SADM.DE vs. XEMD.DE
SADM.DE (Amundi MSCI Emerging ESG Leaders - UCITS ETF) and XEMD.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1D) are both Emerging Markets Equities funds - SADM.DE tracks the MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped while XEMD.DE tracks the MSCI EM NR USD. Both are passively managed. Over the past 3 years, SADM.DE returned 14.44%/yr vs 20.80%/yr for XEMD.DE. With a 0.95 correlation, they move nearly in lockstep. Both charge a 0.18% expense ratio.
Performance
SADM.DE vs. XEMD.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 XEMD.DE's 28.06% 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*
- —
XEMD.DE
- 1D
- -1.59%
- 1M
- 6.02%
- YTD
- 28.06%
- 6M
- 29.15%
- 1Y
- 49.56%
- 3Y*
- 20.80%
- 5Y*
- —
- 10Y*
- —
SADM.DE vs. XEMD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 13.18% | 18.73% | 12.63% | 0.17% | -15.44% | -3.65% |
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 28.06% | 18.67% | 13.85% | 5.68% | -14.85% | -1.50% |
Correlation
The correlation between SADM.DE and XEMD.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.95 |
The correlation between SADM.DE and XEMD.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
SADM.DE vs. XEMD.DE — Risk / Return Rank
SADM.DE
XEMD.DE
SADM.DE vs. XEMD.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 Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.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 | XEMD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.50 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 4.60 | -1.56 |
| Martin ratioReturn relative to average drawdown | 9.77 | 16.76 | -6.99 |
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 | XEMD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.77 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.08 |
Drawdowns
SADM.DE vs. XEMD.DE - Drawdown Comparison
The maximum SADM.DE drawdown since its inception was -27.30%, which is greater than XEMD.DE's maximum drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for SADM.DE and XEMD.DE.
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Drawdown Indicators
| SADM.DE | XEMD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.30% | -23.50% | -3.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -10.72% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -19.19% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | — | — |
Current DrawdownCurrent decline from peak | -3.17% | -2.54% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -9.22% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.95% | -0.02% |
Volatility
SADM.DE vs. XEMD.DE - Volatility Comparison
The current volatility for Amundi MSCI Emerging ESG Leaders - UCITS ETF (SADM.DE) is 5.86%, while Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) has a volatility of 7.39%. This indicates that SADM.DE experiences smaller price fluctuations and is considered to be less risky than XEMD.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 | XEMD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 7.39% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.63% | 15.08% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.94% | 17.84% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.76% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 16.76% | +0.21% |
SADM.DE vs. XEMD.DE - Expense Ratio Comparison
Both SADM.DE and XEMD.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SADM.DE vs. XEMD.DE - Dividend Comparison
SADM.DE has not paid dividends to shareholders, while XEMD.DE's dividend yield for the trailing twelve months is around 1.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SADM.DE Amundi MSCI Emerging ESG Leaders - UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 1.55% | 1.92% | 3.01% | 2.38% | 2.66% |
Frequently Asked Questions
With a correlation of 0.95, SADM.DE and XEMD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SADM.DE and XEMD.DE have the same expense ratio: 0.18% per year.
SADM.DE tracks MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped, while XEMD.DE tracks MSCI EM NR USD. They also come from different issuers: Amundi and Xtrackers.
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