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VEGI vs. SNPD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGI vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Agriculture Producers ETF (VEGI) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

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VEGI vs. SNPD - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEGI
iShares MSCI Agriculture Producers ETF
18.25%11.34%-4.85%-8.59%0.14%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
4.67%6.66%5.41%2.68%3.49%

Returns By Period

In the year-to-date period, VEGI achieves a 18.25% return, which is significantly higher than SNPD's 4.67% return.


VEGI

1D
0.82%
1M
-1.79%
YTD
18.25%
6M
19.35%
1Y
24.93%
3Y*
5.26%
5Y*
4.71%
10Y*
9.60%

SNPD

1D
0.04%
1M
-6.01%
YTD
4.67%
6M
5.77%
1Y
9.03%
3Y*
7.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGI vs. SNPD - Expense Ratio Comparison

VEGI has a 0.39% expense ratio, which is higher than SNPD's 0.15% expense ratio.


Return for Risk

VEGI vs. SNPD — Risk / Return Rank

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

VEGI
VEGI Risk / Return Rank: 7575
Overall Rank
VEGI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VEGI Sortino Ratio Rank: 8282
Sortino Ratio Rank
VEGI Omega Ratio Rank: 7272
Omega Ratio Rank
VEGI Calmar Ratio Rank: 8282
Calmar Ratio Rank
VEGI Martin Ratio Rank: 6666
Martin Ratio Rank

SNPD
SNPD Risk / Return Rank: 3030
Overall Rank
SNPD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SNPD Omega Ratio Rank: 2929
Omega Ratio Rank
SNPD Calmar Ratio Rank: 2828
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3131
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.

VEGI vs. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Agriculture Producers ETF (VEGI) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.


VEGISNPDDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.62

+0.83

Sortino ratio

Return per unit of downside risk

2.20

0.97

+1.22

Omega ratio

Gain probability vs. loss probability

1.28

1.13

+0.15

Calmar ratio

Return relative to maximum drawdown

2.43

0.79

+1.65

Martin ratio

Return relative to average drawdown

7.06

3.01

+4.06

VEGI vs. SNPD - Sharpe Ratio Comparison

The current VEGI Sharpe Ratio is 1.44, which is higher than the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VEGI and SNPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGISNPDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.62

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.17

Correlation

The correlation between VEGI and SNPD is 0.71, 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.


Dividends

VEGI vs. SNPD - Dividend Comparison

VEGI's dividend yield for the trailing twelve months is around 1.97%, less than SNPD's 3.11% yield.


TTM20252024202320222021202020192018201720162015
VEGI
iShares MSCI Agriculture Producers ETF
1.97%2.33%2.62%2.54%1.49%1.46%1.55%1.84%2.02%1.75%2.13%2.49%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.11%3.10%2.78%2.63%0.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEGI vs. SNPD - Drawdown Comparison

The maximum VEGI drawdown since its inception was -37.37%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for VEGI and SNPD.


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Drawdown Indicators


VEGISNPDDifference

Max Drawdown

Largest peak-to-trough decline

-37.37%

-15.80%

-21.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-11.68%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

Current Drawdown

Current decline from peak

-3.29%

-6.27%

+2.98%

Average Drawdown

Average peak-to-trough decline

-9.89%

-3.93%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.05%

+0.60%

Volatility

VEGI vs. SNPD - Volatility Comparison

iShares MSCI Agriculture Producers ETF (VEGI) has a higher volatility of 5.37% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.57%. This indicates that VEGI's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGISNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

3.57%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

7.91%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

14.72%

+2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

13.21%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

13.21%

+5.71%