OM3Y.DE vs. SADU.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both exchange-traded funds - OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index, 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, OM3Y.DE returned 30.50% vs 25.26% for SADU.DE. A 0.57 correlation means they provide meaningful diversification when combined. OM3Y.DE charges 0.18%/yr vs 0.15%/yr for SADU.DE.
Performance
OM3Y.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 18.31% return, which is significantly higher than SADU.DE's 14.27% return.
OM3Y.DE
- 1D
- -2.11%
- 1M
- -8.59%
- 6M
- 11.27%
- YTD
- 18.31%
- 1Y
- 30.50%
- 3Y*
- 17.70%
- 5Y*
- 6.83%
- 10Y*
- —
SADU.DE
- 1D
- 0.00%
- 1M
- 0.03%
- 6M
- 11.69%
- YTD
- 14.27%
- 1Y
- 25.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OM3Y.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 18.31% | 17.76% | 13.99% | 0.80% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.27% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between OM3Y.DE and SADU.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.57 |
The correlation between OM3Y.DE and SADU.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
OM3Y.DE vs. SADU.DE — Risk / Return Rank
OM3Y.DE
SADU.DE
OM3Y.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.
| OM3Y.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.31 | +1.39 |
| Martin ratioReturn relative to average drawdown | 8.33 | 2.52 | +5.81 |
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Drawdowns
OM3Y.DE vs. SADU.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, 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 OM3Y.DE and SADU.DE.
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Drawdown Indicators
| OM3Y.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -23.85% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -19.24% | +8.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | — | — |
Current DrawdownCurrent decline from peak | -11.24% | -2.23% | -9.01% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -5.95% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 10.02% | -6.37% |
Volatility
OM3Y.DE vs. SADU.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 8.46% compared to Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) at 3.71%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier 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
| OM3Y.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 3.71% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.84% | 9.69% | +8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 25.51% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 19.65% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 19.65% | -0.09% |
OM3Y.DE vs. SADU.DE - Expense Ratio Comparison
OM3Y.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
OM3Y.DE vs. SADU.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.73%, while SADU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.73% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OM3Y.DE and SADU.DE have a correlation of 0.64, 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 0.18% for OM3Y.DE.
OM3Y.DE is categorized as Emerging Markets Equities, while SADU.DE is ESG. OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while SADU.DE tracks MSCI USA ESG Selection P-Series 5% Issuer Capped Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for OM3Y.DE and 0.15% for SADU.DE.
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