SADM.DE vs. J1GR.DE
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and J1GR.DE (Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR) are both exchange-traded funds - SADM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while J1GR.DE is a Japan Equities fund tracking the MSCI Japan ESG Broad CTB Select. Both are passively managed. Over the past 5 years, SADM.DE returned 4.21%/yr vs 8.97%/yr for J1GR.DE. At a 0.47 correlation, their price movements are largely independent. SADM.DE charges 0.18%/yr vs 0.45%/yr for J1GR.DE.
Performance
SADM.DE vs. J1GR.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 J1GR.DE's 16.49% 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*
- —
J1GR.DE
- 1D
- -0.06%
- 1M
- 6.74%
- YTD
- 16.49%
- 6M
- 16.49%
- 1Y
- 29.89%
- 3Y*
- 13.87%
- 5Y*
- 8.97%
- 10Y*
- 8.57%
SADM.DE vs. J1GR.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% |
J1GR.DE Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR | 16.49% | 11.73% | 11.30% | 14.89% | -12.68% | 9.69% | 12.54% |
Correlation
The correlation between SADM.DE and J1GR.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.47 |
The correlation between SADM.DE and J1GR.DE has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.
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Return for Risk
SADM.DE vs. J1GR.DE — Risk / Return Rank
SADM.DE
J1GR.DE
SADM.DE vs. J1GR.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 Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.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 | J1GR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.60 | +0.44 |
| Martin ratioReturn relative to average drawdown | 9.77 | 8.77 | +1.00 |
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 | J1GR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.54 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.53 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Drawdowns
SADM.DE vs. J1GR.DE - Drawdown Comparison
The maximum SADM.DE drawdown since its inception was -27.30%, roughly equal to the maximum J1GR.DE drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for SADM.DE and J1GR.DE.
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Drawdown Indicators
| SADM.DE | J1GR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.30% | -27.81% | +0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -11.45% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -17.22% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | -19.28% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.81% | — |
Current DrawdownCurrent decline from peak | -3.17% | -0.06% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -7.33% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.40% | -0.47% |
Volatility
SADM.DE vs. J1GR.DE - Volatility Comparison
Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) has a higher volatility of 5.86% compared to Amundi MSCI Japan ESG Climate Net Zero Ambition CTB UCITS ETF EUR (J1GR.DE) at 4.06%. This indicates that SADM.DE's price experiences larger fluctuations and is considered to be riskier than J1GR.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 | J1GR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 4.06% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 15.51% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 19.39% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.82% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 16.43% | +0.54% |
SADM.DE vs. J1GR.DE - Expense Ratio Comparison
SADM.DE has a 0.18% expense ratio, which is lower than J1GR.DE's 0.45% expense ratio.
Dividends
SADM.DE vs. J1GR.DE - Dividend Comparison
Neither SADM.DE nor J1GR.DE has paid dividends to shareholders.
Frequently Asked Questions
SADM.DE and J1GR.DE have a correlation of 0.52, 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 0.45% for J1GR.DE.
SADM.DE is categorized as Emerging Markets Equities, while J1GR.DE is Japan Equities. SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while J1GR.DE tracks MSCI Japan ESG Broad CTB Select. Their fees differ too: 0.18% for SADM.DE and 0.45% for J1GR.DE.
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