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SNAW.DE vs. GAGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNAW.DE vs. GAGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and Amundi Index Barclays Global Agg 500M (GAGG.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAW.DE vs. GAGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

SNAW.DE
SNAW.DE Risk / Return Rank: 6464
Overall Rank
SNAW.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SNAW.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SNAW.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SNAW.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
SNAW.DE Martin Ratio Rank: 6868
Martin Ratio Rank

GAGG.L
GAGG.L Risk / Return Rank: 1919
Overall Rank
GAGG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GAGG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
GAGG.L Omega Ratio Rank: 1919
Omega Ratio Rank
GAGG.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
GAGG.L Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEGAGG.LDifference
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

SNAW.DE vs. GAGG.L - Sharpe Ratio Comparison

The current SNAW.DE Sharpe Ratio is 2.05, which is higher than the GAGG.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SNAW.DE and GAGG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNAW.DEGAGG.LDifference

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.DEGAGG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.36%

-10.97%

+10.61%

Average Drawdown

Average peak-to-trough decline

-5.44%

-6.64%

+1.20%

Ulcer Index

Depth 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.DEGAGG.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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