PortfoliosLab logoPortfoliosLab logo
SNAW.DE vs. LCUW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SNAW.DE vs. LCUW.DE - 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 MSCI World V UCITS ETF Acc (LCUW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SNAW.DE vs. LCUW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)
-2.52%7.91%27.45%22.43%-15.24%33.21%6.88%31.54%-19.97%
LCUW.DE
Amundi MSCI World V UCITS ETF Acc
0.00%3.85%25.97%20.04%-14.02%33.02%5.33%31.23%-8.71%

Returns By Period


SNAW.DE

1D
-0.02%
1M
-2.17%
YTD
-2.52%
6M
0.61%
1Y
12.06%
3Y*
15.49%
5Y*
10.92%
10Y*

LCUW.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SNAW.DE vs. LCUW.DE - Expense Ratio Comparison

SNAW.DE has a 0.20% expense ratio, which is higher than LCUW.DE's 0.12% 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%.


Return for Risk

SNAW.DE vs. LCUW.DE — 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: 5050
Overall Rank
SNAW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SNAW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNAW.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SNAW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SNAW.DE Martin Ratio Rank: 7474
Martin Ratio Rank

LCUW.DE
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. LCUW.DE - 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 MSCI World V UCITS ETF Acc (LCUW.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.


SNAW.DELCUW.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

Sortino ratio

Return per unit of downside risk

1.06

Omega ratio

Gain probability vs. loss probability

1.16

Calmar ratio

Return relative to maximum drawdown

2.36

Martin ratio

Return relative to average drawdown

9.15

SNAW.DE vs. LCUW.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


SNAW.DELCUW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

Correlation

The correlation between SNAW.DE and LCUW.DE is 0.89, 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.


Dividends

SNAW.DE vs. LCUW.DE - Dividend Comparison

Neither SNAW.DE nor LCUW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNAW.DE vs. LCUW.DE - Drawdown Comparison


Loading graphics...

Drawdown Indicators


SNAW.DELCUW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

Current Drawdown

Current decline from peak

-4.96%

Average Drawdown

Average peak-to-trough decline

-5.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

SNAW.DE vs. LCUW.DE - Volatility Comparison


Loading graphics...

Volatility by Period


SNAW.DELCUW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%