IS3Q.DE vs. SADU.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and SADU.DE (Amundi MSCI USA ESG Leaders UCITS ETF Acc) are both exchange-traded funds - IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality, while SADU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, IS3Q.DE returned 18.81% vs 26.61% for SADU.DE. Their correlation of 0.92 suggests significant overlap in exposure. IS3Q.DE charges 0.30%/yr vs 0.15%/yr for SADU.DE.
Performance
IS3Q.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly lower than SADU.DE's 13.46% return.
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
SADU.DE
- 1D
- 0.41%
- 1M
- 6.06%
- YTD
- 13.46%
- 6M
- 13.55%
- 1Y
- 26.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3Q.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 8.68% |
SADU.DE Amundi MSCI USA ESG Leaders UCITS ETF Acc | 13.46% | 2.73% | 27.24% | 8.87% |
Correlation
The correlation between IS3Q.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 Jul 19, 2023 | 0.92 |
The correlation between IS3Q.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
IS3Q.DE vs. SADU.DE — Risk / Return Rank
IS3Q.DE
SADU.DE
IS3Q.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| IS3Q.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.68 | +0.28 |
| Martin ratioReturn relative to average drawdown | 11.80 | 9.35 | +2.45 |
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
| IS3Q.DE | SADU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.06 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.24 | -0.47 |
Drawdowns
IS3Q.DE vs. SADU.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, 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 IS3Q.DE and SADU.DE.
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Drawdown Indicators
| IS3Q.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -23.85% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -9.82% | +3.49% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | 0.00% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.95% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.82% | -1.22% |
Volatility
IS3Q.DE vs. SADU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Amundi MSCI USA ESG Leaders UCITS ETF Acc (SADU.DE) has a volatility of 3.23%. This indicates that IS3Q.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
| IS3Q.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.23% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 8.89% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 12.76% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 14.56% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 14.56% | +0.33% |
IS3Q.DE vs. SADU.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than SADU.DE's 0.15% expense ratio.
Dividends
IS3Q.DE vs. SADU.DE - Dividend Comparison
Neither IS3Q.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3Q.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, 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 IS3Q.DE.
IS3Q.DE is categorized as Global Equities, while SADU.DE is Large Cap Blend Equities. IS3Q.DE tracks MSCI World Sector Neutral Quality, 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: 0.30% for IS3Q.DE and 0.15% for SADU.DE.
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