.03% per year. On volatility, VOO has been the lower-risk option at 4.60%. 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 25.61% return vs 21.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO is cheaper with a 0.03% expense ratio, compared with 0.15% for SNPG.

VOO has the higher dividend yield at 1.04%, compared with 0.46% for SNPG.

SNPG is categorized as Large Cap Growth Equities, while VOO is S&P 500. SNPG tracks S&P 500 Growth ESG Index, while VOO tracks S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for SNPG and 0.03% for VOO.

SNPG currently has the higher Sharpe Ratio (2.25 vs 2.17), 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 VOO

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