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Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) Sharpe Ratio: 1.14

ETF · Currency in EUR · Last updated Jun 26, 2026

The Amundi MSCI USA ESG Selection UCITS ETF Acc is a physically replicated accumulating equity fund. It tracks large- and mid-cap U.S. companies selected using environmental, social, and governance criteria with issuer weights capped at 5%.

SADU.DE's Sharpe Ratio of 1.14 indicates that for each unit of volatility, it generates 1.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SADU.DE Sharpe Ratio Rank

SADU.DE Sharpe Ratio Rank: 34.034
Below Average

SADU.DE ranks above 34.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SADU.DE Sharpe Ratio Market Positioning

The chart shows SADU.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.87 or lower
  • Yellow zone (middle 50%): 0.87 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.88+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi MSCI USA ESG Selection UCITS ETF Acc's Sharpe Ratio with other ETFs in the ESG, Large Cap Blend Equities category across multiple time periods, showing how SADU.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
H412.DEHSBC USA Sustainable Equity UCITS ETF USD2.91
IQSA.DEInvesco Global Active ESG Equity UCITS ETF USD Acc2.75
XU61.DEBNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR2.67
QDVD.DEiShares MSCI USA Quality Dividend Advanced UCITS ETF2.61
SPPY.DEState Street SPDR S&P 500 Leaders UCITS ETF2.50
4UBQ.DEUBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc2.49
ZA30.DEiShares S&P 500 ESG UCITS ETF USD Acc2.48
F500.DEAmundi S&P 500 ESG UCITS ETF Acc2.42
USUE.DEUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc2.36
CBUH.DEiShares MSCI World Momentum Factor ESG UCITS ETF USD Acc2.28
SADU.DEAmundi MSCI USA ESG Selection UCITS ETF Acc1.14

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SADU.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SADU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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