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SLMA.DE vs. MWRD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLMA.DE and MWRD.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SLMA.DE vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

55.00%60.00%65.00%70.00%SeptemberOctoberNovemberDecember2025February
68.39%
68.92%
SLMA.DE
MWRD.L

Key characteristics

Returns By Period


SLMA.DE

YTD

9.43%

1M

6.22%

6M

10.65%

1Y

15.44%

5Y*

8.25%

10Y*

N/A

MWRD.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SLMA.DE vs. MWRD.L - Expense Ratio Comparison

SLMA.DE has a 0.12% expense ratio, which is higher than MWRD.L's 0.08% 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%.


SLMA.DE
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)
Expense ratio chart for SLMA.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for MWRD.L: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

SLMA.DE vs. MWRD.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLMA.DE
The Risk-Adjusted Performance Rank of SLMA.DE is 5454
Overall Rank
The Sharpe Ratio Rank of SLMA.DE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SLMA.DE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SLMA.DE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SLMA.DE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SLMA.DE is 5252
Martin Ratio Rank

MWRD.L
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLMA.DE vs. MWRD.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) and Amundi Index MSCI World (MWRD.L). 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.


Sharpe ratio
The chart of Sharpe ratio for SLMA.DE, currently valued at 0.90, compared to the broader market0.002.004.000.90
The chart of Sortino ratio for SLMA.DE, currently valued at 1.32, compared to the broader market0.005.0010.001.33
The chart of Omega ratio for SLMA.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
The chart of Calmar ratio for SLMA.DE, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.12
The chart of Martin ratio for SLMA.DE, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.00100.002.53
SLMA.DE
MWRD.L


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.90
-1.00
SLMA.DE
MWRD.L

Dividends

SLMA.DE vs. MWRD.L - Dividend Comparison

Neither SLMA.DE nor MWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLMA.DE vs. MWRD.L - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.23%
-1.71%
SLMA.DE
MWRD.L

Volatility

SLMA.DE vs. MWRD.L - Volatility Comparison

iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) has a higher volatility of 3.39% compared to Amundi Index MSCI World (MWRD.L) at 0.00%. This indicates that SLMA.DE's price experiences larger fluctuations and is considered to be riskier than MWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.39%
0
SLMA.DE
MWRD.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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