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SNW.DE vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SNW.DE and IWDA.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SNW.DE vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sanofi (SNW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.23%
8.86%
SNW.DE
IWDA.L

Key characteristics

Sharpe Ratio

SNW.DE:

1.36

IWDA.L:

1.73

Sortino Ratio

SNW.DE:

2.09

IWDA.L:

2.38

Omega Ratio

SNW.DE:

1.24

IWDA.L:

1.31

Calmar Ratio

SNW.DE:

1.38

IWDA.L:

2.71

Martin Ratio

SNW.DE:

3.95

IWDA.L:

10.31

Ulcer Index

SNW.DE:

6.22%

IWDA.L:

1.99%

Daily Std Dev

SNW.DE:

18.07%

IWDA.L:

11.82%

Max Drawdown

SNW.DE:

-51.09%

IWDA.L:

-34.11%

Current Drawdown

SNW.DE:

-1.81%

IWDA.L:

0.00%

Returns By Period

In the year-to-date period, SNW.DE achieves a 11.26% return, which is significantly higher than IWDA.L's 4.87% return. Over the past 10 years, SNW.DE has underperformed IWDA.L with an annualized return of 5.74%, while IWDA.L has yielded a comparatively higher 10.28% annualized return.


SNW.DE

YTD

11.26%

1M

6.02%

6M

5.49%

1Y

25.48%

5Y*

5.98%

10Y*

5.74%

IWDA.L

YTD

4.87%

1M

3.36%

6M

8.86%

1Y

20.18%

5Y*

11.71%

10Y*

10.28%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SNW.DE vs. IWDA.L — Risk-Adjusted Performance Rank

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

SNW.DE
The Risk-Adjusted Performance Rank of SNW.DE is 7979
Overall Rank
The Sharpe Ratio Rank of SNW.DE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SNW.DE is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SNW.DE is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SNW.DE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SNW.DE is 7575
Martin Ratio Rank

IWDA.L
The Risk-Adjusted Performance Rank of IWDA.L is 7171
Overall Rank
The Sharpe Ratio Rank of IWDA.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.L is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.L is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNW.DE vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sanofi (SNW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.


Sharpe ratio
The chart of Sharpe ratio for SNW.DE, currently valued at 0.97, compared to the broader market-2.000.002.004.000.971.65
The chart of Sortino ratio for SNW.DE, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.006.001.572.26
The chart of Omega ratio for SNW.DE, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.30
The chart of Calmar ratio for SNW.DE, currently valued at 0.91, compared to the broader market0.002.004.006.000.912.56
The chart of Martin ratio for SNW.DE, currently valued at 2.15, compared to the broader market-10.000.0010.0020.0030.002.159.69
SNW.DE
IWDA.L

The current SNW.DE Sharpe Ratio is 1.36, which is comparable to the IWDA.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of SNW.DE and IWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.97
1.65
SNW.DE
IWDA.L

Dividends

SNW.DE vs. IWDA.L - Dividend Comparison

SNW.DE's dividend yield for the trailing twelve months is around 3.61%, while IWDA.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SNW.DE
Sanofi
3.61%4.02%3.97%3.69%3.60%4.00%3.42%4.05%4.13%3.85%3.58%3.73%
IWDA.L
iShares Core MSCI World 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%

Drawdowns

SNW.DE vs. IWDA.L - Drawdown Comparison

The maximum SNW.DE drawdown since its inception was -51.09%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SNW.DE and IWDA.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.92%
0
SNW.DE
IWDA.L

Volatility

SNW.DE vs. IWDA.L - Volatility Comparison

Sanofi (SNW.DE) has a higher volatility of 4.18% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.46%. This indicates that SNW.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.18%
3.46%
SNW.DE
IWDA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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