Wife & I each have a 940, and find them surprisingly efficient with the short barrel. Last year I chrono'ed the 940's with fmj 115gr, and +P+ 115 (9BPLE) and +P 124 GR (Speer). Also chrono'ed our 640's in 357 with 38+p 158 LSWCHP, 38 +P 125 JHP, 357 125 GR (Fed LE) and 357 158 JHP.
I was surprised to see the 9mm 115 std load faster than the 38+P 125, and the 9mm +P right on the heels of the 357's. Don't have the numbers right at hand, but that's the gist of it as I recall, with the differences a lot less than expected. Hope to find time to do a more organized comparison later this year.
357's were faster than the 9mm, but not by as much as one might expect. Didn't have any Gold Dot short barrel ammo on hand, and it no doubt would be a better performer in the snubs.
Like the 45ACP wheelguns, the 9mm moonclips were a quick reload. And like the 45 moonclips, reloads are not as easy to carry as speed strips, but no worse than speedloaders, IMO.
One big advantage for the 9mm is muzzle blast and flash are less than the 357 loads in the snub, and even less obnoxious than the 38+P's.