SNAW.DE vs. GAGG.L
SNAW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Acc)) and GAGG.L (Amundi Index Barclays Global Agg 500M) are both exchange-traded funds - SNAW.DE is a Global Equities fund tracking the MSCI World ESG Screened, while GAGG.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD. Both are passively managed. Over the past 5 years, SNAW.DE returned 13.25%/yr vs -0.89%/yr for GAGG.L. At a correlation of -0.01, they often move in opposite directions. SNAW.DE charges 0.20%/yr vs 0.03%/yr for GAGG.L.
Performance
SNAW.DE vs. GAGG.L - Performance Comparison
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Different Trading Currencies
SNAW.DE is traded in EUR, while GAGG.L is traded in GBp. To make them comparable, the GAGG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SNAW.DE achieves a 10.75% return, which is significantly higher than GAGG.L's 0.99% return.
SNAW.DE
- 1D
- 0.02%
- 1M
- 3.93%
- YTD
- 10.75%
- 6M
- 10.75%
- 1Y
- 24.24%
- 3Y*
- 18.23%
- 5Y*
- 13.25%
- 10Y*
- —
GAGG.L
- 1D
- 0.07%
- 1M
- 0.66%
- YTD
- 0.99%
- 6M
- 0.77%
- 1Y
- 0.95%
- 3Y*
- 0.50%
- 5Y*
- -0.89%
- 10Y*
- —
SNAW.DE vs. GAGG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SNAW.DE iShares MSCI World ESG Screened UCITS ETF USD (Acc) | 10.75% | 7.91% | 27.45% | 22.43% | -15.24% | 33.21% | 6.88% | 31.54% | -19.97% |
GAGG.L Amundi Index Barclays Global Agg 500M | 0.99% | -4.82% | 5.03% | 1.37% | -10.81% | 2.34% | -0.11% | 9.48% | 2.37% |
Correlation
The correlation between SNAW.DE and GAGG.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2018 | -0.01 |
The correlation between SNAW.DE and GAGG.L shifts across timeframes, from -0.01 (all time) to 0.14 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SNAW.DE vs. GAGG.L — Risk / Return Rank
SNAW.DE
GAGG.L
SNAW.DE vs. GAGG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and Amundi Index Barclays Global Agg 500M (GAGG.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.
| SNAW.DE | GAGG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.02 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 0.20 | +2.95 |
| Martin ratioReturn relative to average drawdown | 12.49 | 0.39 | +12.10 |
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
| SNAW.DE | GAGG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 0.10 | +1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | -0.14 | +1.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.06 | +0.63 |
Drawdowns
SNAW.DE vs. GAGG.L - Drawdown Comparison
The maximum SNAW.DE drawdown since its inception was -33.26%, which is greater than GAGG.L's maximum drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and GAGG.L.
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Drawdown Indicators
| SNAW.DE | GAGG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -16.01% | -17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -2.20% | -5.49% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -7.78% | -14.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -14.86% | -7.51% |
Current DrawdownCurrent decline from peak | -0.36% | -10.97% | +10.61% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -6.64% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.15% | +0.80% |
Volatility
SNAW.DE vs. GAGG.L - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) has a higher volatility of 2.85% compared to Amundi Index Barclays Global Agg 500M (GAGG.L) at 0.99%. This indicates that SNAW.DE's price experiences larger fluctuations and is considered to be riskier than GAGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNAW.DE | GAGG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 0.99% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 3.13% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 4.30% | +7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 6.39% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 6.39% | +10.77% |
SNAW.DE vs. GAGG.L - Expense Ratio Comparison
SNAW.DE has a 0.20% expense ratio, which is higher than GAGG.L's 0.03% 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%.
Dividends
SNAW.DE vs. GAGG.L - Dividend Comparison
Neither SNAW.DE nor GAGG.L has paid dividends to shareholders.
Frequently Asked Questions
SNAW.DE and GAGG.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GAGG.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GAGG.L is cheaper with a 0.03% expense ratio, compared with 0.20% for SNAW.DE.
SNAW.DE is categorized as Global Equities, while GAGG.L is Global Bonds. SNAW.DE tracks MSCI World ESG Screened, while GAGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SNAW.DE and 0.03% for GAGG.L.
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