SADM.DE vs. LYYB.DE
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) 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 LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select. Both are passively managed. Over the past 5 years, SADM.DE returned 4.21%/yr vs 13.05%/yr for LYYB.DE. A 0.53 correlation means they provide meaningful diversification when combined. SADM.DE charges 0.18%/yr vs 0.09%/yr for LYYB.DE.
Performance
SADM.DE vs. LYYB.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 LYYB.DE's 10.39% 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*
- —
LYYB.DE
- 1D
- -0.05%
- 1M
- 5.38%
- YTD
- 10.39%
- 6M
- 10.27%
- 1Y
- 23.26%
- 3Y*
- 17.52%
- 5Y*
- 13.05%
- 10Y*
- 14.30%
SADM.DE vs. LYYB.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% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 10.39% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 13.97% |
Correlation
The correlation between SADM.DE and LYYB.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2020 | 0.53 |
The correlation between SADM.DE and LYYB.DE shifts across timeframes, from 0.51 (3 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SADM.DE vs. LYYB.DE — Risk / Return Rank
SADM.DE
LYYB.DE
SADM.DE vs. LYYB.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 USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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 | LYYB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.79 | +0.25 |
| Martin ratioReturn relative to average drawdown | 9.77 | 9.46 | +0.31 |
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 | LYYB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.93 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.83 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.62 | -0.12 |
Drawdowns
SADM.DE vs. LYYB.DE - Drawdown Comparison
The maximum SADM.DE drawdown since its inception was -27.30%, smaller than the maximum LYYB.DE drawdown of -53.38%. Use the drawdown chart below to compare losses from any high point for SADM.DE and LYYB.DE.
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Drawdown Indicators
| SADM.DE | LYYB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.30% | -53.38% | +26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -8.32% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -24.11% | +6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | -24.11% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.12% | — |
Current DrawdownCurrent decline from peak | -3.17% | -0.38% | -2.79% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -9.21% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.45% | +0.48% |
Volatility
SADM.DE vs. LYYB.DE - Volatility Comparison
Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) has a higher volatility of 5.86% compared to Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) at 2.66%. This indicates that SADM.DE's price experiences larger fluctuations and is considered to be riskier than LYYB.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 | LYYB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 2.66% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 7.84% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 11.99% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.62% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 16.31% | +0.66% |
SADM.DE vs. LYYB.DE - Expense Ratio Comparison
SADM.DE has a 0.18% expense ratio, which is higher than LYYB.DE's 0.09% 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. LYYB.DE - Dividend Comparison
SADM.DE has not paid dividends to shareholders, while LYYB.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.88% | 2.03% |
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 LYYB.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.18% for SADM.DE.
SADM.DE is categorized as Emerging Markets Equities, while LYYB.DE is Large Cap Blend Equities. SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while LYYB.DE tracks MSCI USA ESG Broad Select. Their fees differ too: 0.18% for SADM.DE and 0.09% for LYYB.DE.
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