Yes, the onboard switching power supply's are shut down, when you shutdown.
In sleep mode only a tiny amount of power is there on the standby supply to keep whats in RAM from going bye-bye. Similar to your car using a tiny amount of power ( <50mA) when the keys are out to keep the clock info, radio settings, car alarm in standby etc. But WAY lower in laptops.
The exception would be if you put in a after market car alarm on your laptop. ; P Kidding.