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

SNAW.DE vs. TSWE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE).

SNAW.DE and TSWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SNAW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ESG Screened. It was launched on Oct 19, 2018. TSWE.DE is a passively managed fund by VanEck that tracks the performance of the Solactive Sustainable World Equity. It was launched on May 3, 2013. Both SNAW.DE and TSWE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SNAW.DE vs. TSWE.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 VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024202320222021202020192018
SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)		-2.50%7.91%27.45%22.43%-15.24%33.21%6.88%31.54%-5.13%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A		0.52%13.87%16.42%16.27%-13.06%29.28%5.03%28.44%-5.05%

Returns By Period

In the year-to-date period, SNAW.DE achieves a -2.50% return, which is significantly lower than TSWE.DE's 0.52% return.

SNAW.DE

1D
2.35%
1M
-3.20%
YTD
-2.50%
6M
1.04%
1Y
12.07%
3Y*
15.58%
5Y*
10.92%
10Y*
—

TSWE.DE

1D
-0.31%
1M
-1.31%
YTD
0.52%
6M
5.57%
1Y
14.15%
3Y*
13.68%
5Y*
9.53%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI World ESG Screened UCITS ETF USD (Acc)

VanEck Sustainable World Equal Weight UCITS ETF A

Often compared with SNAW.DE:
SNAW.DE vs. XZEM.DESNAW.DE vs. IS3Q.DESNAW.DE vs. IWDA.ASSNAW.DE vs. IUIT.LSNAW.DE vs. IS3N.DESNAW.DE vs. SXR8.DESNAW.DE vs. LCUW.DE
Often compared with TSWE.DE:
TSWE.DE vs. JGPI.DETSWE.DE vs. LCUW.DETSWE.DE vs. IWDA.LTSWE.DE vs. SP2Q.DETSWE.DE vs. VOOTSWE.DE vs. EWLTSWE.DE vs. VT

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

Both SNAW.DE and TSWE.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A

Return for Risk

SNAW.DE vs. TSWE.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: 4242
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: 3737
Omega Ratio Rank
SNAW.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SNAW.DE Martin Ratio Rank: 5252
Martin Ratio Rank
TSWE.DE
TSWE.DE Risk / Return Rank: 5555
Overall Rank
TSWE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TSWE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
TSWE.DE Omega Ratio Rank: 4242
Omega Ratio Rank
TSWE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
TSWE.DE Martin Ratio Rank: 7777
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. TSWE.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 VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.DETSWE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.86

-0.14

Sortino ratio

Return per unit of downside risk

1.06

1.22

-0.16

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.42

2.42

-1.00

Martin ratio

Return relative to average drawdown

5.51

9.59

-4.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SNAW.DE Sharpe Ratio is 0.72, which is comparable to the TSWE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SNAW.DE and TSWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SNAW.DETSWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.86

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.69

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.72

-0.13

Correlation

The correlation between SNAW.DE and TSWE.DE is 0.92, 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. TSWE.DE - Dividend Comparison

SNAW.DE has not paid dividends to shareholders, while TSWE.DE's dividend yield for the trailing twelve months is around 1.93%.

TTM2025202420232022202120202019
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%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A		1.93%1.94%2.19%2.22%2.37%1.63%1.87%2.32%

Drawdowns

SNAW.DE vs. TSWE.DE - Drawdown Comparison

The maximum SNAW.DE drawdown since its inception was -33.26%, roughly equal to the maximum TSWE.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and TSWE.DE.

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Drawdown Indicators

SNAW.DETSWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-33.61%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-9.14%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-19.69%

-2.68%

Current Drawdown

Current decline from peak

-4.94%

-4.99%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.54%

-4.78%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.02%

+0.17%

Volatility

SNAW.DE vs. TSWE.DE - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) is 4.74%, while VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a volatility of 5.59%. This indicates that SNAW.DE experiences smaller price fluctuations and is considered to be less risky than TSWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SNAW.DETSWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

5.59%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

9.82%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

16.42%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

13.58%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

15.93%

+1.34%