CBUM.DE vs. SADU.DE
CBUM.DE (iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc)) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - CBUM.DE is a S&P 500 fund tracking the S&P 500 Scored & Screened Index (EUR Hedged), while SADU.DE is a ESG fund tracking the MSCI USA ESG Selection P-Series 5% Issuer Capped Index. Both are passively managed. Over the past year, CBUM.DE returned 18.98% vs 25.26% for SADU.DE. A 0.78 correlation means they provide meaningful diversification when combined. CBUM.DE charges 0.10%/yr vs 0.15%/yr for SADU.DE.
Performance
CBUM.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUM.DE achieves a 6.79% return, which is significantly lower than SADU.DE's 14.27% return.
CBUM.DE
- 1D
- -1.48%
- 1M
- -1.70%
- 6M
- 6.13%
- YTD
- 6.79%
- 1Y
- 18.98%
- 3Y*
- 16.58%
- 5Y*
- —
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 0.03%
- 6M
- 11.69%
- YTD
- 14.27%
- 1Y
- 25.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUM.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUM.DE iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) | 6.79% | 15.88% | 21.99% | 6.51% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.27% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between CBUM.DE and SADU.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.78 |
The correlation between CBUM.DE and SADU.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
CBUM.DE vs. SADU.DE — Risk / Return Rank
CBUM.DE
SADU.DE
CBUM.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) and Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CBUM.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.31 | +0.79 |
| Martin ratioReturn relative to average drawdown | 8.78 | 2.52 | +6.26 |
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Drawdowns
CBUM.DE vs. SADU.DE - Drawdown Comparison
The maximum CBUM.DE drawdown since its inception was -19.25%, smaller than the maximum SADU.DE drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for CBUM.DE and SADU.DE.
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Drawdown Indicators
| CBUM.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.25% | -23.85% | +4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -19.24% | +10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | — | — |
Current DrawdownCurrent decline from peak | -2.37% | -2.23% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -5.95% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 10.02% | -7.86% |
Volatility
CBUM.DE vs. SADU.DE - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF EUR Hedged (Acc) (CBUM.DE) is 2.99%, while Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a volatility of 3.71%. This indicates that CBUM.DE experiences smaller price fluctuations and is considered to be less risky than SADU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBUM.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.71% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 9.69% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 25.51% | -13.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 19.65% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 19.65% | -4.67% |
CBUM.DE vs. SADU.DE - Expense Ratio Comparison
CBUM.DE has a 0.10% expense ratio, which is lower than SADU.DE's 0.15% 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
CBUM.DE vs. SADU.DE - Dividend Comparison
Neither CBUM.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUM.DE and SADU.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CBUM.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CBUM.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SADU.DE.
CBUM.DE is categorized as S&P 500, while SADU.DE is ESG. CBUM.DE tracks S&P 500 Scored & Screened Index (EUR Hedged), while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for CBUM.DE and 0.15% for SADU.DE.
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