84X0.DE vs. SADM.DE
84X0.DE (iShares MSCI EM ex-China UCITS ETF USD Acc) and SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) are both Emerging Markets Equities funds - 84X0.DE tracks the MSCI Emerging Markets ex China Index (Net) while SADM.DE tracks the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. Both are passively managed. Over the past year, 84X0.DE returned 67.73% vs 27.71% for SADM.DE. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
84X0.DE vs. SADM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 84X0.DE achieves a 40.37% return, which is significantly higher than SADM.DE's 13.18% return.
84X0.DE
- 1D
- -1.73%
- 1M
- 5.67%
- YTD
- 40.37%
- 6M
- 42.72%
- 1Y
- 67.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SADM.DE
- 1D
- -2.01%
- 1M
- 0.00%
- YTD
- 13.18%
- 6M
- 12.47%
- 1Y
- 27.71%
- 3Y*
- 14.44%
- 5Y*
- 4.21%
- 10Y*
- —
84X0.DE vs. SADM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
84X0.DE iShares MSCI EM ex-China UCITS ETF USD Acc | 40.37% | 19.85% | 9.62% | 7.38% |
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 13.18% | 18.73% | 12.63% | 1.73% |
Correlation
The correlation between 84X0.DE and SADM.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2023 | 0.80 |
The correlation between 84X0.DE and SADM.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
84X0.DE vs. SADM.DE — Risk / Return Rank
84X0.DE
SADM.DE
84X0.DE vs. SADM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) and Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 84X0.DE | SADM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.29 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 5.88 | 3.04 | +2.84 |
| Martin ratioReturn relative to average drawdown | 21.92 | 9.77 | +12.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 84X0.DE | SADM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.52 | 1.69 | +1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.77 | 0.50 | +1.27 |
Drawdowns
84X0.DE vs. SADM.DE - Drawdown Comparison
The maximum 84X0.DE drawdown since its inception was -19.72%, smaller than the maximum SADM.DE drawdown of -27.30%. Use the drawdown chart below to compare losses from any high point for 84X0.DE and SADM.DE.
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Drawdown Indicators
| 84X0.DE | SADM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.72% | -27.30% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -9.42% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.42% | — |
Current DrawdownCurrent decline from peak | -2.49% | -3.17% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -11.37% | +8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.93% | +0.20% |
Volatility
84X0.DE vs. SADM.DE - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) has a higher volatility of 8.41% compared to Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) at 5.86%. This indicates that 84X0.DE's price experiences larger fluctuations and is considered to be riskier than SADM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 84X0.DE | SADM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 5.86% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 13.63% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.46% | 16.94% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 16.88% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 16.97% | +0.14% |
84X0.DE vs. SADM.DE - Expense Ratio Comparison
Both 84X0.DE and SADM.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
84X0.DE vs. SADM.DE - Dividend Comparison
Neither 84X0.DE nor SADM.DE has paid dividends to shareholders.
Frequently Asked Questions
84X0.DE and SADM.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
84X0.DE and SADM.DE have the same expense ratio: 0.18% per year.
84X0.DE tracks MSCI Emerging Markets ex China Index (Net), while SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. They also come from different issuers: iShares and Amundi.
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