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Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

LU2109787551

WKN

A2PZDB

Issuer

Amundi Luxembourg S.A.

Inception Date

Jun 24, 2020

Leveraged

1x

Index Tracked

MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped

Domicile

Luxembourg

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

SADM.DE has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for SADM.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi MSCI Emerging ESG Leaders - UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
12.05%
16.84%
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Amundi MSCI Emerging ESG Leaders - UCITS ETF had a return of 5.15% year-to-date (YTD) and 16.93% in the last 12 months.


SADM.DE

YTD

5.15%

1M

3.50%

6M

11.47%

1Y

16.93%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of SADM.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.44%5.15%
2024-1.98%2.87%1.66%1.12%-0.76%4.36%-0.24%-0.30%7.72%-2.95%0.15%0.74%12.63%
20236.65%-5.42%0.46%-3.26%-0.57%2.61%5.21%-5.16%-1.15%-4.05%4.27%1.49%0.17%
20221.77%-5.14%-0.85%-1.36%-2.04%-3.32%1.34%1.06%-9.25%-3.53%10.51%-4.55%-15.44%
20215.95%0.29%3.18%-0.80%0.82%4.19%-5.72%2.78%-1.50%0.96%-2.74%-0.27%6.79%
20202.89%0.97%0.93%2.51%6.91%3.39%18.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SADM.DE is 50, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SADM.DE is 5050
Overall Rank
The Sharpe Ratio Rank of SADM.DE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SADM.DE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SADM.DE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SADM.DE is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SADM.DE is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SADM.DE, currently valued at 1.36, compared to the broader market0.002.004.001.361.74
The chart of Sortino ratio for SADM.DE, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.0012.001.942.35
The chart of Omega ratio for SADM.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.32
The chart of Calmar ratio for SADM.DE, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.832.61
The chart of Martin ratio for SADM.DE, currently valued at 5.45, compared to the broader market0.0020.0040.0060.0080.00100.005.4510.66
SADM.DE
^GSPC

The current Amundi MSCI Emerging ESG Leaders - UCITS ETF Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi MSCI Emerging ESG Leaders - UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.36
1.96
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi MSCI Emerging ESG Leaders - UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.48%
-0.48%
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi MSCI Emerging ESG Leaders - UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi MSCI Emerging ESG Leaders - UCITS ETF was 27.30%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Amundi MSCI Emerging ESG Leaders - UCITS ETF drawdown is 7.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.3%Feb 16, 2021433Oct 24, 2022
-4.94%Jul 22, 202048Sep 25, 20209Oct 8, 202057
-4.6%Jan 22, 20216Jan 29, 20213Feb 3, 20219
-3.53%Jul 14, 20203Jul 16, 20203Jul 21, 20206
-2.7%Nov 30, 20201Nov 30, 20208Dec 10, 20209

Volatility

Volatility Chart

The current Amundi MSCI Emerging ESG Leaders - UCITS ETF volatility is 4.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.12%
3.99%
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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