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SADM.DE vs. LYYB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SADM.DE vs. LYYB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) and Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SADM.DE vs. LYYB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SADM.DE
SADM.DE Risk / Return Rank: 5353
Overall Rank
SADM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SADM.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SADM.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SADM.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
SADM.DE Martin Ratio Rank: 5757
Martin Ratio Rank

LYYB.DE
LYYB.DE Risk / Return Rank: 5757
Overall Rank
LYYB.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LYYB.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
LYYB.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LYYB.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
LYYB.DE Martin Ratio Rank: 5555
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.

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.DELYYB.DEDifference
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

SADM.DE vs. LYYB.DE - Sharpe Ratio Comparison

The current SADM.DE Sharpe Ratio is 1.69, which is comparable to the LYYB.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SADM.DE and LYYB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SADM.DELYYB.DEDifference

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.DELYYB.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.17%

-0.38%

-2.79%

Average Drawdown

Average peak-to-trough decline

-11.37%

-9.21%

-2.16%

Ulcer Index

Depth 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.DELYYB.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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