VFVA vs. SNPD

Last updated Jun 4, 2026

VFVA (Vanguard U.S. Value Factor ETF) and SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) are both Mid Cap Value Equities funds. VFVA is actively managed, while SNPD is passively managed. Over the past 3 years, VFVA returned 17.34%/yr vs 8.75%/yr for SNPD. Their correlation of 0.84 suggests significant overlap in exposure. VFVA charges 0.13%/yr vs 0.15%/yr for SNPD.

Performance

VFVA vs. SNPD - Performance Comparison

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

Returns By Period

In the year-to-date period, VFVA achieves a 9.50% return, which is significantly higher than SNPD's 8.10% return.

VFVA

• 1D: -1.33%
• 1M: 0.94%
• YTD: 9.50%
• 6M: 10.40%
• 1Y: 28.50%
• 3Y*: 17.34%
• 5Y*: 9.48%
• 10Y*: —

SNPD

• 1D: -0.11%
• 1M: 1.63%
• YTD: 8.10%
• 6M: 8.48%
• 1Y: 13.67%
• 3Y*: 8.75%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFVA vs. SNPD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VFVA Vanguard U.S. Value Factor ETF	9.50%	14.77%	7.67%	17.37%	2.83%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	8.10%	6.66%	5.41%	2.68%	3.49%

Correlation

The correlation between VFVA and SNPD is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.84

The correlation between VFVA and SNPD has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

VFVA vs. SNPD - Sectors Allocation Comparison

Sectors	VFVA	SNPD
Financial Services	25.7%	8.5%
Healthcare	14.9%	4.9%
Technology	14.5%	6.3%
Consumer Cyclical	13.1%	8.7%
Industrials	7.6%	17.5%
Energy	7.3%	3.1%
Consumer Defensive	7.1%	18.7%
Communication Services	6.2%	3.4%
Basic Materials	3.3%	7.1%
Real Estate	0.4%	6.8%
Utilities	-	14.4%

Return for Risk

VFVA vs. SNPD — Risk / Return Rank

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

VFVA

VFVA Risk / Return Rank: 58
VFVA Sharpe Ratio Rank: 54
VFVA Sortino Ratio Rank: 57
VFVA Omega Ratio Rank: 52
VFVA Calmar Ratio Rank: 66
VFVA Martin Ratio Rank: 59

SNPD

SNPD Risk / Return Rank: 33
SNPD Sharpe Ratio Rank: 34
SNPD Sortino Ratio Rank: 36
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 32
SNPD Martin Ratio Rank: 32

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.

VFVA vs. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) 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.

	VFVA	SNPD	Difference
Sharpe ratio Return per unit of total volatility	1.87	1.24	+0.63
Sortino ratio Return per unit of downside risk	2.76	1.88	+0.87
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	3.35	1.58	+1.77
Martin ratio Return relative to average drawdown	10.61	4.72	+5.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFVA vs. SNPD - Sharpe Ratio Comparison

The current VFVA Sharpe Ratio is 1.87, which is higher than the SNPD Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VFVA and SNPD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VFVA	SNPD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	1.24	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.57	-0.14

Drawdowns

VFVA vs. SNPD - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for VFVA and SNPD.

Drawdown Indicators

	VFVA	SNPD	Difference
Max Drawdown Largest peak-to-trough decline	-48.58%	-15.80%	-32.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-8.68%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	-15.80%	-8.27%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	—	—
Current Drawdown Current decline from peak	-1.51%	-3.20%	+1.69%
Average Drawdown Average peak-to-trough decline	-7.31%	-3.94%	-3.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.90%	-0.21%

Volatility

VFVA vs. SNPD - Volatility Comparison

Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 3.36% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 2.75%. This indicates that VFVA'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.

Volatility by Period

	VFVA	SNPD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	2.75%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	8.04%	+1.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	11.05%	+4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.18%	13.14%	+7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	13.14%	+11.18%

VFVA vs. SNPD - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is lower than SNPD's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VFVA vs. SNPD - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.95%, less than SNPD's 3.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.01%	3.10%	2.78%	2.63%	0.57%	0.00%	0.00%	0.00%	0.00%
VFVA Vanguard U.S. Value Factor ETF	1.95%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%

Frequently Asked Questions

Can I hold both VFVA and SNPD in my portfolio?

VFVA and SNPD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VFVA or SNPD?

VFVA has higher volatility (3.36%) compared to SNPD (2.75%). In terms of maximum drawdown, VFVA dropped -48.58% vs SNPD's -15.80%.

Which ETF is better, VFVA or SNPD?

On 3-year performance, VFVA leads with 17.34% vs 8.75% for SNPD. On fees, VFVA is cheaper at 0.13% per year. On volatility, SNPD has been the lower-risk option at 2.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VFVA or SNPD?

Over the 3-year period, VFVA has performed better with a 17.34% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VFVA or SNPD?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.15% for SNPD.

Which ETF pays a higher dividend yield, VFVA or SNPD?

SNPD has the higher dividend yield at 3.01%, compared with 1.95% for VFVA.

What is the main difference between VFVA and SNPD?

They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.13% for VFVA and 0.15% for SNPD.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (1.87 vs 1.24), 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.