SADM.DE vs. EUNY.DE
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds - SADM.DE tracks the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped while EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 5 years, SADM.DE returned 4.21%/yr vs 5.28%/yr for EUNY.DE. A 0.71 correlation means they provide meaningful diversification when combined. SADM.DE charges 0.18%/yr vs 0.65%/yr for EUNY.DE.
Performance
SADM.DE vs. EUNY.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 higher than EUNY.DE's 11.46% 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*
- —
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
SADM.DE vs. EUNY.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% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | 11.75% |
Correlation
The correlation between SADM.DE and EUNY.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.71 |
The correlation between SADM.DE and EUNY.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
SADM.DE vs. EUNY.DE — Risk / Return Rank
SADM.DE
EUNY.DE
SADM.DE vs. EUNY.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 iShares Emerging Markets Dividend UCITS ETF (EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 6.17 | -3.14 |
| Martin ratioReturn relative to average drawdown | 9.77 | 16.86 | -7.08 |
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 | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.13 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.34 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.22 | +0.28 |
Drawdowns
SADM.DE vs. EUNY.DE - Drawdown Comparison
The maximum SADM.DE drawdown since its inception was -27.30%, smaller than the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for SADM.DE and EUNY.DE.
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Drawdown Indicators
| SADM.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.30% | -40.65% | +13.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -4.11% | -5.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -15.70% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | -31.43% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.29% | — |
Current DrawdownCurrent decline from peak | -3.17% | -2.82% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -12.34% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.51% | +1.42% |
Volatility
SADM.DE vs. EUNY.DE - Volatility Comparison
Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) has a higher volatility of 5.86% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that SADM.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 4.52% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 9.70% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 11.90% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.58% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 16.73% | +0.24% |
SADM.DE vs. EUNY.DE - Expense Ratio Comparison
SADM.DE has a 0.18% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
SADM.DE vs. EUNY.DE - Dividend Comparison
SADM.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 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
SADM.DE and EUNY.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SADM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SADM.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for EUNY.DE.
SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for SADM.DE and 0.65% for EUNY.DE.
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