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

Correlation

The correlation between SNPV and VOO is 0.79, 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.


-0.50.00.51.00.8

Performance

SNPV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Value ESG ETF (SNPV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.12%
10.20%
SNPV
VOO

Key characteristics

Sharpe Ratio

SNPV:

1.64

VOO:

1.92

Sortino Ratio

SNPV:

2.31

VOO:

2.58

Omega Ratio

SNPV:

1.29

VOO:

1.35

Calmar Ratio

SNPV:

2.34

VOO:

2.88

Martin Ratio

SNPV:

6.44

VOO:

12.03

Ulcer Index

SNPV:

2.81%

VOO:

2.02%

Daily Std Dev

SNPV:

11.03%

VOO:

12.69%

Max Drawdown

SNPV:

-11.15%

VOO:

-33.99%

Current Drawdown

SNPV:

-1.06%

VOO:

0.00%

Returns By Period

In the year-to-date period, SNPV achieves a 5.96% return, which is significantly higher than VOO's 4.36% return.


SNPV

YTD

5.96%

1M

2.60%

6M

8.11%

1Y

17.01%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNPV vs. VOO - Expense Ratio Comparison

SNPV 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%.


SNPV
Xtrackers S&P 500 Value ESG ETF
Expense ratio chart for SNPV: 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

SNPV vs. VOO — Risk-Adjusted Performance Rank

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

SNPV
The Risk-Adjusted Performance Rank of SNPV is 6565
Overall Rank
The Sharpe Ratio Rank of SNPV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SNPV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SNPV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SNPV is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SNPV is 5757
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNPV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Value ESG ETF (SNPV) 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.


Sharpe ratio
The chart of Sharpe ratio for SNPV, currently valued at 1.64, compared to the broader market0.002.004.006.001.641.92
The chart of Sortino ratio for SNPV, currently valued at 2.31, compared to the broader market0.005.0010.002.312.58
The chart of Omega ratio for SNPV, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.35
The chart of Calmar ratio for SNPV, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.342.88
The chart of Martin ratio for SNPV, currently valued at 6.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.4412.03
SNPV
VOO

The current SNPV Sharpe Ratio is 1.64, which is comparable to the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SNPV and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.64
1.92
SNPV
VOO

Dividends

SNPV vs. VOO - Dividend Comparison

SNPV's dividend yield for the trailing twelve months is around 1.97%, more than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
SNPV
Xtrackers S&P 500 Value ESG ETF
1.97%2.09%1.72%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SNPV vs. VOO - Drawdown Comparison

The maximum SNPV drawdown since its inception was -11.15%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SNPV and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.06%
0
SNPV
VOO

Volatility

SNPV vs. VOO - Volatility Comparison

The current volatility for Xtrackers S&P 500 Value ESG ETF (SNPV) is 2.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.12%. This indicates that SNPV experiences smaller price fluctuations and is considered to be less risky 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%SeptemberOctoberNovemberDecember2025February
2.65%
3.12%
SNPV
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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