^XSP vs. SNPE

In the year-to-date period, ^XSP achieves a 0.60% return, which is significantly higher than SNPE's -0.84% return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) and Xtrackers S&P 500 ESG ETF (SNPE). 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.

The current ^XSP Sharpe Ratio is 0.59, which is comparable to the SNPE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ^XSP and SNPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^XSP drawdown since its inception was -25.43%, smaller than the maximum SNPE drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for ^XSP and SNPE. For additional features, visit the drawdowns tool.

S&P 500 Mini-SPX Options Index (^XSP) and Xtrackers S&P 500 ESG ETF (SNPE) have volatilities of 6.12% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.