MWOP.DE vs. SADU.DE
MWOP.DE (Amundi MSCI World ESG Leaders UCITS ETF Acc) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both ESG funds from Amundi - MWOP.DE tracks the MSCI World ESG Leaders Select 5% Issuer Capped Index while SADU.DE tracks the MSCI USA ESG Selection P-Series 5% Issuer Capped Index. Both are passively managed. Over the past year, MWOP.DE returned 28.71% vs 29.06% for SADU.DE. Their correlation of 0.93 suggests significant overlap in exposure. MWOP.DE charges 0.18%/yr vs 0.15%/yr for SADU.DE.
Performance
MWOP.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWOP.DE achieves a 12.91% return, which is significantly lower than SADU.DE's 14.70% return.
MWOP.DE
- 1D
- 0.00%
- 1M
- 2.86%
- YTD
- 12.91%
- 6M
- 13.29%
- 1Y
- 28.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MWOP.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MWOP.DE Amundi MSCI World ESG Leaders UCITS ETF Acc | 12.91% | 7.50% | 23.56% | 3.72% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.70% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between MWOP.DE and SADU.DE is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.93 |
The correlation between MWOP.DE and SADU.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
MWOP.DE vs. SADU.DE — Risk / Return Rank
MWOP.DE
SADU.DE
MWOP.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.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.
| MWOP.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.51 | +1.59 |
| Martin ratioReturn relative to average drawdown | 12.06 | 2.90 | +9.15 |
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Drawdowns
MWOP.DE vs. SADU.DE - Drawdown Comparison
The maximum MWOP.DE drawdown since its inception was -21.85%, smaller than the maximum SADU.DE drawdown of -23.85%. Use the drawdown chart below to compare losses from any high point for MWOP.DE and SADU.DE.
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Drawdown Indicators
| MWOP.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -23.85% | +2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -19.24% | +9.94% |
Current DrawdownCurrent decline from peak | -0.39% | -0.13% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -6.05% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 10.02% | -7.63% |
Volatility
MWOP.DE vs. SADU.DE - Volatility Comparison
The current volatility for Amundi MSCI World ESG Leaders UCITS ETF Acc (MWOP.DE) is 3.41%, while Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a volatility of 3.69%. This indicates that MWOP.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
| MWOP.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.69% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 9.45% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 25.43% | -12.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 19.77% | -5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 19.77% | -5.83% |
MWOP.DE vs. SADU.DE - Expense Ratio Comparison
MWOP.DE has a 0.18% expense ratio, which is higher than SADU.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MWOP.DE vs. SADU.DE - Dividend Comparison
Neither MWOP.DE nor SADU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, MWOP.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.
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 0.18% for MWOP.DE.
MWOP.DE tracks MSCI World ESG Leaders Select 5% Issuer Capped Index, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. Their fees differ too: 0.18% for MWOP.DE and 0.15% for SADU.DE.
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