# Is it possible to speed up SDE simulation?

Is it possible to speed up SDE simulation in Mathematica? I am simulating a large number of Heston processes that look like the following (note this code is only a slight modification of the documentation here https://reference.wolfram.com/language/example/HestonModel.html):

cW[\[Rho]_] :=
ItoProcess[{{0, 0}, IdentityMatrix[2]}, {{w1, w2}, {0, 0}},
t, {{1., \[Rho]}, {\[Rho], 1.}}];
hm = ItoProcess[{\[DifferentialD]s[
t] == \[Mu] s[t] \[DifferentialD]t +
Sqrt[r[t]] s[
t] \[DifferentialD]Subscript[w, s][t], \[DifferentialD]r[
t] == \[Kappa] (\[Theta] -
r[t]) \[DifferentialD]t + \[Xi] Sqrt[
r[t]] \[DifferentialD]Subscript[w, \[Nu]][t]}, {s[t],
r[t]}, {{s, r}, {Subscript[s, 0], Subscript[r, 0]}},
t, {Subscript[w, s], Subscript[w, \[Nu]]} \[Distributed]
cW[\[Rho]]];
Subscript[s, 0] = 1.;
Subscript[r, 0] = .10;
{\[Mu], \[Kappa], \[Theta], \[Xi], \[Rho]} = {0, 1.58, .10, .1, -.8};

z = RandomFunction[hm, {0, 30, .5}, 10000,
Method -> "EulerMaruyama"] // AbsoluteTiming



I've noticed that MATLAB runs these types of simulations at the very least, four times faster.