PortfoliosLab logoPortfoliosLab logo
WRLD.DE vs. SNAW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRLD.DE vs. SNAW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
6.32%11.71%1.59%11.63%-16.39%8.00%
SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)
-2.52%7.91%27.45%22.43%-15.24%10.55%

Returns By Period

In the year-to-date period, WRLD.DE achieves a 6.32% return, which is significantly higher than SNAW.DE's -2.52% return.


WRLD.DE

1D
0.08%
1M
-1.75%
YTD
6.32%
6M
6.75%
1Y
21.40%
3Y*
6.98%
5Y*
10Y*

SNAW.DE

1D
-0.02%
1M
-2.17%
YTD
-2.52%
6M
0.61%
1Y
12.06%
3Y*
15.49%
5Y*
10.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

WRLD.DE has a 0.55% expense ratio, which is higher than SNAW.DE's 0.20% expense ratio.


Return for Risk

WRLD.DE vs. SNAW.DE — Risk / Return Rank

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

WRLD.DE
WRLD.DE Risk / Return Rank: 7171
Overall Rank
WRLD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WRLD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
WRLD.DE Omega Ratio Rank: 6060
Omega Ratio Rank
WRLD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
WRLD.DE Martin Ratio Rank: 8080
Martin Ratio Rank

SNAW.DE
SNAW.DE Risk / Return Rank: 5050
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: 3636
Omega Ratio Rank
SNAW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SNAW.DE Martin Ratio Rank: 7474
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.

WRLD.DE vs. SNAW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.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.


WRLD.DESNAW.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.72

+0.51

Sortino ratio

Return per unit of downside risk

1.71

1.06

+0.65

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

3.31

2.36

+0.95

Martin ratio

Return relative to average drawdown

10.62

9.15

+1.47

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

The current WRLD.DE Sharpe Ratio is 1.23, which is higher than the SNAW.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WRLD.DE and SNAW.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.


Loading graphics...

Sharpe Ratios by Period


WRLD.DESNAW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.72

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.60

-0.35

Correlation

The correlation between WRLD.DE and SNAW.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.


Dividends

WRLD.DE vs. SNAW.DE - Dividend Comparison

Neither WRLD.DE nor SNAW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRLD.DE vs. SNAW.DE - Drawdown Comparison

The maximum WRLD.DE drawdown since its inception was -23.55%, smaller than the maximum SNAW.DE drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for WRLD.DE and SNAW.DE.


Loading graphics...

Drawdown Indicators


WRLD.DESNAW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-33.26%

+9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-8.53%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

Current Drawdown

Current decline from peak

-4.76%

-4.96%

+0.20%

Average Drawdown

Average peak-to-trough decline

-9.81%

-5.54%

-4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.99%

+0.47%

Volatility

WRLD.DE vs. SNAW.DE - Volatility Comparison

Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a higher volatility of 6.02% compared to iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) at 4.52%. This indicates that WRLD.DE's price experiences larger fluctuations and is considered to be riskier than SNAW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WRLD.DESNAW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

4.52%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

8.86%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

16.63%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

14.56%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

17.26%

-0.27%