SADM.DE vs. EMXC.DE
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) are both Emerging Markets Equities funds from Amundi - SADM.DE tracks the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped while EMXC.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, SADM.DE returned 4.21%/yr vs 13.66%/yr for EMXC.DE. Their correlation of 0.80 suggests significant overlap in exposure. SADM.DE charges 0.18%/yr vs 0.15%/yr for EMXC.DE.
Performance
SADM.DE vs. EMXC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SADM.DE achieves a 13.18% return, which is significantly lower than EMXC.DE's 40.23% return.
SADM.DE
- 1D
- -2.01%
- 1M
- 2.05%
- YTD
- 13.18%
- 6M
- 13.48%
- 1Y
- 28.74%
- 3Y*
- 14.44%
- 5Y*
- 4.21%
- 10Y*
- —
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
SADM.DE vs. EMXC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 13.18% | 18.73% | 12.63% | 0.17% | -15.44% | 6.79% | 18.80% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 17.56% | 24.25% |
Correlation
The correlation between SADM.DE and EMXC.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.80 |
The correlation between SADM.DE and EMXC.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
SADM.DE vs. EMXC.DE — Risk / Return Rank
SADM.DE
EMXC.DE
SADM.DE vs. EMXC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.
| SADM.DE | EMXC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.62 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 5.78 | -2.75 |
| Martin ratioReturn relative to average drawdown | 9.77 | 21.97 | -12.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SADM.DE | EMXC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 3.46 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.85 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.69 | -0.19 |
Drawdowns
SADM.DE vs. EMXC.DE - Drawdown Comparison
The maximum SADM.DE drawdown since its inception was -27.30%, smaller than the maximum EMXC.DE drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for SADM.DE and EMXC.DE.
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Drawdown Indicators
| SADM.DE | EMXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.30% | -38.77% | +11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -11.87% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -20.48% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | -20.48% | -5.94% |
Current DrawdownCurrent decline from peak | -3.17% | -2.53% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -6.73% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.13% | -0.20% |
Volatility
SADM.DE vs. EMXC.DE - Volatility Comparison
The current volatility for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) is 5.86%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a volatility of 8.44%. This indicates that SADM.DE experiences smaller price fluctuations and is considered to be less risky than EMXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SADM.DE | EMXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 8.44% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 17.23% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 19.85% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.83% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.50% | -1.53% |
SADM.DE vs. EMXC.DE - Expense Ratio Comparison
SADM.DE has a 0.18% expense ratio, which is higher than EMXC.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
SADM.DE vs. EMXC.DE - Dividend Comparison
Neither SADM.DE nor EMXC.DE has paid dividends to shareholders.
Frequently Asked Questions
SADM.DE and EMXC.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMXC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMXC.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for SADM.DE.
SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while EMXC.DE tracks MSCI EM NR USD. Their fees differ too: 0.18% for SADM.DE and 0.15% for EMXC.DE.
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