SAUM.L vs. VVSM.DE
SAUM.L (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and VVSM.DE (VanEck Semiconductor UCITS ETF) are both exchange-traded funds - SAUM.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while VVSM.DE is a Semiconductors fund tracking the MVIS US Listed Semiconductor 10% Capped ESG Index. Both are passively managed. Over the past 5 years, SAUM.L returned 10.39%/yr vs 38.25%/yr for VVSM.DE. A 0.56 correlation means they provide meaningful diversification when combined. SAUM.L charges 0.12%/yr vs 0.35%/yr for VVSM.DE.
Performance
SAUM.L vs. VVSM.DE - Performance Comparison
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Different Trading Currencies
SAUM.L is traded in GBP, while VVSM.DE is traded in EUR. To make them comparable, the VVSM.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAUM.L achieves a 7.86% return, which is significantly lower than VVSM.DE's 84.56% return.
SAUM.L
- 1D
- 0.58%
- 1M
- 5.64%
- YTD
- 7.86%
- 6M
- 9.55%
- 1Y
- 20.35%
- 3Y*
- 15.71%
- 5Y*
- 10.39%
- 10Y*
- —
VVSM.DE
- 1D
- -2.65%
- 1M
- 23.13%
- YTD
- 84.56%
- 6M
- 84.05%
- 1Y
- 173.23%
- 3Y*
- 57.18%
- 5Y*
- 38.25%
- 10Y*
- —
SAUM.L vs. VVSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 7.86% | 28.60% | 4.78% | 17.25% | -7.39% | 14.31% | 1.49% |
VVSM.DE VanEck Semiconductor UCITS ETF | 84.56% | 40.16% | 25.74% | 66.76% | -29.08% | 47.20% | 1.47% |
Correlation
The correlation between SAUM.L and VVSM.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2020 | 0.56 |
The correlation between SAUM.L and VVSM.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.
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Return for Risk
SAUM.L vs. VVSM.DE — Risk / Return Rank
SAUM.L
VVSM.DE
SAUM.L vs. VVSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and VanEck Semiconductor UCITS ETF (VVSM.DE). 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.
| SAUM.L | VVSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.72 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 14.86 | -13.00 |
| Martin ratioReturn relative to average drawdown | 6.50 | 51.46 | -44.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAUM.L | VVSM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 5.52 | -4.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.23 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.22 | -0.65 |
Drawdowns
SAUM.L vs. VVSM.DE - Drawdown Comparison
The maximum SAUM.L drawdown since its inception was -31.05%, smaller than the maximum VVSM.DE drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for SAUM.L and VVSM.DE.
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Drawdown Indicators
| SAUM.L | VVSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -36.85% | +5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -11.58% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.45% | -36.85% | +24.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -36.85% | +14.33% |
Current DrawdownCurrent decline from peak | -0.04% | -2.65% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -9.92% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 3.35% | -0.23% |
Volatility
SAUM.L vs. VVSM.DE - Volatility Comparison
The current volatility for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) is 4.37%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 12.07%. This indicates that SAUM.L experiences smaller price fluctuations and is considered to be less risky than VVSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAUM.L | VVSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 12.07% | -7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 23.90% | -12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 31.22% | -17.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 30.67% | -13.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 30.40% | -11.39% |
SAUM.L vs. VVSM.DE - Expense Ratio Comparison
SAUM.L has a 0.12% expense ratio, which is lower than VVSM.DE's 0.35% expense ratio.
Dividends
SAUM.L vs. VVSM.DE - Dividend Comparison
Neither SAUM.L nor VVSM.DE has paid dividends to shareholders.
Frequently Asked Questions
SAUM.L and VVSM.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SAUM.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAUM.L is cheaper with a 0.12% expense ratio, compared with 0.35% for VVSM.DE.
SAUM.L is categorized as Europe Equities, while VVSM.DE is Semiconductors. SAUM.L tracks MSCI EMU NR EUR, while VVSM.DE tracks MVIS US Listed Semiconductor 10% Capped ESG Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.12% for SAUM.L and 0.35% for VVSM.DE.
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