J1GR.DE vs. SADM.DE
J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) and SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) are both exchange-traded funds - J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select, while SADM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. Both are passively managed. Over the past 5 years, J1GR.DE returned 8.97%/yr vs 4.21%/yr for SADM.DE. At a 0.47 correlation, their price movements are largely independent. J1GR.DE charges 0.45%/yr vs 0.18%/yr for SADM.DE.
Performance
J1GR.DE vs. SADM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, J1GR.DE achieves a 16.49% return, which is significantly higher than SADM.DE's 13.18% return.
J1GR.DE
- 1D
- -0.06%
- 1M
- 4.23%
- YTD
- 16.49%
- 6M
- 16.45%
- 1Y
- 31.08%
- 3Y*
- 13.87%
- 5Y*
- 8.97%
- 10Y*
- 8.57%
SADM.DE
- 1D
- -2.01%
- 1M
- 0.00%
- YTD
- 13.18%
- 6M
- 12.47%
- 1Y
- 27.71%
- 3Y*
- 14.44%
- 5Y*
- 4.21%
- 10Y*
- —
J1GR.DE vs. SADM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.49% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 12.54% |
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 13.18% | 18.73% | 12.63% | 0.17% | -15.44% | 6.79% | 18.80% |
Correlation
The correlation between J1GR.DE and SADM.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.47 |
The correlation between J1GR.DE and SADM.DE has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
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Return for Risk
J1GR.DE vs. SADM.DE — Risk / Return Rank
J1GR.DE
SADM.DE
J1GR.DE vs. SADM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) and Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.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.
| J1GR.DE | SADM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.04 | -0.44 |
| Martin ratioReturn relative to average drawdown | 8.77 | 9.77 | -1.00 |
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
| J1GR.DE | SADM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.69 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.25 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.50 | -0.04 |
Drawdowns
J1GR.DE vs. SADM.DE - Drawdown Comparison
The maximum J1GR.DE drawdown since its inception was -27.81%, roughly equal to the maximum SADM.DE drawdown of -27.30%. Use the drawdown chart below to compare losses from any high point for J1GR.DE and SADM.DE.
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Drawdown Indicators
| J1GR.DE | SADM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.81% | -27.30% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.42% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.22% | -17.93% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -26.42% | +7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -27.81% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -3.17% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -11.37% | +4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.93% | +0.47% |
Volatility
J1GR.DE vs. SADM.DE - Volatility Comparison
The current volatility for Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) is 4.06%, while Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) has a volatility of 5.86%. This indicates that J1GR.DE experiences smaller price fluctuations and is considered to be less risky than SADM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| J1GR.DE | SADM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 5.86% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 13.63% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 16.94% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 16.88% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 16.97% | -0.54% |
J1GR.DE vs. SADM.DE - Expense Ratio Comparison
J1GR.DE has a 0.45% expense ratio, which is higher than SADM.DE's 0.18% expense ratio.
Dividends
J1GR.DE vs. SADM.DE - Dividend Comparison
Neither J1GR.DE nor SADM.DE has paid dividends to shareholders.
Frequently Asked Questions
J1GR.DE and SADM.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SADM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SADM.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for J1GR.DE.
J1GR.DE is categorized as Japan Equities, while SADM.DE is Emerging Markets Equities. J1GR.DE tracks MSCI Japan ESG Broad CTB Select, while SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped. Their fees differ too: 0.45% for J1GR.DE and 0.18% for SADM.DE.
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