LESU.DE vs. SADU.DE

Last updated Jun 26, 2026

LESU.DE (Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - LESU.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, 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, LESU.DE returned 22.85% vs 29.06% for SADU.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

LESU.DE vs. SADU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.DE) and Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LESU.DE achieves a 8.88% return, which is significantly lower than SADU.DE's 14.70% return.

LESU.DE

• 1D: -1.10%
• 1M: 0.10%
• YTD: 8.88%
• 6M: 9.15%
• 1Y: 22.85%
• 3Y*: 18.32%
• 5Y*: 13.13%
• 10Y*: —

SADU.DE

• 1D: 0.00%
• 1M: 3.16%
• YTD: 14.70%
• 6M: 15.07%
• 1Y: 29.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LESU.DE vs. SADU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LESU.DE Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc	8.88%	4.53%	31.39%	4.09%
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc	14.70%	2.73%	27.24%	3.86%

Correlation

The correlation between LESU.DE and SADU.DE is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023	0.94

The correlation between LESU.DE and SADU.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

LESU.DE vs. SADU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LESU.DE

LESU.DE Risk / Return Rank: 54
LESU.DE Sharpe Ratio Rank: 58
LESU.DE Sortino Ratio Rank: 57
LESU.DE Omega Ratio Rank: 55
LESU.DE Calmar Ratio Rank: 50
LESU.DE Martin Ratio Rank: 50

SADU.DE

SADU.DE Risk / Return Rank: 39
SADU.DE Sharpe Ratio Rank: 34
SADU.DE Sortino Ratio Rank: 38
SADU.DE Omega Ratio Rank: 69
SADU.DE Calmar Ratio Rank: 32
SADU.DE Martin Ratio Rank: 24

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LESU.DE vs. SADU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.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.

	LESU.DE	SADU.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.73	1.14	+0.59
Sortino ratio: Return per unit of downside risk	2.42	1.82	+0.60
Omega ratio: Gain probability vs. loss probability	1.31	1.36	-0.05
Calmar ratio: Return relative to maximum drawdown	2.25	1.51	+0.74
Martin ratio: Return relative to average drawdown	7.83	2.90	+4.92

LESU.DE vs. SADU.DE - Sharpe Ratio Comparison

The current LESU.DE Sharpe Ratio is 1.73, which is higher than the SADU.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of LESU.DE and SADU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LESU.DE vs. SADU.DE - Drawdown Comparison

The maximum LESU.DE drawdown since its inception was -33.72%, 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 LESU.DE and SADU.DE.

Drawdown Indicators

	LESU.DE	SADU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.72%	-23.85%	-9.87%
Max Drawdown (1Y) Largest decline over 1 year	-10.10%	-19.24%	+9.14%
Max Drawdown (3Y) Largest decline over 3 years	-24.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.42%	—	—
Current Drawdown Current decline from peak	-1.25%	-0.13%	-1.12%
Average Drawdown Average peak-to-trough decline	-6.31%	-6.05%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	10.02%	-7.11%

Volatility

LESU.DE vs. SADU.DE - Volatility Comparison

Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc (LESU.DE) and Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) have volatilities of 3.75% and 3.69%, 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.

Volatility by Period

	LESU.DE	SADU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.75%	3.69%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	9.45%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	25.43%	-12.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	19.77%	-3.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	19.77%	+0.27%

LESU.DE vs. SADU.DE - Expense Ratio Comparison

Both LESU.DE and SADU.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

LESU.DE vs. SADU.DE - Dividend Comparison

LESU.DE's dividend yield for the trailing twelve months is around 0.68%, while SADU.DE has not paid dividends to shareholders.

Position	TTM	2025	2024
LESU.DE Lyxor MSCI USA ESG Trend Leaders (DR) UCITS ETF - Acc	0.68%	0.79%	0.08%
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LESU.DE and SADU.DE in my portfolio?

With a correlation of 0.91, LESU.DE and SADU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LESU.DE or SADU.DE?

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LESU.DE or SADU.DE?

LESU.DE and SADU.DE have the same expense ratio: 0.15% per year.

What is the main difference between LESU.DE and SADU.DE?

LESU.DE is categorized as Large Cap Blend Equities, while SADU.DE is ESG. LESU.DE tracks Russell 1000 TR USD, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index.