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Xtrackers S&P ESG Dividend Aristocrats ETF SNPD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SNPD | Replication |
|---|---|---|
| Annualized growth | 5.9% | 9.4% |
| Annualized volatility | 12.5% | 12.1% |
| Sharpe ratio | 0.52 | 0.80 |
| Maximum drawdown | 13.6% | 12.7% |
| Replication fit (R²) | 0.92 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SNPD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 30.9% |
| XLP | Sector · Cons Staples | 29.3% |
| VBR | Small-Cap · Value | 27.4% |
| VNQ | Sector · Real Estate | 9.3% |
| VOE | Mid-Cap · Value | 3.0% |