SNAW.DE vs. XZEU.DE
Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE).
SNAW.DE and XZEU.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. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. Both SNAW.DE and XZEU.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNAW.DE or XZEU.DE.
Key characteristics
| SNAW.DE | XZEU.DE | |
|---|---|---|
| YTD Return | 26.94% | 11.68% |
| 1Y Return | 33.95% | 18.66% |
| 3Y Return (Ann) | 10.17% | 4.29% |
| 5Y Return (Ann) | 13.83% | 7.91% |
| Sharpe Ratio | 2.94 | 1.67 |
| Sortino Ratio | 3.90 | 2.33 |
| Omega Ratio | 1.61 | 1.30 |
| Calmar Ratio | 2.59 | 2.70 |
| Martin Ratio | 18.11 | 10.95 |
| Ulcer Index | 1.86% | 1.61% |
| Daily Std Dev | 11.42% | 10.59% |
| Max Drawdown | -33.26% | -33.18% |
| Current Drawdown | 0.00% | -4.43% |
Correlation
The correlation between SNAW.DE and XZEU.DE is 0.78, 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.
Performance
SNAW.DE vs. XZEU.DE - Performance Comparison
In the year-to-date period, SNAW.DE achieves a 26.94% return, which is significantly higher than XZEU.DE's 11.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SNAW.DE vs. XZEU.DE - Expense Ratio Comparison
Both SNAW.DE and XZEU.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%.
Risk-Adjusted Performance
SNAW.DE vs. XZEU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
Dividends
SNAW.DE vs. XZEU.DE - Dividend Comparison
Neither SNAW.DE nor XZEU.DE has paid dividends to shareholders.
Drawdowns
SNAW.DE vs. XZEU.DE - Drawdown Comparison
The maximum SNAW.DE drawdown since its inception was -33.26%, roughly equal to the maximum XZEU.DE drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and XZEU.DE. For additional features, visit the drawdowns tool.
Volatility
SNAW.DE vs. XZEU.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) is 3.22%, while Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) has a volatility of 4.42%. This indicates that SNAW.DE experiences smaller price fluctuations and is considered to be less risky than XZEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.