IBCY.DE vs. SADU.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while SADU.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, IBCY.DE returned 13.22% vs 26.61% for SADU.DE. A 0.79 correlation means they provide meaningful diversification when combined. IBCY.DE charges 0.35%/yr vs 0.15%/yr for SADU.DE.
Performance
IBCY.DE vs. SADU.DE - Performance Comparison
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Returns By Period
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.22%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
SADU.DE
- 1D
- 0.41%
- 1M
- 6.06%
- YTD
- 13.46%
- 6M
- 13.55%
- 1Y
- 26.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCY.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 5.66% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 13.46% | 2.73% | 27.24% | 8.87% |
Correlation
The correlation between IBCY.DE and SADU.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.79 |
Over the past year, the correlation between IBCY.DE and SADU.DE has dropped to 0.46 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
IBCY.DE vs. SADU.DE — Risk / Return Rank
IBCY.DE
SADU.DE
IBCY.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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.
| IBCY.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.37 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.68 | +1.40 |
| Martin ratioReturn relative to average drawdown | 19.99 | 9.35 | +10.63 |
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
| IBCY.DE | SADU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.06 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.24 | -0.60 |
Drawdowns
IBCY.DE vs. SADU.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, 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 IBCY.DE and SADU.DE.
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Drawdown Indicators
| IBCY.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -23.85% | -11.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -9.82% | +6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -3.95% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.82% | -2.15% |
Volatility
IBCY.DE vs. SADU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a volatility of 3.23%. This indicates that IBCY.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
| IBCY.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.23% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.89% | -8.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 12.76% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 14.56% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 14.56% | +1.56% |
IBCY.DE vs. SADU.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than SADU.DE's 0.15% expense ratio.
Dividends
IBCY.DE vs. SADU.DE - Dividend Comparison
Neither IBCY.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCY.DE and SADU.DE have a correlation of 0.46, 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 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while SADU.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IBCY.DE and 0.15% for SADU.DE.
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