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SNAW.DE vs. SLMCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNAW.DE vs. SLMCX - 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 Columbia Seligman Technology and Information Fund (SLMCX). 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 SLMCX is traded in USD. To make them comparable, the SLMCX 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 lower than SLMCX's 58.75% 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*

SLMCX

1D
-0.26%
1M
12.76%
YTD
58.75%
6M
50.15%
1Y
118.69%
3Y*
43.54%
5Y*
27.16%
10Y*
27.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAW.DE vs. SLMCX - 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%
SLMCX
Columbia Seligman Technology and Information Fund
58.75%21.02%35.03%39.95%-26.87%49.37%32.54%57.63%-8.97%

Correlation

The correlation between SNAW.DE and SLMCX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2018

0.54

The correlation between SNAW.DE and SLMCX has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

SNAW.DE vs. SLMCX — 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

SLMCX
SLMCX Risk / Return Rank: 9696
Overall Rank
SLMCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SLMCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SLMCX Omega Ratio Rank: 9191
Omega Ratio Rank
SLMCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
SLMCX Martin Ratio Rank: 9898
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. SLMCX - 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 Columbia Seligman Technology and Information Fund (SLMCX). 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.DESLMCXDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.38

1.67

-0.29

Calmar ratioReturn relative to maximum drawdown

3.15

9.59

-6.43

Martin ratioReturn relative to average drawdown

12.49

37.53

-25.04

SNAW.DE vs. SLMCX - Sharpe Ratio Comparison

The current SNAW.DE Sharpe Ratio is 2.05, which is lower than the SLMCX Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of SNAW.DE and SLMCX, 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.DESLMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

4.61

-2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.06

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.81

-0.12

Drawdowns

SNAW.DE vs. SLMCX - Drawdown Comparison

The maximum SNAW.DE drawdown since its inception was -33.26%, smaller than the maximum SLMCX drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and SLMCX.


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Drawdown Indicators


SNAW.DESLMCXDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-42.14%

+8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-12.41%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-22.37%

-34.05%

+11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-34.05%

+11.68%

Max Drawdown (10Y)

Largest decline over 10 years

-37.38%

Current Drawdown

Current decline from peak

-0.36%

-0.93%

+0.57%

Average Drawdown

Average peak-to-trough decline

-5.44%

-8.10%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

3.16%

-1.21%

Volatility

SNAW.DE vs. SLMCX - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) is 2.85%, while Columbia Seligman Technology and Information Fund (SLMCX) has a volatility of 7.01%. This indicates that SNAW.DE experiences smaller price fluctuations and is considered to be less risky than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNAW.DESLMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

7.01%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

19.25%

-10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

25.83%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

25.66%

-11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

26.22%

-9.06%

SNAW.DE vs. SLMCX - Expense Ratio Comparison

SNAW.DE has a 0.20% expense ratio, which is lower than SLMCX's 1.17% expense ratio.


Dividends

SNAW.DE vs. SLMCX - Dividend Comparison

SNAW.DE has not paid dividends to shareholders, while SLMCX's dividend yield for the trailing twelve months is around 6.02%.


PositionTTM20252024202320222021202020192018201720162015
SLMCX
Columbia Seligman Technology and Information Fund
6.02%9.45%14.27%5.16%9.42%11.75%10.40%11.44%12.33%11.15%8.19%10.79%
SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNAW.DE and SLMCX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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