PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SADA.L vs. XKS2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SADA.L vs. XKS2.L

Last updated Jun 5, 2026

SADA.L (Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)) and XKS2.L (Xtrackers MSCI Korea UCITS ETF 1C) are both Asia Pacific Equities funds - SADA.L tracks the MSCI AC Asia Ex Japan NR USD while XKS2.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 3 years, SADA.L returned 14.62%/yr vs 48.94%/yr for XKS2.L. At a 0.48 correlation, their price movements are largely independent. SADA.L charges 0.25%/yr vs 0.65%/yr for XKS2.L.

Performance

SADA.L vs. XKS2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SADA.L is traded in USD, while XKS2.L is traded in GBp. To make them comparable, the XKS2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SADA.L achieves a 17.66% return, which is significantly lower than XKS2.L's 106.71% return.

SADA.L

1D
-1.51%
1M
3.65%
YTD
17.66%
6M
18.58%
1Y
40.73%
3Y*
14.62%
5Y*
—
10Y*
—

XKS2.L

1D
-4.85%
1M
16.09%
YTD
106.71%
6M
127.28%
1Y
234.03%
3Y*
48.94%
5Y*
18.61%
10Y*
17.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SADA.L vs. XKS2.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SADA.L
Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)		17.66%25.43%8.02%-3.62%-23.16%-7.30%
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C		106.71%99.81%-22.97%19.42%-28.16%-1.57%

Correlation

The correlation between SADA.L and XKS2.L is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2021

0.48

The correlation between SADA.L and XKS2.L shifts across timeframes, from 0.41 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.

SADA.L vs. XKS2.L - Sectors Allocation Comparison

Sectors
SADA.L
XKS2.L

Technology

44.3%
56.0%

Financial Services

12.7%
9.2%

Consumer Cyclical

9.5%
5.7%

Industrials

8.7%
18.7%

Healthcare

6.8%
3.0%

Communication Services

5.1%
2.6%

Consumer Defensive

5.0%
1.4%

Basic Materials

3.5%
2.0%

Real Estate

2.7%

-

Utilities

1.6%
0.4%

Energy

-

1.1%

Technology

SADA.L
44.3%
XKS2.L
56.0%

Financial Services

SADA.L
12.7%
XKS2.L
9.2%

Consumer Cyclical

SADA.L
9.5%
XKS2.L
5.7%

Industrials

SADA.L
8.7%
XKS2.L
18.7%

Healthcare

SADA.L
6.8%
XKS2.L
3.0%

Communication Services

SADA.L
5.1%
XKS2.L
2.6%

Consumer Defensive

SADA.L
5.0%
XKS2.L
1.4%

Basic Materials

SADA.L
3.5%
XKS2.L
2.0%

Real Estate

SADA.L
2.7%
XKS2.L

-

Utilities

SADA.L
1.6%
XKS2.L
0.4%

Energy

SADA.L

-

XKS2.L
1.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)

Xtrackers MSCI Korea UCITS ETF 1C

Often compared with SADA.L:
SADA.L vs. LGAG.LSADA.L vs. IKOR.LSADA.L vs. BNKE.LSADA.L vs. 500U.LSADA.L vs. CSH2.LSADA.L vs. CSKR.LSADA.L vs. ACWL.L
Often compared with XKS2.L:
XKS2.L vs. LDAG.LXKS2.L vs. HMXD.LXKS2.L vs. AUAD.LXKS2.L vs. UB20.LXKS2.L vs. APEX.LXKS2.L vs. FLRK.LXKS2.L vs. PADV.L

Return for Risk

SADA.L vs. XKS2.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SADA.L
SADA.L Risk / Return Rank: 8383
Overall Rank
SADA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SADA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SADA.L Omega Ratio Rank: 8181
Omega Ratio Rank
SADA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SADA.L Martin Ratio Rank: 7777
Martin Ratio Rank
XKS2.L
XKS2.L Risk / Return Rank: 9797
Overall Rank
XKS2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XKS2.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XKS2.L Omega Ratio Rank: 9797
Omega Ratio Rank
XKS2.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XKS2.L Martin Ratio Rank: 9797
Martin Ratio Rank
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.

SADA.L vs. XKS2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L). 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.

SADA.LXKS2.LDifference
Sharpe ratioReturn per unit of total volatility
2.79
6.03

-3.24

Sortino ratioReturn per unit of downside risk
3.76
5.57

-1.81

Omega ratioGain probability vs. loss probability

1.48

1.80

-0.32

Calmar ratioReturn relative to maximum drawdown

4.85

10.17

-5.31

Martin ratioReturn relative to average drawdown

14.52

37.92

-23.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SADA.L vs. XKS2.L - Sharpe Ratio Comparison

The current SADA.L Sharpe Ratio is 2.79, which is lower than the XKS2.L Sharpe Ratio of 6.03. The chart below compares the historical Sharpe Ratios of SADA.L and XKS2.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

SADA.LXKS2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

6.03

-3.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.68

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.66

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.27

-0.14

Drawdowns

SADA.L vs. XKS2.L - Drawdown Comparison

The maximum SADA.L drawdown since its inception was -38.76%, smaller than the maximum XKS2.L drawdown of -71.36%. Use the drawdown chart below to compare losses from any high point for SADA.L and XKS2.L.

Loading charts...

Drawdown Indicators

SADA.LXKS2.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-71.36%

+32.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-22.86%

+10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-22.64%

-29.16%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

—

-48.56%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-50.13%

—

Current Drawdown

Current decline from peak

-2.46%

-5.57%

+3.11%

Average Drawdown

Average peak-to-trough decline

-19.67%

-21.40%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

6.14%

+0.61%

Volatility

SADA.L vs. XKS2.L - Volatility Comparison

The current volatility for Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) is 7.33%, while Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) has a volatility of 17.96%. This indicates that SADA.L experiences smaller price fluctuations and is considered to be less risky than XKS2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SADA.LXKS2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

17.96%

-10.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.95%

33.66%

-18.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

38.61%

-17.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.66%

27.44%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.66%

25.94%

-0.28%

SADA.L vs. XKS2.L - Expense Ratio Comparison

SADA.L has a 0.25% expense ratio, which is lower than XKS2.L's 0.65% expense ratio.

Dividends

SADA.L vs. XKS2.L - Dividend Comparison

SADA.L's dividend yield for the trailing twelve months is around 1.34%, while XKS2.L has not paid dividends to shareholders.

PositionTTM20252024202320222021
SADA.L
Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)		1.34%1.58%1.54%1.63%1.66%0.51%
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SADA.L and XKS2.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SADA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SADA.L is cheaper with a 0.25% expense ratio, compared with 0.65% for XKS2.L.

SADA.L tracks MSCI AC Asia Ex Japan NR USD, while XKS2.L tracks MSCI Korea NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for SADA.L and 0.65% for XKS2.L.

Portfolio Optimizer

Find the right allocation for SADA.L and XKS2.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer