FUSR.DE vs. SADU.DE
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) are both Large Cap Blend Equities funds - FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity while SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, FUSR.DE returned 26.84% vs 26.46% for SADU.DE. Their correlation of 0.90 suggests significant overlap in exposure. FUSR.DE charges 0.30%/yr vs 0.15%/yr for SADU.DE.
Performance
FUSR.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FUSR.DE achieves a 10.99% return, which is significantly lower than SADU.DE's 13.46% return.
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
SADU.DE
- 1D
- 0.41%
- 1M
- 7.69%
- YTD
- 13.46%
- 6M
- 14.48%
- 1Y
- 26.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUSR.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 8.34% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 13.46% | 2.73% | 27.24% | 8.87% |
Correlation
The correlation between FUSR.DE and SADU.DE is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.90 |
The correlation between FUSR.DE and SADU.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
FUSR.DE vs. SADU.DE — Risk / Return Rank
FUSR.DE
SADU.DE
FUSR.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Amundi MSCI USA ESG Leaders 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.
| FUSR.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.68 | +0.72 |
| Martin ratioReturn relative to average drawdown | 12.17 | 9.35 | +2.82 |
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
| FUSR.DE | SADU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.06 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.24 | -0.21 |
Drawdowns
FUSR.DE vs. SADU.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, roughly equal to the maximum SADU.DE drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and SADU.DE.
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Drawdown Indicators
| FUSR.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -23.85% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -9.82% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | — | — |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.95% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.82% | -0.62% |
Volatility
FUSR.DE vs. SADU.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a volatility of 3.23%. This indicates that FUSR.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
| FUSR.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.23% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.89% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.76% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 14.56% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 14.56% | +1.43% |
FUSR.DE vs. SADU.DE - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than SADU.DE's 0.15% expense ratio.
Dividends
FUSR.DE vs. SADU.DE - Dividend Comparison
Neither FUSR.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
FUSR.DE and SADU.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SADU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SADU.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Fidelity and Amundi. Their fees differ too: 0.30% for FUSR.DE and 0.15% for SADU.DE.
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