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SWRD.AS vs. SLMC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWRD.AS vs. SLMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SWRD.AS) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SWRD.AS achieves a 11.10% return, which is significantly higher than SLMC.DE's 6.44% return.


SWRD.AS

1D
-0.29%
1M
5.59%
YTD
11.10%
6M
11.67%
1Y
23.98%
3Y*
17.79%
5Y*
12.98%
10Y*

SLMC.DE

1D
-0.86%
1M
4.30%
YTD
6.44%
6M
9.49%
1Y
15.40%
3Y*
13.39%
5Y*
9.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWRD.AS vs. SLMC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SWRD.AS
SPDR MSCI World UCITS ETF
11.10%7.29%27.33%20.14%-13.35%32.60%6.05%15.56%
SLMC.DE
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)
6.44%18.79%8.99%17.54%-11.33%24.92%-1.75%14.54%

Correlation

The correlation between SWRD.AS and SLMC.DE is 0.74, 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

0.74

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

0.70

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

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2019

0.79

The correlation between SWRD.AS and SLMC.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

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Return for Risk

SWRD.AS vs. SLMC.DE — Risk / Return Rank

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

SWRD.AS
SWRD.AS Risk / Return Rank: 6868
Overall Rank
SWRD.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWRD.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWRD.AS Omega Ratio Rank: 6666
Omega Ratio Rank
SWRD.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SWRD.AS Martin Ratio Rank: 7676
Martin Ratio Rank

SLMC.DE
SLMC.DE Risk / Return Rank: 3333
Overall Rank
SLMC.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SLMC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SLMC.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SLMC.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SLMC.DE Martin Ratio Rank: 3737
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.

SWRD.AS vs. SLMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWRD.AS) and iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.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.


SWRD.ASSLMC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

3.65

1.52

+2.13

Martin ratioReturn relative to average drawdown

14.76

5.68

+9.07

SWRD.AS vs. SLMC.DE - Sharpe Ratio Comparison

The current SWRD.AS Sharpe Ratio is 2.15, which is higher than the SLMC.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SWRD.AS and SLMC.DE, 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


SWRD.ASSLMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.14

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.64

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.64

+0.21

Drawdowns

SWRD.AS vs. SLMC.DE - Drawdown Comparison

The maximum SWRD.AS drawdown since its inception was -33.61%, roughly equal to the maximum SLMC.DE drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for SWRD.AS and SLMC.DE.


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Drawdown Indicators


SWRD.ASSLMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-34.92%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-10.10%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-16.83%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-20.92%

-0.59%

Current Drawdown

Current decline from peak

-0.29%

-2.11%

+1.82%

Average Drawdown

Average peak-to-trough decline

-4.42%

-4.88%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

2.70%

-1.09%

Volatility

SWRD.AS vs. SLMC.DE - Volatility Comparison

The current volatility for SPDR MSCI World UCITS ETF (SWRD.AS) is 2.79%, while iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) has a volatility of 4.92%. This indicates that SWRD.AS experiences smaller price fluctuations and is considered to be less risky than SLMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRD.ASSLMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

4.92%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

11.14%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

13.43%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

14.49%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

16.52%

-0.51%

SWRD.AS vs. SLMC.DE - Expense Ratio Comparison

Both SWRD.AS and SLMC.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SWRD.AS vs. SLMC.DE - Dividend Comparison

Neither SWRD.AS nor SLMC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SWRD.AS and SLMC.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SWRD.AS and SLMC.DE have the same expense ratio: 0.12% per year.

SWRD.AS is categorized as Global Equities, while SLMC.DE is Europe Equities. SWRD.AS tracks MSCI ACWI NR USD, while SLMC.DE tracks MSCI Europe ESG Screened. They also come from different issuers: State Street and iShares.

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