ETY vs SNPE

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and XTRACKERS S&P 500 ESG ETF (SNPE, ETF).

5-Year PerformanceSNPE has outperformed ETY, delivering a return of +14.1% compared to +10.7%

ETY vs SNPE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	SNPE(ETF)
Net Assets	$2.30B	$2.30B
Expense Ratio	N/A	0.10%
Max Drawdown	64.57%	33.84%
Sharpe Ratio	0.84	2.20
5Y Beta	0.94	0.97
P/E Ratio	N/A	29.03
Forward P/E	N/A	20.46
5Y Dividends CAGR	4.98%	6.72%
5Y EPS CAGR	N/A	30.89%
Debt to Equity	N/A	21.09%
P/S Ratio	N/A	3.37
P/B Ratio	N/A	5.92

Net Assets

ETY

$2.30B

SNPE

$2.30B

Expense Ratio

ETY

N/A

SNPE

0.10%

Max Drawdown

ETY

64.57%

Winner

SNPE

33.84%

Sharpe Ratio

ETY

0.84

Winner

SNPE

2.20

5Y Beta

Winner

ETY

0.94

SNPE

0.97

P/E Ratio

ETY

N/A

SNPE

29.03

Forward P/E

ETY

N/A

SNPE

20.46

5Y Dividends CAGR

ETY

4.98%

Winner

SNPE

6.72%

5Y EPS CAGR

ETY

N/A

SNPE

30.89%

Debt to Equity

ETY

N/A

SNPE

21.09%

P/S Ratio

ETY

N/A

SNPE

3.37

P/B Ratio

ETY

N/A

SNPE

5.92

ETY vs SNPE - Historical Returns

Returns include dividend reinvestment.

Period	ETY	SNPE
1 month	+6.58%	+8.58%
3 months	+1.80%	+5.32%
6 months	+0.85%	+11.44%
1 year	+13.62%	+34.75%
5 years(CAGR)	+10.72%	+14.07%
10 years(CAGR)	+13.00%	N/A
Max(CAGR)	+8.72%	+17.18%

ETY

+6.58%

Winner

SNPE

+8.58%

ETY

+1.80%

Winner

SNPE

+5.32%

ETY

+0.85%

Winner

SNPE

+11.44%

ETY

+13.62%

Winner

SNPE

+34.75%

5Y(CAGR)

ETY

+10.72%

Winner

SNPE

+14.07%

10Y(CAGR)

ETY

+13.00%

SNPE

N/A

Max(CAGR)

ETY

+8.72%

Winner

SNPE

+17.18%

ETY vs SNPE - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	SNPE
2026	+0.85%	+7.69%
2025	+11.01%	+18.98%
2024	+35.10%	+24.53%
2023	+21.52%	+28.32%
2022	-20.72%	-18.42%
2021	+34.82%	+33.36%
2020	+6.29%	+18.83%
2019	+31.23%	+12.92%
2018	-10.18%	N/A
2017	+29.36%	N/A
2016	+4.62%	N/A
2015	+9.12%	N/A
2014	+12.87%	N/A
2013	+25.11%	N/A
2012	+16.30%	N/A
2011	-13.08%	N/A
2010	-2.81%	N/A
2009	+36.46%	N/A
2008	-25.83%	N/A
2007	-8.21%	N/A
2006	+0.25%	N/A

ETY vs SNPE Drawdown Comparison

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The maximum drawdown for SNPE was -33.35%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.

The current ETY drawdown is -1.75%.

Rank	ETY	SNPE
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-33.35% Feb 19, 2020 - Aug 5, 2020
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-24.66% Jan 3, 2022 - Dec 1, 2023
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-19.15% Dec 4, 2024 - Jun 30, 2025
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-10.17% Sep 2, 2020 - Nov 16, 2020
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-9.46% Feb 9, 2026 - Apr 15, 2026
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-9.00% Jul 16, 2024 - Sep 24, 2024
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-5.82% Jul 26, 2019 - Sep 12, 2019
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-5.54% Mar 28, 2024 - May 14, 2024
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-4.99% Sep 2, 2021 - Oct 19, 2021
#10	-8.97% Jan 26, 2018 - May 8, 2018	-4.43% Oct 28, 2025 - Dec 5, 2025
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	-4.16% May 7, 2021 - Jun 10, 2021
#12	-8.09% May 21, 2013 - Jul 15, 2013	-4.13% Sep 12, 2019 - Oct 21, 2019
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	-4.01% Feb 16, 2021 - Mar 11, 2021
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	-3.64% Jan 25, 2021 - Feb 4, 2021
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	-3.57% Nov 18, 2021 - Dec 8, 2021

Correlation

Correlation between ETY and SNPE is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2007 - 2026)

ETY vs SNPE dividend yield comparison.

Year	ETY	SNPE
2026	2.65%	0.18%
2025	7.76%	1.01%
2024	7.59%	1.17%
2023	7.92%	1.32%
2022	10.04%	1.65%
2021	7.01%	1.08%
2020	8.26%	1.42%
2019	8.08%	1.20%
2018	9.92%	0.00%
2017	8.30%	0.00%
2016	9.77%	0.00%
2015	9.03%	0.00%
2014	9.06%	0.00%
2013	9.26%	0.00%
2012	11.19%	0.00%
2011	13.06%	0.00%
2010	14.35%	0.00%
2009	14.09%	0.00%
2008	17.11%	0.00%
2007	11.13%	0.00%