AE5A.DE vs. SADM.DE
AE5A.DE (Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist) and SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) are both Emerging Markets Equities funds from Amundi - AE5A.DE tracks the MSCI Emerging Markets Index while SADM.DE tracks the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. Both are passively managed. Over the past 5 years, AE5A.DE returned 8.49%/yr vs 4.21%/yr for SADM.DE. Their correlation of 0.94 suggests significant overlap in exposure. AE5A.DE charges 0.14%/yr vs 0.18%/yr for SADM.DE.
Performance
AE5A.DE vs. SADM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE5A.DE achieves a 27.41% return, which is significantly higher than SADM.DE's 13.18% return.
AE5A.DE
- 1D
- -1.54%
- 1M
- 3.57%
- YTD
- 27.41%
- 6M
- 28.14%
- 1Y
- 48.94%
- 3Y*
- 20.90%
- 5Y*
- 8.49%
- 10Y*
- 9.98%
SADM.DE
- 1D
- -2.01%
- 1M
- 0.00%
- YTD
- 13.18%
- 6M
- 12.47%
- 1Y
- 27.71%
- 3Y*
- 14.44%
- 5Y*
- 4.21%
- 10Y*
- —
AE5A.DE vs. SADM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 27.41% | 19.26% | 14.36% | 5.58% | -14.19% | 4.19% | 20.82% |
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 13.18% | 18.73% | 12.63% | 0.17% | -15.44% | 6.79% | 18.80% |
Correlation
The correlation between AE5A.DE and SADM.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.94 |
The correlation between AE5A.DE and SADM.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
AE5A.DE vs. SADM.DE — Risk / Return Rank
AE5A.DE
SADM.DE
AE5A.DE vs. SADM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.
| AE5A.DE | SADM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.29 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 3.04 | +1.76 |
| Martin ratioReturn relative to average drawdown | 17.35 | 9.77 | +7.58 |
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
| AE5A.DE | SADM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 1.69 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.25 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.50 | -0.08 |
Drawdowns
AE5A.DE vs. SADM.DE - Drawdown Comparison
The maximum AE5A.DE drawdown since its inception was -36.16%, which is greater than SADM.DE's maximum drawdown of -27.30%. Use the drawdown chart below to compare losses from any high point for AE5A.DE and SADM.DE.
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Drawdown Indicators
| AE5A.DE | SADM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -27.30% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -9.42% | -0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -17.93% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -26.42% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | — | — |
Current DrawdownCurrent decline from peak | -2.56% | -3.17% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -11.37% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.93% | -0.06% |
Volatility
AE5A.DE vs. SADM.DE - Volatility Comparison
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a higher volatility of 7.32% compared to Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) at 5.86%. This indicates that AE5A.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
| AE5A.DE | SADM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 5.86% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 13.63% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 16.94% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 16.88% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 16.97% | +2.08% |
AE5A.DE vs. SADM.DE - Expense Ratio Comparison
AE5A.DE has a 0.14% expense ratio, which is lower than SADM.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AE5A.DE vs. SADM.DE - Dividend Comparison
AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while SADM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AE5A.DE Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist | 1.69% | 2.15% | 3.38% | 3.80% | 2.44% | 1.62% | 1.71% | 2.01% | 2.17% |
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, AE5A.DE and SADM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.18% for SADM.DE.
AE5A.DE tracks MSCI Emerging Markets Index, while SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. Their fees differ too: 0.14% for AE5A.DE and 0.18% for SADM.DE.
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