QDVD.DE vs. SADU.DE
QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) and SADU.DE (Amundi MSCI USA ESG Selection UCITS ETF Acc) are both ESG funds - QDVD.DE tracks the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index while SADU.DE tracks the MSCI USA ESG Selection P-Series 5% Issuer Capped Index. Both are passively managed. Over the past year, QDVD.DE returned 29.39% vs 29.06% for SADU.DE. Their correlation of 0.87 suggests significant overlap in exposure. QDVD.DE charges 0.35%/yr vs 0.15%/yr for SADU.DE.
Performance
QDVD.DE vs. SADU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVD.DE achieves a 16.39% return, which is significantly higher than SADU.DE's 14.70% return.
QDVD.DE
- 1D
- -0.14%
- 1M
- 2.39%
- YTD
- 16.39%
- 6M
- 16.97%
- 1Y
- 29.39%
- 3Y*
- 17.08%
- 5Y*
- 13.13%
- 10Y*
- 11.35%
SADU.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 14.70%
- 6M
- 15.07%
- 1Y
- 29.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVD.DE vs. SADU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.39% | 4.15% | 21.92% | 4.66% |
SADU.DE Amundi MSCI USA ESG Selection UCITS ETF Acc | 14.70% | 2.73% | 27.24% | 3.86% |
Correlation
The correlation between QDVD.DE and SADU.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | 0.87 |
The correlation between QDVD.DE and SADU.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
QDVD.DE vs. SADU.DE — Risk / Return Rank
QDVD.DE
SADU.DE
QDVD.DE vs. SADU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.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.
| QDVD.DE | SADU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 6.06 | 1.51 | +4.55 |
| Martin ratioReturn relative to average drawdown | 21.08 | 2.90 | +18.18 |
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Drawdowns
QDVD.DE vs. SADU.DE - Drawdown Comparison
The maximum QDVD.DE drawdown since its inception was -32.55%, 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 QDVD.DE and SADU.DE.
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Drawdown Indicators
| QDVD.DE | SADU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -23.85% | -8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -19.24% | +14.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.13% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -6.05% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 10.02% | -8.63% |
Volatility
QDVD.DE vs. SADU.DE - Volatility Comparison
The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) is 2.87%, while Amundi MSCI USA ESG Selection UCITS ETF Acc (SADU.DE) has a volatility of 3.69%. This indicates that QDVD.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
| QDVD.DE | SADU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.69% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 9.45% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.23% | 25.43% | -14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 19.77% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.80% | 19.77% | -4.97% |
QDVD.DE vs. SADU.DE - Expense Ratio Comparison
QDVD.DE has a 0.35% expense ratio, which is higher than SADU.DE's 0.15% expense ratio.
Dividends
QDVD.DE vs. SADU.DE - Dividend Comparison
QDVD.DE's dividend yield for the trailing twelve months is around 1.49%, while SADU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.49% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVD.DE and SADU.DE have a correlation of 0.82, 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 0.35% for QDVD.DE.
QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select 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: 0.35% for QDVD.DE and 0.15% for SADU.DE.
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