GACA.DE vs. SADU.DE
GACA.DE (Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - GACA.DE is a Large Cap Blend Equities fund tracking the Goldman Sachs ActiveBeta US Large Cap Equity, 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, GACA.DE returned 20.60% vs 26.66% for SADU.DE. Their correlation of 0.92 suggests significant overlap in exposure. GACA.DE charges 0.14%/yr vs 0.15%/yr for SADU.DE.
Performance
GACA.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GACA.DE achieves a 12.91% return, which is significantly lower than SADU.DE's 14.89% return.
GACA.DE
- 1D
- -0.17%
- 1M
- 1.01%
- 6M
- 11.74%
- YTD
- 12.91%
- 1Y
- 20.60%
- 3Y*
- 18.22%
- 5Y*
- 12.60%
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- 13.55%
- YTD
- 14.89%
- 1Y
- 26.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GACA.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GACA.DE Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | 12.91% | 3.94% | 29.59% | 4.39% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.89% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between GACA.DE and SADU.DE is 0.89, 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 | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.92 |
The correlation between GACA.DE and SADU.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
GACA.DE vs. SADU.DE — Risk / Return Rank
GACA.DE
SADU.DE
GACA.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.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.
| GACA.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.39 | +0.96 |
| Martin ratioReturn relative to average drawdown | 8.25 | 2.66 | +5.59 |
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Drawdowns
GACA.DE vs. SADU.DE - Drawdown Comparison
The maximum GACA.DE drawdown since its inception was -33.49%, which is greater than SADU.DE's maximum drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for GACA.DE and SADU.DE.
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Drawdown Indicators
| GACA.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -23.85% | -9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -19.24% | +10.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | — | — |
Current DrawdownCurrent decline from peak | -1.24% | -1.70% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -5.96% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 10.02% | -7.53% |
Volatility
GACA.DE vs. SADU.DE - Volatility Comparison
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) (GACA.DE) and Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) have volatilities of 3.53% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GACA.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.68% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 9.78% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 25.58% | -12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.47% | 19.67% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 19.67% | -2.11% |
GACA.DE vs. SADU.DE - Expense Ratio Comparison
GACA.DE has a 0.14% 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
GACA.DE vs. SADU.DE - Dividend Comparison
Neither GACA.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
GACA.DE and SADU.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GACA.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GACA.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for SADU.DE.
GACA.DE is categorized as Large Cap Blend Equities, while SADU.DE is ESG. GACA.DE tracks Goldman Sachs ActiveBeta US Large Cap Equity, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. They also come from different issuers: Goldman Sachs and Amundi. Their fees differ too: 0.14% for GACA.DE and 0.15% for SADU.DE.
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