SAUM.L vs. SWPPX
Compare and contrast key facts about iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and Schwab S&P 500 Index Fund (SWPPX).
SAUM.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 19, 2018. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAUM.L or SWPPX.
Correlation
The correlation between SAUM.L and SWPPX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SAUM.L vs. SWPPX - Performance Comparison
Key characteristics
SAUM.L:
0.98
SWPPX:
1.86
SAUM.L:
1.43
SWPPX:
2.51
SAUM.L:
1.17
SWPPX:
1.34
SAUM.L:
1.30
SWPPX:
2.81
SAUM.L:
2.77
SWPPX:
11.64
SAUM.L:
4.43%
SWPPX:
2.04%
SAUM.L:
12.51%
SWPPX:
12.77%
SAUM.L:
-31.05%
SWPPX:
-55.06%
SAUM.L:
-1.62%
SWPPX:
0.00%
Returns By Period
In the year-to-date period, SAUM.L achieves a 9.98% return, which is significantly higher than SWPPX's 4.63% return.
SAUM.L
9.98%
2.89%
7.67%
12.61%
8.59%
N/A
SWPPX
4.63%
2.56%
9.99%
25.10%
14.79%
13.05%
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SAUM.L vs. SWPPX - Expense Ratio Comparison
SAUM.L has a 0.12% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SAUM.L vs. SWPPX — Risk-Adjusted Performance Rank
SAUM.L
SWPPX
SAUM.L vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
SAUM.L vs. SWPPX - Dividend Comparison
SAUM.L has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.18%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.18% | 1.23% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% |
Drawdowns
SAUM.L vs. SWPPX - Drawdown Comparison
The maximum SAUM.L drawdown since its inception was -31.05%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SAUM.L and SWPPX. For additional features, visit the drawdowns tool.
Volatility
SAUM.L vs. SWPPX - Volatility Comparison
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) has a higher volatility of 4.36% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.97%. This indicates that SAUM.L's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.